# EDGAR Filing Document

**Accession Number:** 0001233087
**File Stem:** 0002071691-26-012214
**Filing Date:** 2026-5
**Character Count:** 4305716
**Document Hash:** a647fd5b40c0ebc9c2f7ab56e9cf2766
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-012214.hdr.sgml**: 20260527

**ACCESSION NUMBER**: 0002071691-26-012214

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260527

**DATE AS OF CHANGE**: 20260527

**PERIOD START**: 20261231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** FRANKLIN LTD DURATION INCOME TRUST
- **CENTRAL INDEX KEY:** 0001233087

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** FL
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21357
- **FILM NUMBER:** 261024581

**BUSINESS ADDRESS:**
- **STREET 1:** ONE FRANKLIN PARKWAY
- **CITY:** SAN MATEO
- **STATE:** CA
- **ZIP:** 94403-1906
- **BUSINESS PHONE:** 650-312-2000

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FRANKLIN TEMPLETON LTD DURATION INCOME TRUST
- **DATE OF NAME CHANGE:** 20060111

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FRANKLIN TEMPLETON LIMITED DURATION INCOME TRUST
- **DATE OF NAME CHANGE:** 20030718

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FRANKLIN TEMPLETON STRATEGIC INCOME TRUST
- **DATE OF NAME CHANGE:** 20030515

## 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 Limited Duration Income Trust

- **b. Investment Company Act file number:** 811-21357

- **c. CIK number of Registrant:** 0001233087

- **d. LEI of Registrant:** P58SM14RY02PYB0IA680

- **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 Limited Duration Income Trust

- **c. LEI of Series:** P58SM14RY02PYB0IA680

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

- **a. Date of fiscal year-end:** 2026-12-31

- **b. Date as of which information is reported:** 2026-03-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $385859374.84

**Total Liabilities:** $127050582.00

**Net Assets:** $258808792.84

**Delayed Delivery Securities:** $28724409.56

**Cash Not Reported:** $1199840.24

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -9.32000000 | **1-Year:** -800.63000000 | **5-Year:** -2979.91000000 | **10-Year:** -6016.55000000 | **30-Year:** -10944.83000000

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

- **3-Month:** -10.52000000 | **1-Year:** -11216.93000000 | **5-Year:** -50856.04000000 | **10-Year:** -13250.27000000 | **30-Year:** -109.20000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 0.32%                | 0.02%                | -0.74%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $376961.39               | $-1176264.47                               |
| Month 2  | $-674367.14              | $-1165040.09                               |
| Month 3  | $-989784.98              | $-2917371.09                               |

**Designated Index Information**

- **Index Name:** 33.33HUC0_33.33SPBDAL_33.33LUMSTRUU

- **Index Identifier:** HB10955

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2785866.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       408 | PA      | $402.38       | 0.00%             | 2027-03-14      | Fixed         | 31.08%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10469762.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1215 | PA      | $1142.99      | 0.00%             | 2027-08-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2653689.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       927 | PA      | $913.66       | 0.00%             | 2027-02-18      | Fixed         | 18.18%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2016098.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       376 | PA      | $369.41       | 0.00%             | 2026-11-10      | Fixed         | 30.28%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10599297.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7945 | PA      | $7449.41      | 0.00%             | 2027-09-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10510507.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30848 | PA      | $29431.12     | 0.01%             | 2027-08-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9752822.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       801 | PA      | $767.97       | 0.00%             | 2027-03-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9712461.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18644 | PA      | $17150.21     | 0.01%             | 2027-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9963898.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       640 | PA      | $614.31       | 0.00%             | 2027-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10109048.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2120 | PA      | $1977.50      | 0.00%             | 2027-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2785449.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3206 | PA      | $3160.51      | 0.00%             | 2027-03-14      | Fixed         | 27.10%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10638525.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5064 | PA      | $4742.37      | 0.00%             | 2027-09-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-12242133.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4278 | PA      | $4480.03      | 0.00%             | 2027-01-31      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10512321.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3453 | PA      | $2841.92      | 0.00%             | 2027-08-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10127765.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16238 | PA      | $15662.67     | 0.01%             | 2027-05-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9775187.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       329 | PA      | $323.47       | 0.00%             | 2027-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10085983.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4780 | PA      | $4628.52      | 0.00%             | 2027-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6404013.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1738 | PA      | $0.04         | 0.00%             | 2034-08-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10421451.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3570 | PA      | $3387.40      | 0.00%             | 2027-08-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| IRB Holding Corp.                                                           | IRB Holding Corp., First Lien, 2025 Replacement CME Term Loan, B                                  | CUSIP: 44988LAM9<br>LEI: 549300HVW4WNWYBXN830 | Long             | LON              | CORP              | US        |    339385 | PA      | $338960.85    | 0.13%             | 2030-12-16      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9055355.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1146 | PA      | $1143.89      | 0.00%             | 2026-11-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8813810.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       170 | PA      | $162.88       | 0.00%             | 2026-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10342452.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     61352 | PA      | $56531.74     | 0.02%             | 2027-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9222658.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21718 | PA      | $138.98       | 0.00%             | 2026-12-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9732302.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       804 | PA      | $718.20       | 0.00%             | 2027-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9826699.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1123 | PA      | $1072.71      | 0.00%             | 2027-03-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10007103.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33041 | PA      | $32218.92     | 0.01%             | 2027-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10283844.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18345 | PA      | $17498.02     | 0.01%             | 2027-07-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10363365.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2791 | PA      | $2672.33      | 0.00%             | 2027-07-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10255804.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18823 | PA      | $17649.06     | 0.01%             | 2027-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2789482.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4864 | PA      | $4789.01      | 0.00%             | 2027-03-14      | Fixed         | 13.14%                | No            |                  3 | On Loan: No      |
| Energizer Holdings, Inc.                                                    | Energizer Holdings, Inc.                                                                          | CUSIP: 29272WAD1<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |    200000 | PA      | $190439.84    | 0.07%             | 2029-03-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2928682.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3691 | PA      | $3652.03      | 0.00%             | 2027-04-11      | Fixed         | 15.94%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10571714.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3112 | PA      | $2875.19      | 0.00%             | 2027-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2782516.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2291 | PA      | $2260.11      | 0.00%             | 2027-03-14      | Fixed         | 23.94%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10166540.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7518 | PA      | $7029.18      | 0.00%             | 2027-06-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9927247.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7443 | PA      | $7360.05      | 0.00%             | 2027-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10605662.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1762 | PA      | $1640.85      | 0.00%             | 2027-09-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10356170.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     45369 | PA      | $43537.88     | 0.02%             | 2027-07-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10357310.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1290 | PA      | $1182.85      | 0.00%             | 2027-07-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8607126.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6684 | PA      | $119.17       | 0.00%             | 2026-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-13598334.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6862 | PA      | $6951.10      | 0.00%             | 2027-05-27      | Fixed         | 11.34%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10510877.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11741 | PA      | $11167.53     | 0.00%             | 2027-08-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10501488.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4021 | PA      | $3882.33      | 0.00%             | 2027-08-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10204140.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27831 | PA      | $26636.37     | 0.01%             | 2027-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10256589.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16535 | PA      | $16162.31     | 0.01%             | 2027-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Allwyn Entertainment Financing UK plc                                       | Allwyn Entertainment Financing UK plc                                                             | CUSIP: 02007VAA8<br>LEI: 315700J7ZTIN8XGCX365 | Long             | DBT              | CORP              | GB        |    800000 | PA      | $818425.76    | 0.32%             | 2029-04-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10501213.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3465 | PA      | $3297.94      | 0.00%             | 2027-08-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10084068.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14028 | PA      | $11727.81     | 0.00%             | 2027-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9763798.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5423 | PA      | $5015.91      | 0.00%             | 2027-03-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10270976.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1180 | PA      | $1077.77      | 0.00%             | 2027-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6620492.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1538 | PA      | $0.00         | 0.00%             | 2034-10-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10401333.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6556 | PA      | $6253.95      | 0.00%             | 2027-08-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6667444.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13964 | PA      | $0.00         | 0.00%             | 2034-11-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8940084.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21979 | PA      | $20617.70     | 0.01%             | 2026-10-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8451169.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2402 | PA      | $1454.48      | 0.00%             | 2026-06-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10100394.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5127 | PA      | $4962.09      | 0.00%             | 2027-05-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9774738.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1333 | PA      | $1294.91      | 0.00%             | 2027-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                         | Prosper Funding LLC, 1694182.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       901 | PA      | $914.65       | 0.00%             | 2027-01-12      | Fixed         | 21.18%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8388012.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        83 | PA      | $40.38        | 0.00%             | 2026-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10425498.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2776 | PA      | $2568.49      | 0.00%             | 2027-08-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2787642.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       855 | PA      | $843.05       | 0.00%             | 2027-03-14      | Fixed         | 26.29%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8956245.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12354 | PA      | $305.22       | 0.00%             | 2026-10-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-13106287.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11444 | PA      | $11590.18     | 0.00%             | 2027-04-28      | Fixed         | 11.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8633357.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3141 | PA      | $2038.54      | 0.00%             | 2026-07-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2780553.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       469 | PA      | $461.79       | 0.00%             | 2027-03-14      | Fixed         | 25.41%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10369390.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8393 | PA      | $8099.28      | 0.00%             | 2027-07-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10328009.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23961 | PA      | $22414.97     | 0.01%             | 2027-07-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10297944.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     47124 | PA      | $44847.63     | 0.02%             | 2027-07-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9848281.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6468 | PA      | $6267.52      | 0.00%             | 2027-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2785540.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1980 | PA      | $1949.39      | 0.00%             | 2027-08-14      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10398334.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2352 | PA      | $2254.33      | 0.00%             | 2027-07-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10232838.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6167 | PA      | $5934.29      | 0.00%             | 2027-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Par Health, Inc.                                                            | Par Health, Inc.                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      3008 | NS      | $19176.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7944001.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4384 | PA      | $72.14        | 0.00%             | 2036-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9994337.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12323 | PA      | $11613.75     | 0.00%             | 2027-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9250466.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1543 | PA      | $1286.39      | 0.00%             | 2026-12-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2933178.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1894 | PA      | $1863.45      | 0.00%             | 2027-04-16      | Fixed         | 12.88%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10009437.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33894 | PA      | $30100.50     | 0.01%             | 2027-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9867038.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5425 | PA      | $1247.89      | 0.00%             | 2027-03-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9339035.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1229 | PA      | $1119.22      | 0.00%             | 2027-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10483517.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1744 | PA      | $1306.06      | 0.00%             | 2027-08-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2785769.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3980 | PA      | $3917.73      | 0.00%             | 2027-03-14      | Fixed         | 11.11%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9148870.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       584 | PA      | $386.21       | 0.00%             | 2026-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9272825.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       205 | PA      | $202.58       | 0.00%             | 2026-12-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7340973.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       913 | PA      | $1.94         | 0.00%             | 2035-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2270265.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       427 | PA      | $421.94       | 0.00%             | 2026-12-17      | Fixed         | 18.30%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10272066.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3977 | PA      | $3685.20      | 0.00%             | 2027-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10153411.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4135 | PA      | $3681.41      | 0.00%             | 2027-06-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10423611.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5564 | PA      | $4853.01      | 0.00%             | 2027-08-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9066634.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       473 | PA      | $472.04       | 0.00%             | 2026-11-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8352958.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5956 | PA      | $4384.68      | 0.00%             | 2026-05-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9271059.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20723 | PA      | $17983.28     | 0.01%             | 2026-12-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9825980.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     34597 | PA      | $29944.68     | 0.01%             | 2027-03-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10057595.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6567 | PA      | $6415.68      | 0.00%             | 2027-05-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10423957.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9090 | PA      | $8658.32      | 0.00%             | 2027-08-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9693868.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       720 | PA      | $711.25       | 0.00%             | 2027-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7200668.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1887 | PA      | $0.69         | 0.00%             | 2035-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9626140.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1989 | PA      | $1930.91      | 0.00%             | 2027-02-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9239713.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1203 | PA      | $1185.24      | 0.00%             | 2026-12-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2789648.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1531 | PA      | $1507.68      | 0.00%             | 2027-03-14      | Fixed         | 12.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10012346.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7155 | PA      | $6792.60      | 0.00%             | 2027-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10307029.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8957 | PA      | $8605.71      | 0.00%             | 2027-07-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10193219.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3429 | PA      | $2084.56      | 0.00%             | 2027-06-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10255926.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7352 | PA      | $7045.37      | 0.00%             | 2027-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10193343.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2757 | PA      | $2517.35      | 0.00%             | 2027-06-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                      | UGCard, 992092369.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2030-03-20      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9677386.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4915 | PA      | $4811.42      | 0.00%             | 2027-02-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10144582.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27903 | PA      | $27077.73     | 0.01%             | 2027-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8673307.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       890 | PA      | $815.13       | 0.00%             | 2026-07-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10147274.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5246 | PA      | $5073.65      | 0.00%             | 2027-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10058207.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       857 | PA      | $788.26       | 0.00%             | 2027-05-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8848531.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10082 | PA      | $5459.59      | 0.00%             | 2026-09-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9027074.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       818 | PA      | $814.47       | 0.00%             | 2026-10-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10018575.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29433 | PA      | $28679.21     | 0.01%             | 2027-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9109377.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1275 | PA      | $1188.11      | 0.00%             | 2026-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7243958.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16197 | PA      | $4.91         | 0.00%             | 2035-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                      | UGCard, 992395091.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        24 | PA      | $23.84        | 0.00%             | 2030-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9799672.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4488 | PA      | $3779.78      | 0.00%             | 2027-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2789078.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1095 | PA      | $1079.33      | 0.00%             | 2027-03-14      | Fixed         | 18.45%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9865920.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       624 | PA      | $604.31       | 0.00%             | 2027-03-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2266172.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       788 | PA      | $776.42       | 0.00%             | 2026-12-16      | Fixed         | 21.62%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10072408.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5923 | PA      | $5706.12      | 0.00%             | 2027-05-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10000145.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8495 | PA      | $8361.49      | 0.00%             | 2027-04-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10249685.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12070 | PA      | $11555.44     | 0.00%             | 2027-06-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9962813.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3277 | PA      | $3199.46      | 0.00%             | 2027-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9184838.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1914 | PA      | $1903.87      | 0.00%             | 2026-12-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2929957.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4045 | PA      | $3981.36      | 0.00%             | 2027-04-11      | Fixed         | 16.01%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9205054.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       666 | PA      | $648.32       | 0.00%             | 2026-12-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10638732.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22700 | PA      | $21267.86     | 0.01%             | 2027-09-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8144863.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1376 | PA      | $56.91        | 0.00%             | 2036-03-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10313014.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       423 | PA      | $406.46       | 0.00%             | 2027-07-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2783246.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       123 | PA      | $8.68         | 0.00%             | 2027-03-14      | Fixed         | 30.95%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9999975.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9827 | PA      | $9455.58      | 0.00%             | 2027-04-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10634100.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6637 | PA      | $6063.82      | 0.00%             | 2027-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10617026.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6112 | PA      | $5725.24      | 0.00%             | 2027-09-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2787239.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1566 | PA      | $1544.48      | 0.00%             | 2027-03-14      | Fixed         | 31.14%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10401066.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3979 | PA      | $3811.49      | 0.00%             | 2027-07-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8545628.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       205 | PA      | $148.38       | 0.00%             | 2026-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8532163.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1813 | PA      | $719.50       | 0.00%             | 2026-06-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10441925.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2481 | PA      | $2352.29      | 0.00%             | 2027-08-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9312232.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8556 | PA      | $8402.26      | 0.00%             | 2027-01-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                         | Prosper Funding LLC, 1657104.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4727 | PA      | $4781.95      | 0.00%             | 2026-11-30      | Fixed         | 10.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9107106.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1091 | PA      | $1076.64      | 0.00%             | 2026-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9923893.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7067 | PA      | $5306.63      | 0.00%             | 2027-04-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10250779.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4778 | PA      | $3601.59      | 0.00%             | 2027-06-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7012393.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       252 | PA      | $0.00         | 0.00%             | 2035-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10512347.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1728 | PA      | $1659.15      | 0.00%             | 2027-08-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10183678.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17593 | PA      | $17131.79     | 0.01%             | 2027-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2783293.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3778 | PA      | $3719.55      | 0.00%             | 2027-03-14      | Fixed         | 12.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9964636.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4865 | PA      | $4705.19      | 0.00%             | 2027-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2789200.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3096 | PA      | $3050.95      | 0.00%             | 2027-03-14      | Fixed         | 24.76%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2655382.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2668 | PA      | $2631.74      | 0.00%             | 2027-12-25      | Fixed         | 29.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9106673.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4653 | PA      | $3767.75      | 0.00%             | 2026-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2932450.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1114 | PA      | $1097.12      | 0.00%             | 2027-04-12      | Fixed         | 26.13%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9662304.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4223 | PA      | $4142.50      | 0.00%             | 2027-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10617061.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28665 | PA      | $26867.10     | 0.01%             | 2027-09-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10401658.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1852 | PA      | $1766.68      | 0.00%             | 2027-08-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9206976.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3998 | PA      | $3984.34      | 0.00%             | 2026-12-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10219282.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     59389 | PA      | $56760.01     | 0.02%             | 2027-06-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10530993.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5336 | PA      | $4955.20      | 0.00%             | 2027-08-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10166080.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5846 | PA      | $4892.21      | 0.00%             | 2027-06-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9869923.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9586 | PA      | $9081.52      | 0.00%             | 2027-03-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10599401.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     67404 | PA      | $61756.47     | 0.02%             | 2027-09-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10325879.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     38280 | PA      | $36940.19     | 0.01%             | 2027-07-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10638066.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4681 | PA      | $4385.87      | 0.00%             | 2027-09-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9824404.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18146 | PA      | $17247.60     | 0.01%             | 2027-03-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6305199.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       399 | PA      | $0.00         | 0.00%             | 2034-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                         | Prosper Funding LLC, 1744257.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1012 | PA      | $1022.36      | 0.00%             | 2027-03-24      | Fixed         | 14.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9876236.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8748 | PA      | $8590.10      | 0.00%             | 2027-04-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| PRA Group, Inc.                                                             | PRA Group, Inc.                                                                                   | CUSIP: 69354NAF3<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |    400000 | PA      | $404146.80    | 0.16%             | 2030-01-31      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10449156.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27281 | PA      | $26127.98     | 0.01%             | 2027-08-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10447375.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       676 | PA      | $578.44       | 0.00%             | 2027-08-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9848206.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2196 | PA      | $2088.69      | 0.00%             | 2027-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-13166600.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4378 | PA      | $4572.29      | 0.00%             | 2027-04-23      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| Talen Energy Supply LLC                                                     | Talen Energy Supply LLC                                                                           | CUSIP: 87422VAM0<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |    590000 | PA      | $583842.41    | 0.23%             | 2034-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10205039.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4561 | PA      | $4374.71      | 0.00%             | 2027-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10543269.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23818 | PA      | $22114.98     | 0.01%             | 2027-09-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9765712.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1043 | PA      | $1021.53      | 0.00%             | 2027-03-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10206321.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24926 | PA      | $23434.93     | 0.01%             | 2027-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2262525.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6002 | PA      | $5909.67      | 0.00%             | 2026-12-16      | Fixed         | 14.73%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10253421.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1718 | PA      | $1646.38      | 0.00%             | 2027-06-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                       | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 3128M6CW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4135 | PA      | $4342.70      | 0.00%             | 2038-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10063036.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10373 | PA      | $9917.14      | 0.00%             | 2027-05-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8816131.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5463 | PA      | $5167.33      | 0.00%             | 2026-09-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10086601.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6908 | PA      | $5791.71      | 0.00%             | 2027-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10108291.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1932 | PA      | $1863.50      | 0.00%             | 2027-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10115469.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4875 | PA      | $4605.12      | 0.00%             | 2027-05-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10236404.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19697 | PA      | $18957.35     | 0.01%             | 2027-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10345046.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6301 | PA      | $5863.78      | 0.00%             | 2027-07-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10322922.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3353 | PA      | $3215.36      | 0.00%             | 2027-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10380753.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1027 | PA      | $977.69       | 0.00%             | 2027-07-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9921115.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8384 | PA      | $8192.16      | 0.00%             | 2027-04-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8758803.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       181 | PA      | $179.78       | 0.00%             | 2026-08-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9345333.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4803 | PA      | $4614.25      | 0.00%             | 2027-01-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10316745.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8990 | PA      | $8513.52      | 0.00%             | 2027-07-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| CHS/Community Health Systems, Inc.                                          | CHS/Community Health Systems, Inc.                                                                | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    400000 | PA      | $429644.40    | 0.17%             | 2032-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9129727.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       190 | PA      | $159.30       | 0.00%             | 2026-11-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8913957.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12624 | PA      | $7475.69      | 0.00%             | 2026-10-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10437712.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4812 | PA      | $4565.69      | 0.00%             | 2027-08-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9994470.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5633 | PA      | $5498.40      | 0.00%             | 2027-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9858826.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2363 | PA      | $976.50       | 0.00%             | 2027-03-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8305030.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       780 | PA      | $539.06       | 0.00%             | 2036-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10288903.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21169 | PA      | $20279.82     | 0.01%             | 2027-07-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10500994.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     36674 | PA      | $34618.91     | 0.01%             | 2027-08-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10106905.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     46618 | PA      | $44715.63     | 0.02%             | 2027-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8181653.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       294 | PA      | $174.08       | 0.00%             | 2036-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7847120.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15845 | PA      | $130.43       | 0.00%             | 2035-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9932253.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9849 | PA      | $9544.65      | 0.00%             | 2027-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                       | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 31283HWZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3158 | PA      | $3249.68      | 0.00%             | 2033-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                      | UGCard, 992073990.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        32 | PA      | $0.17         | 0.00%             | 2030-03-19      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2782963.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2166 | PA      | $2144.95      | 0.00%             | 2027-03-14      | Fixed         | 15.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2929277.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3042 | PA      | $2991.67      | 0.00%             | 2027-04-11      | Fixed         | 22.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8799475.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       955 | PA      | $936.30       | 0.00%             | 2026-09-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10470369.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3317 | PA      | $2863.14      | 0.00%             | 2027-08-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6795851.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13992 | PA      | $0.00         | 0.00%             | 2034-12-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Expand Energy Corp.                                                         | Expand Energy Corp.                                                                               | CUSIP: 92735LAA0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500360.08    | 0.19%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                      | UGCard, 992356441.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2025-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9144264.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       569 | PA      | $562.65       | 0.00%             | 2026-11-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6163607.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1355 | PA      | $0.00         | 0.00%             | 2034-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                         | Prosper Funding LLC, 1606481.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1985 | PA      | $284.99       | 0.00%             | 2026-08-17      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9711386.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6119 | PA      | $5946.16      | 0.00%             | 2027-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9145261.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2142 | PA      | $2059.44      | 0.00%             | 2026-11-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10135205.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       515 | PA      | $501.51       | 0.00%             | 2027-05-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8262472.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14030 | PA      | $9933.58      | 0.00%             | 2036-04-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-12799003.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4520 | PA      | $4570.32      | 0.00%             | 2027-03-28      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10311739.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3244 | PA      | $3121.85      | 0.00%             | 2027-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9724584.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2812 | PA      | $2483.38      | 0.00%             | 2027-02-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9819349.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1452 | PA      | $1381.88      | 0.00%             | 2027-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Bausch + Lomb Corp.                                                         | Bausch + Lomb Corp.                                                                               | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |    600000 | PA      | $620250.00    | 0.24%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Discovery Global Holdings, Inc.                                             | Discovery Global Holdings, Inc.                                                                   | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    350000 | PA      | $231457.00    | 0.09%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7621073.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20648 | PA      | $948.75       | 0.00%             | 2035-09-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Calumet Specialty Products Partners LP / Calumet Finance Corp.              | Calumet Specialty Products Partners LP / Calumet Finance Corp.                                    | CUSIP: 131477BA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    305000 | PA      | $324203.09    | 0.13%             | 2031-02-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10227055.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11294 | PA      | $10772.75     | 0.00%             | 2027-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9212050.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2900 | PA      | $2832.00      | 0.00%             | 2026-12-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9271842.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6311 | PA      | $6260.91      | 0.00%             | 2026-12-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10378714.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1624 | PA      | $1554.59      | 0.00%             | 2027-07-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8097872.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        43 | PA      | $23.67        | 0.00%             | 2036-02-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2787510.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6527 | PA      | $4149.12      | 0.00%             | 2027-03-14      | Fixed         | 19.38%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8208304.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2630 | PA      | $58.56        | 0.00%             | 2036-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2785417.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       440 | PA      | $432.83       | 0.00%             | 2027-03-20      | Fixed         | 23.70%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10141150.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17879 | PA      | $17548.10     | 0.01%             | 2027-05-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9682478.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2170 | PA      | $2085.84      | 0.00%             | 2027-02-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7618964.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4601 | PA      | $23.68        | 0.00%             | 2035-09-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9801728.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       492 | PA      | $481.04       | 0.00%             | 2027-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10282551.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1688 | PA      | $1612.43      | 0.00%             | 2027-07-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10183002.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6549 | PA      | $6312.54      | 0.00%             | 2027-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8748662.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     54327 | PA      | $767.16       | 0.00%             | 2026-08-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                  | LendingClub Corp. - LCX PM, 185500402.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13496 | PA      | $1613.83      | 0.00%             | 2027-09-12      | Fixed         | 17.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10496890.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     98425 | PA      | $93798.91     | 0.04%             | 2027-08-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8761597.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2846 | PA      | $17.50        | 0.00%             | 2026-08-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10264170.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10914 | PA      | $10501.22     | 0.00%             | 2027-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10128576.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       845 | PA      | $821.98       | 0.00%             | 2027-05-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10501584.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3121 | PA      | $2974.36      | 0.00%             | 2027-08-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10326396.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2687 | PA      | $2594.11      | 0.00%             | 2027-07-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10057232.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4058 | PA      | $3847.04      | 0.00%             | 2027-05-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9274396.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1397 | PA      | $1084.31      | 0.00%             | 2026-12-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9957400.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1344 | PA      | $1308.89      | 0.00%             | 2027-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10644111.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1252 | PA      | $1140.95      | 0.00%             | 2027-09-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9896419.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7069 | PA      | $6825.36      | 0.00%             | 2027-04-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10283441.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8901 | PA      | $8525.75      | 0.00%             | 2027-07-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6557212.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       393 | PA      | $0.00         | 0.00%             | 2034-10-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10217575.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1859 | PA      | $1774.71      | 0.00%             | 2027-06-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10637672.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11536 | PA      | $10513.50     | 0.00%             | 2027-09-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10155838.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1645 | PA      | $1605.05      | 0.00%             | 2027-06-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10618485.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20062 | PA      | $18293.67     | 0.01%             | 2027-09-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2784502.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2414 | PA      | $174.35       | 0.00%             | 2027-08-14      | Fixed         | 17.69%                | No            |                  3 | On Loan: No      |
| CSC Holdings LLC                                                            | CSC Holdings LLC                                                                                  | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    500000 | PA      | $361885.00    | 0.14%             | 2029-01-31      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10256242.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2296 | PA      | $2181.37      | 0.00%             | 2027-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10132506.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1059 | PA      | $1028.60      | 0.00%             | 2027-05-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9924615.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       842 | PA      | $726.61       | 0.00%             | 2027-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10061958.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5901 | PA      | $5740.79      | 0.00%             | 2027-05-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10423645.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8445 | PA      | $8075.02      | 0.00%             | 2027-08-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10232392.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28389 | PA      | $27380.49     | 0.01%             | 2027-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7857831.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16733 | PA      | $100.38       | 0.00%             | 2035-12-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10213604.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2437 | PA      | $1173.77      | 0.00%             | 2027-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9872996.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2553 | PA      | $2482.36      | 0.00%             | 2027-04-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2783531.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3119 | PA      | $3074.78      | 0.00%             | 2027-03-14      | Fixed         | 30.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8908818.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       768 | PA      | $712.68       | 0.00%             | 2026-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9761545.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     36493 | PA      | $34657.48     | 0.01%             | 2027-03-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9807858.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       170 | PA      | $169.37       | 0.00%             | 2027-03-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9075354.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3175 | PA      | $3026.54      | 0.00%             | 2026-11-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9111269.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       710 | PA      | $365.55       | 0.00%             | 2026-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9080596.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1024 | PA      | $897.74       | 0.00%             | 2026-11-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9892732.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6461 | PA      | $6191.01      | 0.00%             | 2027-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Great Canadian Gaming Corp.                                                 | Great Canadian Gaming Corp., First Lien, CME Term Loan, B                                         | CUSIP: C4111RAJ4<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    395350 | PA      | $390243.57    | 0.15%             | 2029-11-01      | Variable      | 8.44%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9905513.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7811 | PA      | $7703.27      | 0.00%             | 2027-04-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10651045.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     35172 | PA      | $32948.94     | 0.01%             | 2027-09-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9944704.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       917 | PA      | $892.30       | 0.00%             | 2027-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                         | Prosper Funding LLC, 1645616.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1659 | PA      | $1684.05      | 0.00%             | 2026-10-27      | Fixed         | 16.63%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6977409.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6257 | PA      | $0.00         | 0.00%             | 2035-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2261820.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11463 | PA      | $819.32       | 0.00%             | 2027-11-28      | Fixed         | 15.32%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10078060.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5879 | PA      | $5689.89      | 0.00%             | 2027-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6395381.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1358 | PA      | $0.16         | 0.00%             | 2034-08-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10596574.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3132 | PA      | $2849.89      | 0.00%             | 2027-09-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10326424.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       689 | PA      | $665.50       | 0.00%             | 2027-07-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7621747.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3270 | PA      | $6.19         | 0.00%             | 2035-09-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8687166.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1655 | PA      | $1155.71      | 0.00%             | 2026-08-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10448898.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19630 | PA      | $18066.42     | 0.01%             | 2027-08-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8731734.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1282 | PA      | $494.23       | 0.00%             | 2026-08-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8347937.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       752 | PA      | $680.86       | 0.00%             | 2026-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10400476.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2481 | PA      | $1768.54      | 0.00%             | 2027-07-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10091903.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       804 | PA      | $778.14       | 0.00%             | 2027-05-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GPD Cos., Inc.                                                              | GPD Cos., Inc.                                                                                    | CUSIP: 36260VAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1002267 | PA      | $546235.52    | 0.21%             | 2029-12-31      | Fixed         | 12.50%                | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2787103.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10003 | PA      | $9851.47      | 0.00%             | 2027-03-14      | Fixed         | 15.71%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2929357.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1805 | PA      | $1786.72      | 0.00%             | 2027-04-11      | Fixed         | 18.14%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2266843.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       515 | PA      | $36.47        | 0.00%             | 2027-10-16      | Fixed         | 24.86%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10429772.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18546 | PA      | $17733.19     | 0.01%             | 2027-08-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9880988.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4134 | PA      | $3989.53      | 0.00%             | 2027-04-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9721231.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1756 | PA      | $1200.79      | 0.00%             | 2027-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10480376.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19225 | PA      | $18370.47     | 0.01%             | 2027-08-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10289775.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3227 | PA      | $3119.00      | 0.00%             | 2027-07-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8998994.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12653 | PA      | $261.67       | 0.00%             | 2026-10-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10615799.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1090 | PA      | $1021.68      | 0.00%             | 2027-09-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9890600.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9920 | PA      | $9676.72      | 0.00%             | 2027-04-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10014872.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20376 | PA      | $19805.49     | 0.01%             | 2027-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10063779.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       860 | PA      | $753.44       | 0.00%             | 2027-05-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10014810.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2316 | PA      | $1621.91      | 0.00%             | 2027-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10341991.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7078 | PA      | $6840.93      | 0.00%             | 2027-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Osmosis Buyer Ltd                                                           | Osmosis Buyer Ltd., First Lien, 2026 Refinancing CME Term Loan, B                                 | CUSIP: 00132UAQ7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1196273 | PA      | $1194962.73   | 0.46%             | 2028-07-31      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9195826.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14079 | PA      | $12048.21     | 0.00%             | 2026-12-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10503118.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3010 | PA      | $2889.52      | 0.00%             | 2027-08-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-12911306.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       162 | PA      | $161.92       | 0.00%             | 2036-04-22      | Fixed         | 7.99%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10460724.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     57554 | PA      | $54925.48     | 0.02%             | 2027-08-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| McGraw-Hill Education, Inc.                                                 | McGraw-Hill Education, Inc.                                                                       | CUSIP: 58064LAA2<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |    800000 | PA      | $817205.60    | 0.32%             | 2031-09-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9985398.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2094 | PA      | $1437.01      | 0.00%             | 2027-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9744393.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20301 | PA      | $17206.58     | 0.01%             | 2027-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                  | LendingClub Corp. - LCX PM, 187906511.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4134 | PA      | $4258.59      | 0.00%             | 2027-04-20      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9685525.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       877 | PA      | $858.22       | 0.00%             | 2027-02-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10193248.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4879 | PA      | $3962.12      | 0.00%             | 2027-06-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9813135.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       303 | PA      | $286.08       | 0.00%             | 2027-03-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8687207.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6538 | PA      | $6414.42      | 0.00%             | 2026-08-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10545800.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11105 | PA      | $10305.46     | 0.00%             | 2027-09-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9835121.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1904 | PA      | $170.20       | 0.00%             | 2027-03-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                  | LendingClub Corp. - LCX PM, 187192813.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2884 | PA      | $2933.63      | 0.00%             | 2027-03-18      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6659902.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3775 | PA      | $0.11         | 0.00%             | 2034-11-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                  | LendingClub Corp. - LCX PM, 187611207.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5656 | PA      | $5693.91      | 0.00%             | 2027-03-28      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9180655.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6396 | PA      | $5818.64      | 0.00%             | 2026-12-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6551310.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1637 | PA      | $0.03         | 0.00%             | 2034-10-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10029672.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5090 | PA      | $4533.25      | 0.00%             | 2027-05-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10254458.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4285 | PA      | $4141.40      | 0.00%             | 2027-06-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7111729.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1846 | PA      | $2.49         | 0.00%             | 2035-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10321829.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       442 | PA      | $388.87       | 0.00%             | 2027-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                  | LendingClub Corp. - LCX PM, 187202054.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8945 | PA      | $9116.52      | 0.00%             | 2028-05-21      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10128531.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       674 | PA      | $654.41       | 0.00%             | 2027-05-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10189833.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1667 | PA      | $1643.61      | 0.00%             | 2027-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9821580.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4420 | PA      | $4342.92      | 0.00%             | 2027-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9950648.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     41319 | PA      | $32909.31     | 0.01%             | 2027-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7407499.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5293 | PA      | $7.15         | 0.00%             | 2035-07-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8771824.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1314 | PA      | $27.10        | 0.00%             | 2026-08-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9995745.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4207 | PA      | $3610.31      | 0.00%             | 2027-04-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2782254.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1430 | PA      | $1402.34      | 0.00%             | 2027-03-14      | Fixed         | 8.42%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9106785.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       482 | PA      | $478.45       | 0.00%             | 2026-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6450204.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1484 | PA      | $0.09         | 0.00%             | 2034-08-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10122835.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     46738 | PA      | $35133.00     | 0.01%             | 2027-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9051681.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3820 | PA      | $3566.55      | 0.00%             | 2026-11-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10115678.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7254 | PA      | $6848.55      | 0.00%             | 2027-05-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7646634.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1503 | PA      | $5.54         | 0.00%             | 2035-10-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9329405.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1245 | PA      | $1235.35      | 0.00%             | 2027-01-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                      | UGCard, 992309051.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-12-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9284963.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4512 | PA      | $4422.30      | 0.00%             | 2027-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7863127.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       183 | PA      | $14.33        | 0.00%             | 2035-12-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Nouryon Finance BV                                                          | Nouryon Finance BV, First Lien, November 2024 Dollar CME Term Loan, B2                            | CUSIP: N8232NAM9<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |    267324 | PA      | $262758.51    | 0.10%             | 2028-04-03      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10183623.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3056 | PA      | $2950.76      | 0.00%             | 2027-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Hunter Douglas, Inc.                                                        | Hunter Douglas, Inc., First Lien, CME Term Loan, B1                                               | CUSIP: N8137FAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    263899 | PA      | $263102.07    | 0.10%             | 2032-01-16      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9623115.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6964 | PA      | $6349.64      | 0.00%             | 2027-01-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10334130.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1955 | PA      | $1826.09      | 0.00%             | 2027-07-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10632092.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4855 | PA      | $4519.76      | 0.00%             | 2027-09-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Hilcorp Energy I LP / Hilcorp Finance Co.                                   | Hilcorp Energy I LP / Hilcorp Finance Co.                                                         | CUSIP: 431318AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $290561.55    | 0.11%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9672651.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1321 | PA      | $547.35       | 0.00%             | 2027-02-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10307929.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1215 | PA      | $1165.62      | 0.00%             | 2027-07-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10506063.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     50606 | PA      | $48295.49     | 0.02%             | 2027-08-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6427445.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6571 | PA      | $0.00         | 0.00%             | 2034-08-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10017318.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25468 | PA      | $24745.63     | 0.01%             | 2027-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10236715.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2256 | PA      | $2171.10      | 0.00%             | 2027-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8762072.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12462 | PA      | $159.25       | 0.00%             | 2026-08-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10516510.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1689 | PA      | $1611.31      | 0.00%             | 2027-08-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6785814.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3173 | PA      | $0.04         | 0.00%             | 2034-12-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2785861.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       518 | PA      | $510.92       | 0.00%             | 2027-03-14      | Fixed         | 23.55%                | No            |                  3 | On Loan: No      |
| K. Hovnanian Enterprises, Inc.                                              | K. Hovnanian Enterprises, Inc.                                                                    | CUSIP: 48251UAP3<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148512.00    | 0.06%             | 2031-04-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9726962.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1971 | PA      | $1936.34      | 0.00%             | 2027-02-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10660449.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1235 | PA      | $1143.71      | 0.00%             | 2027-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6865816.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       975 | PA      | $0.04         | 0.00%             | 2035-01-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9933363.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2601 | PA      | $2471.46      | 0.00%             | 2027-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9933467.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6279 | PA      | $6153.82      | 0.00%             | 2027-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2785122.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       331 | PA      | $23.80        | 0.00%             | 2027-03-14      | Fixed         | 25.34%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10631477.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       563 | PA      | $521.38       | 0.00%             | 2027-09-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10335972.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5752 | PA      | $5412.76      | 0.00%             | 2027-07-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8562871.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2410 | PA      | $1507.18      | 0.00%             | 2026-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10341592.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10318 | PA      | $9915.82      | 0.00%             | 2027-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10235914.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6356 | PA      | $5849.37      | 0.00%             | 2027-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6533471.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5455 | PA      | $0.04         | 0.00%             | 2034-09-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2267269.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2675 | PA      | $2625.77      | 0.00%             | 2026-12-17      | Fixed         | 8.51%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9924690.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2668 | PA      | $2622.57      | 0.00%             | 2027-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8364366.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24351 | PA      | $11838.04     | 0.00%             | 2026-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9732343.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15005 | PA      | $12603.90     | 0.00%             | 2027-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9842503.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8699 | PA      | $8252.57      | 0.00%             | 2027-03-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2928717.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2201 | PA      | $2177.53      | 0.00%             | 2027-04-11      | Fixed         | 16.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10062095.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     46204 | PA      | $44620.22     | 0.02%             | 2027-05-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9872920.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1078 | PA      | $1053.54      | 0.00%             | 2027-04-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Martin Midstream Partners LP / Martin Midstream Finance Corp.               | Martin Midstream Partners LP / Martin Midstream Finance Corp.                                     | CUSIP: 573334AK5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1741979.80   | 0.67%             | 2028-02-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9315642.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6471 | PA      | $6394.60      | 0.00%             | 2027-01-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9855941.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16919 | PA      | $4750.12      | 0.00%             | 2027-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Neptune Bidco US, Inc.                                                      | Neptune Bidco US, Inc.                                                                            | CUSIP: 640695AD4<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |    625000 | PA      | $607180.63    | 0.23%             | 2033-02-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9085083.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1544 | PA      | $802.24       | 0.00%             | 2026-11-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9982114.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1481 | PA      | $1447.91      | 0.00%             | 2027-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                         | Prosper Funding LLC, 1760306.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2567 | PA      | $2682.38      | 0.00%             | 2027-05-20      | Fixed         | 22.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10211222.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29523 | PA      | $24876.67     | 0.01%             | 2027-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10571759.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2920 | PA      | $2738.51      | 0.00%             | 2027-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6014070.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       807 | PA      | $0.03         | 0.00%             | 2034-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9658409.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2047 | PA      | $1991.24      | 0.00%             | 2027-02-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9316512.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1663 | PA      | $974.07       | 0.00%             | 2027-01-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10171604.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3800 | PA      | $3650.30      | 0.00%             | 2027-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9753440.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4607 | PA      | $4505.60      | 0.00%             | 2027-03-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10346112.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1856 | PA      | $1771.54      | 0.00%             | 2027-07-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7132043.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11699 | PA      | $0.00         | 0.00%             | 2035-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-12234684.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11394 | PA      | $11571.20     | 0.00%             | 2027-01-26      | Fixed         | 16.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9872112.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       543 | PA      | $529.23       | 0.00%             | 2027-04-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8298862.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       900 | PA      | $26.23        | 0.00%             | 2036-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10118996.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8153 | PA      | $7824.39      | 0.00%             | 2027-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10513162.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4266 | PA      | $4079.59      | 0.00%             | 2027-08-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10461734.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6178 | PA      | $5859.36      | 0.00%             | 2027-08-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10298579.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     63570 | PA      | $60925.72     | 0.02%             | 2027-07-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9919097.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       577 | PA      | $561.18       | 0.00%             | 2027-04-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10322032.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3808 | PA      | $3646.55      | 0.00%             | 2027-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9963537.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4975 | PA      | $4860.51      | 0.00%             | 2027-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9615465.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4963 | PA      | $4868.47      | 0.00%             | 2027-01-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10424526.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2914 | PA      | $2776.22      | 0.00%             | 2027-08-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2781963.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3051 | PA      | $3008.13      | 0.00%             | 2027-03-14      | Fixed         | 18.43%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2931488.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1338 | PA      | $1319.04      | 0.00%             | 2027-04-11      | Fixed         | 25.84%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10008918.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12723 | PA      | $12367.22     | 0.00%             | 2027-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6058469.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1557 | PA      | $0.00         | 0.00%             | 2034-05-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7324843.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1080 | PA      | $1.01         | 0.00%             | 2035-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10411829.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1907 | PA      | $1783.51      | 0.00%             | 2027-08-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10484846.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2761 | PA      | $2616.01      | 0.00%             | 2027-08-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-13431253.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6549 | PA      | $6630.41      | 0.00%             | 2027-05-01      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9702389.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       495 | PA      | $483.09       | 0.00%             | 2027-02-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9923787.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1214 | PA      | $120.77       | 0.00%             | 2027-04-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9355096.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1078 | PA      | $1062.97      | 0.00%             | 2027-01-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-10571945.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6395 | PA      | $6434.54      | 0.00%             | 2026-10-15      | Fixed         | 11.24%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                         | Prosper Funding LLC, 1679959.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1588 | PA      | $934.33       | 0.00%             | 2027-01-09      | Fixed         | 12.32%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8414502.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1854 | PA      | $1534.93      | 0.00%             | 2026-05-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-12811031.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       943 | PA      | $938.88       | 0.00%             | 2027-04-05      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2790390.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1074 | PA      | $1058.21      | 0.00%             | 2027-03-14      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2477326.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4929 | PA      | $4836.06      | 0.00%             | 2027-01-21      | Fixed         | 8.52%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9856636.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10405 | PA      | $10104.90     | 0.00%             | 2027-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10362586.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3221 | PA      | $3008.24      | 0.00%             | 2027-07-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10100555.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     40441 | PA      | $38944.69     | 0.02%             | 2027-05-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                      | UGCard, 992367756.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-04-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9926487.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2354 | PA      | $2277.26      | 0.00%             | 2027-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7791269.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       968 | PA      | $9.07         | 0.00%             | 2035-11-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7937726.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8353 | PA      | $200.23       | 0.00%             | 2035-12-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8740321.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2627 | PA      | $1742.82      | 0.00%             | 2026-08-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9710537.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2017 | PA      | $1994.44      | 0.00%             | 2027-02-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2781597.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7208 | PA      | $7099.07      | 0.00%             | 2027-03-14      | Fixed         | 15.79%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10335299.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       425 | PA      | $407.54       | 0.00%             | 2027-07-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10049061.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5427 | PA      | $5293.42      | 0.00%             | 2027-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9090639.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1638 | PA      | $1620.20      | 0.00%             | 2026-11-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10121544.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1749 | PA      | $1692.69      | 0.00%             | 2027-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Calumet Specialty Products Partners LP / Calumet Finance Corp.              | Calumet Specialty Products Partners LP / Calumet Finance Corp.                                    | CUSIP: 131477AX9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $815000.00    | 0.31%             | 2029-07-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10271159.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       731 | PA      | $710.90       | 0.00%             | 2027-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9211765.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3240 | PA      | $2898.90      | 0.00%             | 2026-12-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10132767.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3702 | PA      | $3579.13      | 0.00%             | 2027-05-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8875910.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1310 | PA      | $1266.27      | 0.00%             | 2026-09-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10599130.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3294 | PA      | $3088.83      | 0.00%             | 2027-09-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10286955.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9233 | PA      | $8894.80      | 0.00%             | 2027-07-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8613886.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16067 | PA      | $238.65       | 0.00%             | 2026-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10173312.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6333 | PA      | $6106.93      | 0.00%             | 2027-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10401668.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5791 | PA      | $5520.48      | 0.00%             | 2027-08-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10539139.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5820 | PA      | $5460.08      | 0.00%             | 2027-09-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10132926.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6163 | PA      | $5957.94      | 0.00%             | 2027-05-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                  | LendingClub Corp. - LCX PM, 187754766.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11630 | PA      | $2293.04      | 0.00%             | 2027-09-30      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10038249.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3399 | PA      | $3348.47      | 0.00%             | 2027-05-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8616385.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2849 | PA      | $52.23        | 0.00%             | 2026-07-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                      | UGCard, 992411120.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-04-22      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10041627.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7629 | PA      | $7374.98      | 0.00%             | 2027-05-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                         | Prosper Funding LLC, 1732970.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2537 | PA      | $2538.45      | 0.00%             | 2027-03-22      | Fixed         | 11.79%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2720638.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5555 | PA      | $5501.17      | 0.00%             | 2027-03-14      | Fixed         | 15.89%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9959131.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4471 | PA      | $4410.72      | 0.00%             | 2027-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9905327.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4729 | PA      | $3950.59      | 0.00%             | 2027-04-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10396136.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     44350 | PA      | $42202.49     | 0.02%             | 2027-07-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10336211.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4635 | PA      | $4398.75      | 0.00%             | 2027-07-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2789217.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2210 | PA      | $378.65       | 0.00%             | 2027-03-14      | Fixed         | 24.59%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10636648.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2576 | PA      | $2380.00      | 0.00%             | 2027-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10082454.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     39675 | PA      | $37813.72     | 0.01%             | 2027-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| BCPE Empire Holdings, Inc.                                                  | BCPE Empire Holdings, Inc., First Lien, Amendment No. 8 Incremental CME Term Loan                 | CUSIP: 05550HAQ8<br>LEI: 549300O2G0VI2955B626 | Long             | LON              | CORP              | US        |    789524 | PA      | $778995.46    | 0.30%             | 2030-12-11      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9765070.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18350 | PA      | $14105.72     | 0.01%             | 2027-03-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10137328.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17522 | PA      | $17036.72     | 0.01%             | 2027-05-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                      | UGCard, 992005877.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW1720986.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        69 | PA      | $4.89         | 0.00%             | 2026-09-16      | Fixed         | 30.57%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10492196.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13460 | PA      | $12752.38     | 0.00%             | 2027-08-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10344172.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1773 | PA      | $1696.77      | 0.00%             | 2027-07-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10422560.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14440 | PA      | $13913.40     | 0.01%             | 2027-08-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2934721.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2748 | PA      | $2704.59      | 0.00%             | 2027-04-12      | Fixed         | 13.01%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10152268.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1926 | PA      | $1748.23      | 0.00%             | 2027-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9638640.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7891 | PA      | $7756.42      | 0.00%             | 2027-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10427069.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24898 | PA      | $23831.75     | 0.01%             | 2027-08-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8421165.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22123 | PA      | $13117.77     | 0.01%             | 2026-05-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9901685.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5730 | PA      | $5461.54      | 0.00%             | 2027-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10186920.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7821 | PA      | $7587.91      | 0.00%             | 2027-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10500298.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6827 | PA      | $6515.04      | 0.00%             | 2027-08-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                      | UGCard, 992298014.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-04-15      | Fixed         | 19.96%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2017365.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5904 | PA      | $5809.58      | 0.00%             | 2026-11-10      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10217295.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3004 | PA      | $2869.85      | 0.00%             | 2027-06-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8090129.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       292 | PA      | $174.42       | 0.00%             | 2036-02-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8072915.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       448 | PA      | $256.69       | 0.00%             | 2036-02-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10172490.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1449 | PA      | $1421.27      | 0.00%             | 2027-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10510037.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4204 | PA      | $4005.01      | 0.00%             | 2027-08-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10501316.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27263 | PA      | $26053.12     | 0.01%             | 2027-08-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-13444523.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8066 | PA      | $8298.00      | 0.00%             | 2027-05-15      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9924655.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1730 | PA      | $1691.20      | 0.00%             | 2027-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7212718.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       877 | PA      | $0.45         | 0.00%             | 2035-05-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9833116.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17620 | PA      | $17110.04     | 0.01%             | 2027-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2653627.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1145 | PA      | $1123.06      | 0.00%             | 2027-02-18      | Fixed         | 9.99%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10439278.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5132 | PA      | $4901.34      | 0.00%             | 2027-08-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10040819.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       348 | PA      | $342.70       | 0.00%             | 2027-05-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10526100.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3252 | PA      | $2938.89      | 0.00%             | 2027-08-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10279355.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15269 | PA      | $14619.29     | 0.01%             | 2027-07-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10542130.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2263 | PA      | $2064.00      | 0.00%             | 2027-09-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9024818.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3373 | PA      | $2387.87      | 0.00%             | 2026-10-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10426162.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6607 | PA      | $6225.78      | 0.00%             | 2027-08-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2269424.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1984 | PA      | $1947.85      | 0.00%             | 2026-12-28      | Fixed         | 8.98%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10369870.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29428 | PA      | $28176.70     | 0.01%             | 2027-07-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9917700.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8999 | PA      | $6235.73      | 0.00%             | 2027-04-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10524108.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18256 | PA      | $16508.49     | 0.01%             | 2027-08-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9170125.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       504 | PA      | $88.98        | 0.00%             | 2026-12-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9873849.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7989 | PA      | $7749.37      | 0.00%             | 2027-04-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10610847.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15874 | PA      | $14466.96     | 0.01%             | 2027-09-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| American Airlines, Inc.                                                     | American Airlines, Inc., First Lien, Initial CME Term Loan                                        | CUSIP: 02376CBM6<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | LON              | CORP              | US        |    784000 | PA      | $762832.00    | 0.29%             | 2029-06-04      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9055197.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       754 | PA      | $751.85       | 0.00%             | 2026-11-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10321806.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       912 | PA      | $851.25       | 0.00%             | 2027-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10523672.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8253 | PA      | $7749.55      | 0.00%             | 2027-08-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10363420.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2637 | PA      | $2529.79      | 0.00%             | 2027-07-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10533051.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2151 | PA      | $1983.88      | 0.00%             | 2027-08-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10397902.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10792 | PA      | $10310.59     | 0.00%             | 2027-07-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9101968.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1376 | PA      | $1339.92      | 0.00%             | 2026-11-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6372459.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2642 | PA      | $0.00         | 0.00%             | 2034-07-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8056029.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1443 | PA      | $323.50       | 0.00%             | 2036-02-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7367432.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12689 | PA      | $10.54        | 0.00%             | 2035-06-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9871652.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7174 | PA      | $6989.58      | 0.00%             | 2027-04-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10113300.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2708 | PA      | $2588.83      | 0.00%             | 2027-05-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10237821.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4118 | PA      | $4017.62      | 0.00%             | 2027-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9850930.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       891 | PA      | $864.92       | 0.00%             | 2027-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10390635.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5935 | PA      | $5589.54      | 0.00%             | 2027-07-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8741770.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5154 | PA      | $103.61       | 0.00%             | 2026-08-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10085580.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3846 | PA      | $3735.32      | 0.00%             | 2027-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6271589.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1098 | PA      | $0.21         | 0.00%             | 2034-07-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                       | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 3132FCA21<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     65632 | PA      | $68283.18     | 0.03%             | 2036-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6713041.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1739 | PA      | $0.00         | 0.00%             | 2034-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8762704.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1519 | PA      | $37.01        | 0.00%             | 2026-08-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2016567.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2397 | PA      | $151.98       | 0.00%             | 2027-04-10      | Fixed         | 21.23%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6920374.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1833 | PA      | $0.00         | 0.00%             | 2035-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10577844.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20940 | PA      | $19640.18     | 0.01%             | 2027-09-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10632283.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     38937 | PA      | $36479.75     | 0.01%             | 2027-09-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10077299.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5845 | PA      | $5688.48      | 0.00%             | 2027-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2929835.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3198 | PA      | $3165.71      | 0.00%             | 2027-04-11      | Fixed         | 17.66%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10471393.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       560 | PA      | $526.94       | 0.00%             | 2027-08-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9401482.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16428 | PA      | $5760.37      | 0.00%             | 2027-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Crescent Energy Finance LLC                                                 | Crescent Energy Finance LLC                                                                       | CUSIP: 45344LAG8<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    800000 | PA      | $837016.00    | 0.32%             | 2034-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9645181.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11024 | PA      | $10774.04     | 0.00%             | 2027-02-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7566801.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       794 | PA      | $1.71         | 0.00%             | 2035-09-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-13061423.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7499 | PA      | $7605.24      | 0.00%             | 2027-07-17      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6831288.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1391 | PA      | $0.02         | 0.00%             | 2035-01-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9743144.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6582 | PA      | $6380.76      | 0.00%             | 2027-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10336247.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4916 | PA      | $4667.37      | 0.00%             | 2027-07-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8674072.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9902 | PA      | $7798.72      | 0.00%             | 2026-07-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9772805.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1080 | PA      | $1055.11      | 0.00%             | 2027-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8651338.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3371 | PA      | $2122.02      | 0.00%             | 2026-07-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Shift4 Payments LLC,                                                        | Shift4 Payments LLC, First Lien, Amendment No. 3 Refinancing CME Term Loan                        | CUSIP: 82453JAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     98828 | PA      | $98735.20     | 0.04%             | 2032-07-06      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                               | Freedom Mortgage Holdings LLC                                                                     | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    650000 | PA      | $640074.05    | 0.25%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9457973.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1530 | PA      | $1493.96      | 0.00%             | 2027-01-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10098023.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22794 | PA      | $21711.87     | 0.01%             | 2027-05-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8258319.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6592 | PA      | $174.55       | 0.00%             | 2036-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10076418.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10855 | PA      | $10357.56     | 0.00%             | 2027-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9721638.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     34098 | PA      | $33551.09     | 0.01%             | 2027-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10203284.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4379 | PA      | $4141.10      | 0.00%             | 2027-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2931916.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1959 | PA      | $1926.87      | 0.00%             | 2027-04-11      | Fixed         | 23.85%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2928773.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1867 | PA      | $1847.79      | 0.00%             | 2027-04-12      | Fixed         | 17.37%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9925740.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2540 | PA      | $2483.00      | 0.00%             | 2027-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10322013.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5295 | PA      | $4967.28      | 0.00%             | 2027-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10315891.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11541 | PA      | $11010.18     | 0.00%             | 2027-07-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10525029.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26183 | PA      | $24451.62     | 0.01%             | 2027-08-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8795518.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       257 | PA      | $255.72       | 0.00%             | 2026-09-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                       | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 31283HF42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2952 | PA      | $3103.16      | 0.00%             | 2027-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10031544.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1077 | PA      | $855.65       | 0.00%             | 2027-05-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2780296.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7707 | PA      | $7562.47      | 0.00%             | 2027-03-14      | Fixed         | 9.41%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10337096.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8222 | PA      | $7911.51      | 0.00%             | 2027-07-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10532684.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4849 | PA      | $4550.30      | 0.00%             | 2027-08-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10041764.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6910 | PA      | $6768.70      | 0.00%             | 2027-05-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9951879.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6648 | PA      | $6515.92      | 0.00%             | 2027-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9736017.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2628 | PA      | $2547.38      | 0.00%             | 2027-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9871535.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1668 | PA      | $1569.75      | 0.00%             | 2027-04-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10401743.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3053 | PA      | $2917.88      | 0.00%             | 2027-08-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10404248.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2877 | PA      | $2756.32      | 0.00%             | 2027-08-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10068536.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6857 | PA      | $6575.03      | 0.00%             | 2027-05-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10188141.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2759 | PA      | $2603.96      | 0.00%             | 2027-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6166473.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5156 | PA      | $0.00         | 0.00%             | 2034-05-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7885751.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2885 | PA      | $1301.33      | 0.00%             | 2035-12-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8340759.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1001 | PA      | $28.21        | 0.00%             | 2026-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2785162.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6649 | PA      | $2069.14      | 0.00%             | 2027-03-14      | Fixed         | 17.72%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10049855.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15540 | PA      | $11934.93     | 0.00%             | 2027-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9716065.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1036 | PA      | $1004.95      | 0.00%             | 2027-02-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2657050.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1921 | PA      | $1893.94      | 0.00%             | 2027-12-18      | Fixed         | 31.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8211748.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3336 | PA      | $1861.56      | 0.00%             | 2036-03-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7972649.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3641 | PA      | $38.22        | 0.00%             | 2036-01-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10180472.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8439 | PA      | $8063.65      | 0.00%             | 2027-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9822047.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3995 | PA      | $3871.28      | 0.00%             | 2027-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10663149.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33622 | PA      | $31134.51     | 0.01%             | 2027-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7334033.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       194 | PA      | $0.20         | 0.00%             | 2035-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9006926.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       334 | PA      | $329.65       | 0.00%             | 2026-10-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10250136.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2970 | PA      | $2789.03      | 0.00%             | 2027-06-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8051409.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1697 | PA      | $27.51        | 0.00%             | 2036-02-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9210378.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6361 | PA      | $5226.26      | 0.00%             | 2026-12-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7422360.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       188 | PA      | $0.51         | 0.00%             | 2035-07-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2784500.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1391 | PA      | $1369.74      | 0.00%             | 2027-03-14      | Fixed         | 14.95%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2480635.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1427 | PA      | $1412.21      | 0.00%             | 2027-06-21      | Fixed         | 16.62%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9127658.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7591 | PA      | $7135.07      | 0.00%             | 2026-11-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                         | Prosper Funding LLC, 1703238.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       888 | PA      | $918.30       | 0.00%             | 2027-01-18      | Fixed         | 22.90%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10537267.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4332 | PA      | $4025.23      | 0.00%             | 2027-09-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9396495.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3145 | PA      | $3074.82      | 0.00%             | 2027-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7786287.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1934 | PA      | $21.61        | 0.00%             | 2035-11-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9291447.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       480 | PA      | $382.41       | 0.00%             | 2027-01-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8770437.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7781 | PA      | $202.65       | 0.00%             | 2026-08-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8213812.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4525 | PA      | $2864.13      | 0.00%             | 2036-03-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8216246.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1340 | PA      | $394.75       | 0.00%             | 2036-03-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                      | UGCard, 992308779.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2025-04-14      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Wrangler Holdco Corp.                                                       | Wrangler Holdco Corp.                                                                             | CUSIP: 37441QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $721263.36    | 0.28%             | 2032-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10463654.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4903 | PA      | $4650.16      | 0.00%             | 2027-08-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10275972.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5846 | PA      | $5605.98      | 0.00%             | 2027-07-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9958390.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10054 | PA      | $9753.23      | 0.00%             | 2027-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10242874.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2533 | PA      | $2374.18      | 0.00%             | 2027-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2266515.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1230 | PA      | $1207.86      | 0.00%             | 2026-12-16      | Fixed         | 8.10%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9964752.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11407 | PA      | $4975.19      | 0.00%             | 2027-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10615169.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18723 | PA      | $17083.22     | 0.01%             | 2027-09-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8790902.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3523 | PA      | $2614.27      | 0.00%             | 2026-09-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8986078.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2253 | PA      | $1059.12      | 0.00%             | 2026-10-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10080999.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2301 | PA      | $2143.93      | 0.00%             | 2027-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10334677.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4239 | PA      | $4064.22      | 0.00%             | 2027-07-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2779719.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1783 | PA      | $1765.86      | 0.00%             | 2027-03-14      | Fixed         | 17.20%                | No            |                  3 | On Loan: No      |
| Lavender Dutch BorrowerCo BV                                                | Lavender Dutch BorrowerCo BV, First Lien, USD CME Term Loan, B                                    | CUSIP: 51944RAB8<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |    271659 | PA      | $268263.41    | 0.10%             | 2032-12-30      | Variable      | 6.93%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8341323.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2247 | PA      | $1518.16      | 0.00%             | 2026-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10232114.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6629 | PA      | $5831.24      | 0.00%             | 2027-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10067095.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3528 | PA      | $3256.74      | 0.00%             | 2027-05-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10423546.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8998 | PA      | $7183.75      | 0.00%             | 2027-08-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10308401.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4521 | PA      | $4310.07      | 0.00%             | 2027-07-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10293675.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1103 | PA      | $1054.31      | 0.00%             | 2027-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2477858.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4935 | PA      | $4842.82      | 0.00%             | 2027-06-21      | Fixed         | 9.80%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8743880.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       967 | PA      | $864.41       | 0.00%             | 2026-08-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10182529.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6671 | PA      | $6371.16      | 0.00%             | 2027-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10463457.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4906 | PA      | $4586.58      | 0.00%             | 2027-08-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10305079.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       647 | PA      | $623.55       | 0.00%             | 2027-07-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10019649.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1648 | PA      | $1485.02      | 0.00%             | 2027-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9836994.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15177 | PA      | $14829.55     | 0.01%             | 2027-03-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2781826.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       654 | PA      | $643.77       | 0.00%             | 2027-03-14      | Fixed         | 16.66%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-14306826.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1315 | PA      | $1318.24      | 0.00%             | 2026-06-17      | Fixed         | 10.34%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9857540.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4984 | PA      | $4893.44      | 0.00%             | 2027-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-13637703.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7229 | PA      | $7335.59      | 0.00%             | 2027-05-30      | Fixed         | 14.09%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2933519.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2901 | PA      | $2871.43      | 0.00%             | 2027-04-12      | Fixed         | 18.13%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10097480.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2800 | PA      | $2634.92      | 0.00%             | 2027-05-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10337922.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3601 | PA      | $3403.66      | 0.00%             | 2027-07-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9147467.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1167 | PA      | $992.94       | 0.00%             | 2026-11-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-13630932.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4168 | PA      | $4209.55      | 0.00%             | 2027-04-01      | Fixed         | 11.84%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7554320.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13754 | PA      | $29.58        | 0.00%             | 2035-09-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10468422.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6788 | PA      | $6480.63      | 0.00%             | 2027-08-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8823819.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3502 | PA      | $3270.57      | 0.00%             | 2026-09-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9330769.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       425 | PA      | $418.05       | 0.00%             | 2027-01-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10337751.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4815 | PA      | $4616.98      | 0.00%             | 2027-07-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10311835.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8359 | PA      | $8025.09      | 0.00%             | 2027-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                  | LendingClub Corp. - LCX PM, 185488281.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2057 | PA      | $2134.38      | 0.00%             | 2027-01-29      | Fixed         | 28.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9835023.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       483 | PA      | $461.12       | 0.00%             | 2027-03-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10502949.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6152 | PA      | $5844.10      | 0.00%             | 2027-08-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2929053.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2905 | PA      | $2862.90      | 0.00%             | 2027-04-11      | Fixed         | 13.57%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                  | LendingClub Corp. - LCX PM, 188031790.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6194 | PA      | $6294.51      | 0.00%             | 2027-04-06      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9677029.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4308 | PA      | $2267.89      | 0.00%             | 2027-02-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10090219.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2949 | PA      | $2801.61      | 0.00%             | 2027-05-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6124160.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3491 | PA      | $0.00         | 0.00%             | 2034-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                         | Prosper Funding LLC, 1708139.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4087 | PA      | $4105.80      | 0.00%             | 2027-02-15      | Fixed         | 15.20%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10459161.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1023 | PA      | $907.05       | 0.00%             | 2027-08-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9905265.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2401 | PA      | $2319.40      | 0.00%             | 2027-04-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10294820.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4000 | PA      | $3841.41      | 0.00%             | 2027-07-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8184697.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2932 | PA      | $37.01        | 0.00%             | 2036-03-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2780653.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2950 | PA      | $2908.91      | 0.00%             | 2027-03-14      | Fixed         | 20.84%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10151082.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10564 | PA      | $10214.91     | 0.00%             | 2027-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10416807.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16001 | PA      | $15307.28     | 0.01%             | 2027-08-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10226913.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7862 | PA      | $7451.32      | 0.00%             | 2027-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8384801.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       829 | PA      | $564.99       | 0.00%             | 2026-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2657544.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4625 | PA      | $4550.71      | 0.00%             | 2027-02-18      | Fixed         | 14.38%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9826880.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1543 | PA      | $1483.44      | 0.00%             | 2027-03-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2011916.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1002 | PA      | $984.35       | 0.00%             | 2027-04-10      | Fixed         | 16.60%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9886229.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1044 | PA      | $1019.71      | 0.00%             | 2027-04-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10334279.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2569 | PA      | $2408.55      | 0.00%             | 2027-07-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9926617.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1074 | PA      | $1053.69      | 0.00%             | 2027-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10660279.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8456 | PA      | $7916.73      | 0.00%             | 2027-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7087577.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27996 | PA      | $0.03         | 0.00%             | 2035-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10449653.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1516 | PA      | $1407.54      | 0.00%             | 2027-08-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2476472.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       983 | PA      | $967.52       | 0.00%             | 2027-01-21      | Fixed         | 10.79%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-13031523.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10864 | PA      | $10987.09     | 0.00%             | 2027-05-13      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9183904.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       409 | PA      | $363.94       | 0.00%             | 2026-12-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                      | UGCard, 991994026.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1700 | PA      | $1782.58      | 0.00%             | 2028-02-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10524054.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2571 | PA      | $2372.01      | 0.00%             | 2027-08-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-11750215.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8698 | PA      | $8911.27      | 0.00%             | 2027-02-05      | Fixed         | 18.24%                | No            |                  3 | On Loan: No      |
| LaserShip, Inc.                                                             | LaserShip, Inc., First Lien, CME Term Loan, B1                                                    | CUSIP: 51809EAM7<br>LEI: 254900NGHREGOQUFUT53 | Long             | LON              | CORP              | US        |    335152 | PA      | $247772.89    | 0.10%             | 2029-08-10      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10314956.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1478 | PA      | $1335.44      | 0.00%             | 2027-07-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10557237.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1625 | PA      | $1487.27      | 0.00%             | 2027-09-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9926644.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4316 | PA      | $3844.19      | 0.00%             | 2027-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2112103.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1798 | PA      | $1774.92      | 0.00%             | 2027-04-24      | Fixed         | 24.86%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9300698.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       989 | PA      | $830.25       | 0.00%             | 2027-01-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10232704.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7950 | PA      | $7655.64      | 0.00%             | 2027-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10293728.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2985 | PA      | $2856.18      | 0.00%             | 2027-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8559173.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1528 | PA      | $1354.81      | 0.00%             | 2026-07-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Nouryon Finance BV                                                          | Nouryon Finance BV, First Lien, November 2024 Dollar CME Term Loan, B1                            | CUSIP: N8232NAL1<br>LEI: 549300GD4NJGLPVYB245 | Long             | LON              | CORP              | NL        |    482594 | PA      | $474148.95    | 0.18%             | 2028-04-03      | Variable      | 7.04%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8765158.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       694 | PA      | $678.49       | 0.00%             | 2026-08-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10430063.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11042 | PA      | $10507.79     | 0.00%             | 2027-08-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10587874.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20333 | PA      | $19081.60     | 0.01%             | 2027-09-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-13318759.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2555 | PA      | $2658.01      | 0.00%             | 2027-05-14      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10406683.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6746 | PA      | $6454.07      | 0.00%             | 2027-08-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9299640.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22877 | PA      | $509.55       | 0.00%             | 2027-01-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10028058.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4158 | PA      | $3753.00      | 0.00%             | 2027-05-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10054628.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2686 | PA      | $2560.18      | 0.00%             | 2027-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10074279.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15504 | PA      | $15063.36     | 0.01%             | 2027-05-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2928856.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       979 | PA      | $964.20       | 0.00%             | 2027-04-11      | Fixed         | 31.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10229956.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16011 | PA      | $15118.58     | 0.01%             | 2027-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10242067.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     36599 | PA      | $35373.07     | 0.01%             | 2027-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10169412.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1521 | PA      | $1295.17      | 0.00%             | 2027-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9967514.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2139 | PA      | $2085.74      | 0.00%             | 2027-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9344782.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6026 | PA      | $5871.23      | 0.00%             | 2027-01-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8317690.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       352 | PA      | $306.93       | 0.00%             | 2036-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9753611.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1706 | PA      | $1678.07      | 0.00%             | 2027-03-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10137849.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4728 | PA      | $4594.94      | 0.00%             | 2027-05-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10311283.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1116 | PA      | $1022.92      | 0.00%             | 2027-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| NRG Energy, Inc.                                                            | NRG Energy, Inc.                                                                                  | CUSIP: 629377CY6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    800000 | PA      | $799192.00    | 0.31%             | 2029-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10460291.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26642 | PA      | $25422.26     | 0.01%             | 2027-08-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9679903.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11174 | PA      | $10228.91     | 0.00%             | 2027-02-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10623373.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1670 | PA      | $1541.42      | 0.00%             | 2027-09-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8961194.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1710 | PA      | $1668.24      | 0.00%             | 2026-10-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10401133.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5844 | PA      | $5379.68      | 0.00%             | 2027-08-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10262766.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1522 | PA      | $1456.21      | 0.00%             | 2027-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10066953.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7173 | PA      | $6593.15      | 0.00%             | 2027-05-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8748330.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       832 | PA      | $264.29       | 0.00%             | 2026-08-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10602103.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1712 | PA      | $1562.09      | 0.00%             | 2027-09-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10258956.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2091 | PA      | $2024.12      | 0.00%             | 2027-06-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2784343.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1443 | PA      | $1423.08      | 0.00%             | 2027-03-14      | Fixed         | 19.81%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9722371.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14870 | PA      | $293.41       | 0.00%             | 2027-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10290791.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12419 | PA      | $11888.25     | 0.00%             | 2027-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8857808.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       880 | PA      | $869.03       | 0.00%             | 2026-09-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10019913.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26627 | PA      | $25554.77     | 0.01%             | 2027-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Borr IHC Ltd. / Borr Finance LLC                                            | Borr IHC Ltd. / Borr Finance LLC                                                                  | CUSIP: 100018AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    220311 | PA      | $223811.32    | 0.09%             | 2030-11-15      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10398535.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     37400 | PA      | $35811.11     | 0.01%             | 2027-07-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9775207.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2773 | PA      | $2744.88      | 0.00%             | 2027-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                         | Prosper Funding LLC, 1709063.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2890 | PA      | $2915.90      | 0.00%             | 2027-02-15      | Fixed         | 16.70%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10503590.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2123 | PA      | $2011.77      | 0.00%             | 2027-08-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9793206.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       550 | PA      | $488.25       | 0.00%             | 2027-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2790537.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6566 | PA      | $6466.24      | 0.00%             | 2027-03-14      | Fixed         | 14.66%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10573270.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18227 | PA      | $17094.91     | 0.01%             | 2027-09-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                        | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 36202DJB8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        29 | PA      | $30.61        | 0.00%             | 2030-08-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10308473.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     44407 | PA      | $42604.41     | 0.02%             | 2027-07-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2784909.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1154 | PA      | $1142.23      | 0.00%             | 2027-03-14      | Fixed         | 16.61%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10162234.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       316 | PA      | $311.77       | 0.00%             | 2027-06-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                         | Prosper Funding LLC, 1741012.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6012 | PA      | $0.00         | 0.00%             | 2027-03-23      | Fixed         | 25.90%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9765636.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       781 | PA      | $727.24       | 0.00%             | 2027-03-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10067583.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11046 | PA      | $10761.06     | 0.00%             | 2027-05-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9625110.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3927 | PA      | $3512.18      | 0.00%             | 2027-01-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9060750.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4112 | PA      | $2285.81      | 0.00%             | 2026-11-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9994762.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1504 | PA      | $1463.33      | 0.00%             | 2027-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10399315.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5294 | PA      | $5062.81      | 0.00%             | 2027-07-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10353162.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1213 | PA      | $1142.40      | 0.00%             | 2027-07-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10316860.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3738 | PA      | $3491.01      | 0.00%             | 2027-07-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10547251.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2470 | PA      | $2252.50      | 0.00%             | 2027-09-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9631180.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       569 | PA      | $562.23       | 0.00%             | 2027-02-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9891480.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3958 | PA      | $3182.72      | 0.00%             | 2027-04-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| CNT Holdings I Corp.                                                        | CNT Holdings I Corp., First Lien, 2025 Replacement CME Term Loan                                  | CUSIP: 12656AAF6<br>LEI: 254900SYIEHMSB69WT08 | Long             | LON              | CORP              | US        |    143217 | PA      | $143317.15    | 0.06%             | 2032-11-08      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10233484.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3607 | PA      | $3487.84      | 0.00%             | 2027-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10643309.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3667 | PA      | $3358.95      | 0.00%             | 2027-09-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10167530.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2754 | PA      | $2685.46      | 0.00%             | 2027-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8131001.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       293 | PA      | $205.65       | 0.00%             | 2036-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9073723.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6074 | PA      | $5687.00      | 0.00%             | 2026-11-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Virgin Media Bristol LLC                                                    | Virgin Media Bristol LLC, First Lien, Advance CME Term Loan, Q                                    | CUSIP: G9368PBE3<br>LEI: 213800IQ982XX69LE276 | Long             | LON              | CORP              | US        |    762949 | PA      | $737833.13    | 0.29%             | 2029-01-31      | Variable      | 7.04%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9900476.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5110 | PA      | $4991.25      | 0.00%             | 2027-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                      | UGCard, 992138635.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10396059.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5232 | PA      | $4997.34      | 0.00%             | 2027-07-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10054154.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24949 | PA      | $22361.43     | 0.01%             | 2027-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10031461.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3069 | PA      | $2966.91      | 0.00%             | 2027-05-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10501699.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1984 | PA      | $1851.86      | 0.00%             | 2027-08-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10374350.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1280 | PA      | $1197.60      | 0.00%             | 2027-07-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2787644.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9352 | PA      | $670.67       | 0.00%             | 2027-03-14      | Fixed         | 22.58%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9586041.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2772 | PA      | $2421.78      | 0.00%             | 2027-01-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8321089.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1006 | PA      | $590.86       | 0.00%             | 2036-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8968435.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2853 | PA      | $2671.03      | 0.00%             | 2026-10-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10521190.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       383 | PA      | $297.01       | 0.00%             | 2027-08-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10507652.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2777 | PA      | $2646.34      | 0.00%             | 2027-08-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10430205.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3040 | PA      | $2892.02      | 0.00%             | 2027-08-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10374780.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9250 | PA      | $8859.16      | 0.00%             | 2027-07-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8292229.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2095 | PA      | $64.44        | 0.00%             | 2036-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10572106.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8728 | PA      | $7994.06      | 0.00%             | 2027-09-07      | None          | 0.00%                 | No            |                  3 | 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        |    780989 | PA      | $2975.57      | 0.00%             | 2026-06-29      | Variable      | 10.67%                | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10484537.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8101 | PA      | $7743.34      | 0.00%             | 2027-08-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10507629.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3448 | PA      | $3313.62      | 0.00%             | 2027-08-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10374046.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10125 | PA      | $9678.28      | 0.00%             | 2027-07-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10021786.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4850 | PA      | $4666.93      | 0.00%             | 2027-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8838852.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       861 | PA      | $852.97       | 0.00%             | 2026-09-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10503961.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20065 | PA      | $19049.87     | 0.01%             | 2027-08-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10214581.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20543 | PA      | $19189.69     | 0.01%             | 2027-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8986178.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2299 | PA      | $568.21       | 0.00%             | 2026-10-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-11813343.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10836 | PA      | $10942.23     | 0.00%             | 2027-02-13      | Fixed         | 11.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8263454.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       395 | PA      | $212.57       | 0.00%             | 2036-04-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9967839.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4623 | PA      | $4557.52      | 0.00%             | 2027-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10340209.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2169 | PA      | $2081.76      | 0.00%             | 2027-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8632673.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3864 | PA      | $2671.88      | 0.00%             | 2026-07-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10021741.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3391 | PA      | $3280.00      | 0.00%             | 2027-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8639353.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15710 | PA      | $12123.51     | 0.00%             | 2026-07-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8749050.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18064 | PA      | $13914.68     | 0.01%             | 2026-08-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10256545.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2903 | PA      | $2787.39      | 0.00%             | 2027-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7763292.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20230 | PA      | $146.58       | 0.00%             | 2035-11-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                         | Prosper Funding LLC, 1744037.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3977 | PA      | $3964.94      | 0.00%             | 2027-04-07      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9006015.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1764 | PA      | $1225.67      | 0.00%             | 2026-10-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10416620.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       529 | PA      | $511.56       | 0.00%             | 2027-08-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10426916.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6092 | PA      | $5781.37      | 0.00%             | 2027-08-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2261890.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4298 | PA      | $311.78       | 0.00%             | 2026-12-16      | Fixed         | 11.17%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9657838.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11460 | PA      | $10929.38     | 0.00%             | 2027-02-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10639027.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33389 | PA      | $31272.54     | 0.01%             | 2027-09-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9965277.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       446 | PA      | $431.81       | 0.00%             | 2027-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2787162.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1157 | PA      | $1141.63      | 0.00%             | 2027-03-14      | Fixed         | 31.15%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10090601.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       866 | PA      | $852.67       | 0.00%             | 2027-05-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9238145.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       671 | PA      | $622.02       | 0.00%             | 2026-12-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9822621.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6286 | PA      | $5070.08      | 0.00%             | 2027-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8968412.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1620 | PA      | $358.02       | 0.00%             | 2026-10-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10445702.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8236 | PA      | $7851.32      | 0.00%             | 2027-08-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block Communications, Inc.                                                  | Block Communications, Inc.                                                                        | CUSIP: 093645AK5<br>LEI: M5G68A9OHJWIL4SFC742 | Long             | DBT              | CORP              | US        |    540000 | PA      | $494591.89    | 0.19%             | 2031-03-01      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10510485.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6212 | PA      | $5920.78      | 0.00%             | 2027-08-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9168211.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6046 | PA      | $5734.79      | 0.00%             | 2026-12-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7993140.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5681 | PA      | $72.38        | 0.00%             | 2036-01-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7810923.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       301 | PA      | $36.52        | 0.00%             | 2035-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10182178.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6893 | PA      | $6616.00      | 0.00%             | 2027-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10570741.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1286 | PA      | $1172.34      | 0.00%             | 2027-09-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10266382.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6042 | PA      | $5756.65      | 0.00%             | 2027-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6439919.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4906 | PA      | $0.00         | 0.00%             | 2034-08-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10392960.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     35325 | PA      | $33746.55     | 0.01%             | 2027-07-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10207078.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2129 | PA      | $2040.80      | 0.00%             | 2027-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                      | UGCard, 992239940.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       425 | PA      | $441.50       | 0.00%             | 2027-07-06      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10569376.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2130 | PA      | $1997.38      | 0.00%             | 2027-09-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2269665.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3276 | PA      | $3240.08      | 0.00%             | 2026-12-17      | Fixed         | 16.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10171880.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1339 | PA      | $1193.35      | 0.00%             | 2027-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2478227.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2031 | PA      | $1983.99      | 0.00%             | 2027-01-21      | Fixed         | 5.11%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                         | Prosper Funding LLC, 1753416.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       275 | PA      | $272.47       | 0.00%             | 2027-04-15      | Fixed         | 13.60%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10109074.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13663 | PA      | $13108.87     | 0.01%             | 2027-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7505871.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       583 | PA      | $1.43         | 0.00%             | 2035-08-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2787024.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17902 | PA      | $17652.80     | 0.01%             | 2027-06-28      | Fixed         | 19.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10445090.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14674 | PA      | $14018.44     | 0.01%             | 2027-08-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8872976.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13603 | PA      | $12993.77     | 0.01%             | 2026-09-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                        | FNMA, 30 Year                                                                                     | CUSIP: 31416CJQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20874 | PA      | $21107.44     | 0.01%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10211001.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5730 | PA      | $5365.16      | 0.00%             | 2027-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9283233.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       279 | PA      | $275.69       | 0.00%             | 2027-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7822522.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18694 | PA      | $175.40       | 0.00%             | 2035-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10502412.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5118 | PA      | $4742.02      | 0.00%             | 2027-08-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8162728.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       237 | PA      | $155.25       | 0.00%             | 2036-03-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10140930.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3791 | PA      | $3631.39      | 0.00%             | 2027-05-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10072946.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2469 | PA      | $2390.91      | 0.00%             | 2027-05-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10029027.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6625 | PA      | $6471.62      | 0.00%             | 2027-05-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8916602.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       306 | PA      | $294.95       | 0.00%             | 2026-10-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8364244.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6508 | PA      | $162.53       | 0.00%             | 2026-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2762731.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1814 | PA      | $1786.61      | 0.00%             | 2027-03-14      | Fixed         | 18.21%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-12770485.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1558 | PA      | $1565.36      | 0.00%             | 2027-05-30      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10305892.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3768 | PA      | $3596.77      | 0.00%             | 2027-07-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9213773.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5351 | PA      | $4214.38      | 0.00%             | 2026-12-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2266772.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1574 | PA      | $1555.58      | 0.00%             | 2026-12-16      | Fixed         | 15.05%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10210531.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5193 | PA      | $4990.03      | 0.00%             | 2027-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6022765.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4447 | PA      | $0.00         | 0.00%             | 2034-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8389413.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       475 | PA      | $209.74       | 0.00%             | 2026-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9168508.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10343 | PA      | $10197.19     | 0.00%             | 2026-12-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10538801.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       740 | PA      | $669.24       | 0.00%             | 2027-09-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10483339.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10874 | PA      | $10342.75     | 0.00%             | 2027-08-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10232189.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3569 | PA      | $2622.21      | 0.00%             | 2027-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10433601.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4111 | PA      | $3945.98      | 0.00%             | 2027-08-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-13251661.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8389 | PA      | $8656.90      | 0.00%             | 2027-03-29      | Fixed         | 20.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10179907.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9993 | PA      | $7992.10      | 0.00%             | 2027-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10524823.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19412 | PA      | $18222.90     | 0.01%             | 2027-08-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10232694.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2383 | PA      | $1173.31      | 0.00%             | 2027-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9880082.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4749 | PA      | $4464.01      | 0.00%             | 2027-04-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9776032.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1575 | PA      | $1550.85      | 0.00%             | 2027-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10322008.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       220 | PA      | $212.57       | 0.00%             | 2027-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10258983.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11843 | PA      | $10637.99     | 0.00%             | 2027-06-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7611097.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2067 | PA      | $7.20         | 0.00%             | 2035-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10084716.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3570 | PA      | $3457.64      | 0.00%             | 2027-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10258713.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1982 | PA      | $1665.47      | 0.00%             | 2027-06-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10568617.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1169 | PA      | $1066.81      | 0.00%             | 2027-09-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Varsity Brands, Inc.                                                        | Varsity Brands, Inc., First Lien, 2025-2 Replacement CME Term Loan                                | CUSIP: 92227QAG1<br>LEI: 254900PLBJA0I5NSTT38 | Long             | LON              | CORP              | US        |    446474 | PA      | $445150.56    | 0.17%             | 2031-08-26      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10587817.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1967 | PA      | $1752.19      | 0.00%             | 2027-09-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10495363.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10269 | PA      | $9852.62      | 0.00%             | 2027-08-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10529090.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       503 | PA      | $471.22       | 0.00%             | 2027-08-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2931119.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1112 | PA      | $1094.37      | 0.00%             | 2027-04-11      | Fixed         | 18.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10170961.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9931 | PA      | $8770.69      | 0.00%             | 2027-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8595911.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16385 | PA      | $11102.28     | 0.00%             | 2026-07-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2934323.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       981 | PA      | $966.07       | 0.00%             | 2027-04-12      | Fixed         | 14.05%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6552833.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1914 | PA      | $0.06         | 0.00%             | 2034-10-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10334224.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1834 | PA      | $1762.66      | 0.00%             | 2027-07-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2780321.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2797 | PA      | $1566.26      | 0.00%             | 2027-08-14      | Fixed         | 24.37%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9886302.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4213 | PA      | $4004.53      | 0.00%             | 2027-04-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10383511.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3502 | PA      | $3331.71      | 0.00%             | 2027-07-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9767206.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       678 | PA      | $557.86       | 0.00%             | 2027-03-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10472794.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1364 | PA      | $1258.26      | 0.00%             | 2027-08-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10272619.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8019 | PA      | $7640.85      | 0.00%             | 2027-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7010981.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2023 | PA      | $0.02         | 0.00%             | 2035-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10054497.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       541 | PA      | $525.56       | 0.00%             | 2027-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10416750.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6474 | PA      | $6200.60      | 0.00%             | 2027-08-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8550885.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6349 | PA      | $5187.11      | 0.00%             | 2026-07-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7320914.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       467 | PA      | $7.22         | 0.00%             | 2035-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10613480.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       649 | PA      | $589.24       | 0.00%             | 2027-09-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Light & Wonder International, Inc.                                          | Light & Wonder International, Inc., First Lien, CME Term Loan, B3                                 | CUSIP: 80875AAY7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    157949 | PA      | $158146.03    | 0.06%             | 2029-04-16      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7958110.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7758 | PA      | $117.13       | 0.00%             | 2036-01-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9876177.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5257 | PA      | $2231.39      | 0.00%             | 2027-04-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2475028.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1104 | PA      | $1087.09      | 0.00%             | 2027-01-20      | Fixed         | 14.75%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10077695.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6872 | PA      | $6694.80      | 0.00%             | 2027-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9699417.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20439 | PA      | $20137.94     | 0.01%             | 2027-02-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8029441.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1493 | PA      | $18.94        | 0.00%             | 2036-01-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-13663645.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7974 | PA      | $8072.28      | 0.00%             | 2027-05-15      | Fixed         | 13.59%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-12886960.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       518 | PA      | $524.16       | 0.00%             | 2026-09-15      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9742129.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6324 | PA      | $6037.63      | 0.00%             | 2027-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2786023.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2038 | PA      | $2006.81      | 0.00%             | 2027-03-14      | Fixed         | 20.84%                | No            |                  3 | On Loan: No      |
| CIFC Funding Ltd.                                                           | CIFC Funding Ltd., Series 2021-6A, Class A                                                        | CUSIP: 12553SAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1150000 | PA      | $1151582.16   | 0.44%             | 2034-10-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10119440.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24936 | PA      | $24224.97     | 0.01%             | 2027-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9624877.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3374 | PA      | $2946.30      | 0.00%             | 2027-01-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10443898.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     79882 | PA      | $76239.28     | 0.03%             | 2027-08-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10311618.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11067 | PA      | $8103.24      | 0.00%             | 2027-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2761176.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3129 | PA      | $477.16       | 0.00%             | 2027-08-14      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10208136.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2670 | PA      | $2595.11      | 0.00%             | 2027-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10512920.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10560 | PA      | $10131.36     | 0.00%             | 2027-08-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10567800.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1430 | PA      | $1304.50      | 0.00%             | 2027-09-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9026836.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2384 | PA      | $2346.98      | 0.00%             | 2026-10-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10475656.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3736 | PA      | $3571.51      | 0.00%             | 2027-08-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10256758.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6093 | PA      | $5768.51      | 0.00%             | 2027-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10470847.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6354 | PA      | $6028.17      | 0.00%             | 2027-08-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10642076.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4722 | PA      | $4423.12      | 0.00%             | 2027-09-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2786761.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1030 | PA      | $1016.62      | 0.00%             | 2027-08-14      | Fixed         | 30.87%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9807165.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15505 | PA      | $2117.47      | 0.00%             | 2027-03-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10315553.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3030 | PA      | $2913.05      | 0.00%             | 2027-07-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2933032.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5321 | PA      | $5237.40      | 0.00%             | 2027-04-12      | Fixed         | 13.49%                | No            |                  3 | On Loan: No      |
| Evergreen Acqco 1 LP                                                        | Evergreen Acqco 1 LP, First Lien, Initial CME Term Loan                                           | CUSIP: 30015FAJ5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    361794 | PA      | $362698.06    | 0.14%             | 2032-09-17      | Variable      | 6.69%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9610943.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6328 | PA      | $5649.20      | 0.00%             | 2027-01-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9968675.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5318 | PA      | $5142.41      | 0.00%             | 2027-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9723625.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9893 | PA      | $9546.78      | 0.00%             | 2027-02-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10524554.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11423 | PA      | $10519.12     | 0.00%             | 2027-08-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10304486.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2487 | PA      | $2384.21      | 0.00%             | 2027-07-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10618171.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18416 | PA      | $17265.58     | 0.01%             | 2027-09-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10227441.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2699 | PA      | $2558.88      | 0.00%             | 2027-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7864315.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7642 | PA      | $691.08       | 0.00%             | 2035-12-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2779286.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1704 | PA      | $1680.41      | 0.00%             | 2027-03-14      | Fixed         | 19.31%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9210915.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2811 | PA      | $2716.95      | 0.00%             | 2026-12-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10396758.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1714 | PA      | $1636.69      | 0.00%             | 2027-07-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                      | UGCard, 992001193.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6267406.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6092 | PA      | $0.12         | 0.00%             | 2034-06-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9744037.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2386 | PA      | $266.57       | 0.00%             | 2027-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10109658.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5723 | PA      | $1689.27      | 0.00%             | 2027-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8594664.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2698 | PA      | $55.63        | 0.00%             | 2026-07-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9892817.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3601 | PA      | $1097.65      | 0.00%             | 2027-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10133751.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1742 | PA      | $1686.58      | 0.00%             | 2027-05-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10534462.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3918 | PA      | $3656.99      | 0.00%             | 2027-09-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2788260.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       991 | PA      | $976.58       | 0.00%             | 2027-03-14      | Fixed         | 14.88%                | No            |                  3 | On Loan: No      |
| FNMA                                                                        | FNMA, 30 Year                                                                                     | CUSIP: 3138YVHC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    238675 | PA      | $224382.48    | 0.09%             | 2045-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10428003.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14439 | PA      | $13766.89     | 0.01%             | 2027-08-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10637953.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1792 | PA      | $1631.46      | 0.00%             | 2027-09-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10026521.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33315 | PA      | $21414.20     | 0.01%             | 2027-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9938213.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2685 | PA      | $2596.97      | 0.00%             | 2027-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10275558.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2588 | PA      | $2431.08      | 0.00%             | 2027-07-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                        | FNMA, 30 Year                                                                                     | CUSIP: 3140J6GM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1410518 | PA      | $1352537.72   | 0.52%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10654796.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     38744 | PA      | $35776.51     | 0.01%             | 2027-09-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10564859.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6764 | PA      | $6165.71      | 0.00%             | 2027-09-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8849329.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3112 | PA      | $60.59        | 0.00%             | 2026-09-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10082389.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3896 | PA      | $3827.71      | 0.00%             | 2027-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                         | Prosper Funding LLC, 1660968.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1886 | PA      | $1882.02      | 0.00%             | 2026-11-05      | Fixed         | 11.89%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9990235.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3030 | PA      | $2593.11      | 0.00%             | 2027-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10378669.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2474 | PA      | $2343.77      | 0.00%             | 2027-07-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Charlotte Buyer, Inc.                                                       | Charlotte Buyer, Inc., First Lien, Second Refinancing CME Term Loan                               | CUSIP: 12568YAH7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1116349 | PA      | $1107417.99   | 0.43%             | 2028-02-11      | Variable      | 7.92%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10106610.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16236 | PA      | $15560.75     | 0.01%             | 2027-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10461545.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2425 | PA      | $2338.90      | 0.00%             | 2027-08-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10187761.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33911 | PA      | $31365.05     | 0.01%             | 2027-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10514145.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3494 | PA      | $3303.16      | 0.00%             | 2027-08-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10426525.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10615 | PA      | $10115.99     | 0.00%             | 2027-08-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10503927.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2571 | PA      | $2422.59      | 0.00%             | 2027-08-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10597273.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     48061 | PA      | $45042.71     | 0.02%             | 2027-09-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8599843.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17785 | PA      | $7793.67      | 0.00%             | 2026-07-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10334986.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7481 | PA      | $7174.11      | 0.00%             | 2027-07-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                      | UGCard, 992058890.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       110 | PA      | $112.00       | 0.00%             | 2029-10-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9754335.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2239 | PA      | $1791.33      | 0.00%             | 2027-03-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10602893.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1423 | PA      | $1288.67      | 0.00%             | 2027-09-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10165654.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7069 | PA      | $6913.37      | 0.00%             | 2027-06-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7853962.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30459 | PA      | $436.18       | 0.00%             | 2035-12-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9999951.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1272 | PA      | $1259.53      | 0.00%             | 2027-04-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9982421.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1230 | PA      | $772.62       | 0.00%             | 2027-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10071777.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2542 | PA      | $2226.29      | 0.00%             | 2027-05-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| United Airlines, Inc.                                                       | United Airlines, Inc., First Lien, CME Term Loan, B                                               | CUSIP: 90932RAQ7<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | LON              | CORP              | US        |    493447 | PA      | $493294.27    | 0.19%             | 2031-02-24      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9872848.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1826 | PA      | $1785.82      | 0.00%             | 2027-04-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9690440.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16346 | PA      | $11274.41     | 0.00%             | 2027-02-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2783211.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9972 | PA      | $9795.79      | 0.00%             | 2027-08-14      | Fixed         | 14.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9891152.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8358 | PA      | $8210.66      | 0.00%             | 2027-04-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2790163.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       860 | PA      | $847.96       | 0.00%             | 2028-01-14      | Fixed         | 21.62%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9263275.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       428 | PA      | $420.21       | 0.00%             | 2026-12-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10637909.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6037 | PA      | $5655.69      | 0.00%             | 2027-09-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2782280.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3370 | PA      | $3320.79      | 0.00%             | 2027-03-14      | Fixed         | 16.08%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                  | LendingClub Corp. - LCX PM, 185662157.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4482 | PA      | $4514.37      | 0.00%             | 2027-02-07      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2782941.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1180 | PA      | $1161.26      | 0.00%             | 2027-08-14      | Fixed         | 21.84%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2784446.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1361 | PA      | $1348.61      | 0.00%             | 2027-03-14      | Fixed         | 22.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10153247.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       995 | PA      | $965.84       | 0.00%             | 2027-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9617507.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24481 | PA      | $22939.94     | 0.01%             | 2027-01-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9083077.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1050 | PA      | $759.34       | 0.00%             | 2026-11-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7795103.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5594 | PA      | $32.88        | 0.00%             | 2035-11-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9694132.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4238 | PA      | $4132.17      | 0.00%             | 2027-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6134817.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2697 | PA      | $0.00         | 0.00%             | 2034-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10112092.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4367 | PA      | $3755.74      | 0.00%             | 2027-05-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2928696.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2050 | PA      | $2017.02      | 0.00%             | 2027-09-11      | Fixed         | 27.59%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9852407.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15704 | PA      | $13425.39     | 0.01%             | 2027-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10570766.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13356 | PA      | $12456.38     | 0.00%             | 2027-09-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7587307.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     48237 | PA      | $114.58       | 0.00%             | 2035-09-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6701879.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       555 | PA      | $0.01         | 0.00%             | 2034-11-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10468632.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2577 | PA      | $2409.47      | 0.00%             | 2027-08-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2476598.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2251 | PA      | $2216.43      | 0.00%             | 2027-01-21      | Fixed         | 14.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10171753.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       497 | PA      | $465.66       | 0.00%             | 2027-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9612701.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6732 | PA      | $6631.89      | 0.00%             | 2027-01-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9689433.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       391 | PA      | $373.45       | 0.00%             | 2027-02-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9686285.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2477 | PA      | $1812.15      | 0.00%             | 2027-02-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10213643.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8252 | PA      | $7918.26      | 0.00%             | 2027-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9741788.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9674 | PA      | $9484.34      | 0.00%             | 2027-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10013848.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4472 | PA      | $4326.46      | 0.00%             | 2027-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9785607.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1808 | PA      | $1684.65      | 0.00%             | 2027-03-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10151466.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     53851 | PA      | $52202.02     | 0.02%             | 2027-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10611979.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6647 | PA      | $6226.89      | 0.00%             | 2027-09-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9943448.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       746 | PA      | $729.21       | 0.00%             | 2027-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9694054.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3057 | PA      | $591.31       | 0.00%             | 2027-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9957469.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6845 | PA      | $6666.34      | 0.00%             | 2027-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9870056.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7826 | PA      | $6964.72      | 0.00%             | 2027-03-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10531057.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4622 | PA      | $4335.82      | 0.00%             | 2027-08-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| RHP Hotel Properties LP / RHP Finance Corp.                                 | RHP Hotel Properties LP / RHP Finance Corp.                                                       | CUSIP: 749571AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $713188.70    | 0.28%             | 2032-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2787532.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       396 | PA      | $390.54       | 0.00%             | 2027-03-14      | Fixed         | 31.09%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10448638.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1453 | PA      | $1375.09      | 0.00%             | 2027-08-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10562623.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28804 | PA      | $27040.37     | 0.01%             | 2027-09-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10295833.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2394 | PA      | $2286.35      | 0.00%             | 2027-07-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10255996.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12449 | PA      | $11747.30     | 0.00%             | 2027-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9885784.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1151 | PA      | $1036.72      | 0.00%             | 2027-04-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10571893.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4980 | PA      | $4564.97      | 0.00%             | 2027-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10638558.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3327 | PA      | $3033.98      | 0.00%             | 2027-09-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| WULF Compute LLC                                                            | WULF Compute LLC                                                                                  | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    560000 | PA      | $592096.40    | 0.23%             | 2030-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9982643.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8037 | PA      | $7867.67      | 0.00%             | 2027-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9801756.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18134 | PA      | $17520.37     | 0.01%             | 2027-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9060869.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       834 | PA      | $644.97       | 0.00%             | 2026-11-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10076408.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2432 | PA      | $2379.80      | 0.00%             | 2027-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10202955.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2452 | PA      | $2353.29      | 0.00%             | 2027-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7381323.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3874 | PA      | $70.59        | 0.00%             | 2035-07-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2932213.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2528 | PA      | $2489.63      | 0.00%             | 2027-04-11      | Fixed         | 19.31%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2932028.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4808 | PA      | $4739.26      | 0.00%             | 2027-04-11      | Fixed         | 31.51%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6399623.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3629 | PA      | $0.26         | 0.00%             | 2034-08-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8648277.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9431 | PA      | $9316.43      | 0.00%             | 2026-07-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10530933.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1108 | PA      | $991.44       | 0.00%             | 2027-08-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10364683.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     51248 | PA      | $49190.19     | 0.02%             | 2027-07-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10077914.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13173 | PA      | $12766.14     | 0.00%             | 2027-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10478102.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8262 | PA      | $7874.30      | 0.00%             | 2027-08-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9685936.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4144 | PA      | $4040.29      | 0.00%             | 2027-02-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10311782.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4438 | PA      | $4235.21      | 0.00%             | 2027-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10617782.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14944 | PA      | $13854.53     | 0.01%             | 2027-09-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-13008146.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3978 | PA      | $4098.98      | 0.00%             | 2027-04-15      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9325171.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19051 | PA      | $18694.46     | 0.01%             | 2027-01-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9224987.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1531 | PA      | $1474.82      | 0.00%             | 2026-12-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8361519.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4079 | PA      | $97.47        | 0.00%             | 2026-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9490065.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2844 | PA      | $2658.87      | 0.00%             | 2027-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10423767.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6620 | PA      | $6212.95      | 0.00%             | 2027-08-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8023992.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12196 | PA      | $121.67       | 0.00%             | 2036-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10461785.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4510 | PA      | $3631.55      | 0.00%             | 2027-08-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10057762.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14214 | PA      | $13032.43     | 0.01%             | 2027-05-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                         | Prosper Funding LLC, 1743137.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5268 | PA      | $5250.67      | 0.00%             | 2027-04-06      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8557033.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2891 | PA      | $2372.88      | 0.00%             | 2026-07-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8526636.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2801 | PA      | $2623.34      | 0.00%             | 2026-06-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10588281.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     44548 | PA      | $41745.72     | 0.02%             | 2027-09-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9371259.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13976 | PA      | $13807.21     | 0.01%             | 2027-01-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2789463.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2737 | PA      | $2699.03      | 0.00%             | 2027-03-20      | Fixed         | 25.89%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10189234.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3133 | PA      | $2953.90      | 0.00%             | 2027-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8054235.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3049 | PA      | $306.77       | 0.00%             | 2036-02-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2781880.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5140 | PA      | $5059.68      | 0.00%             | 2027-03-14      | Fixed         | 10.60%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7768208.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20566 | PA      | $7738.53      | 0.00%             | 2035-11-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-11746987.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3105 | PA      | $3186.97      | 0.00%             | 2026-09-05      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9838683.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10698 | PA      | $10398.20     | 0.00%             | 2027-03-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9871911.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5178 | PA      | $5063.07      | 0.00%             | 2027-04-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10469666.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2672 | PA      | $2465.91      | 0.00%             | 2027-08-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2655801.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1337 | PA      | $1323.10      | 0.00%             | 2027-02-18      | Fixed         | 16.39%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6874224.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12670 | PA      | $0.00         | 0.00%             | 2035-01-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10311966.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2095 | PA      | $1999.55      | 0.00%             | 2027-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10166197.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13844 | PA      | $13252.74     | 0.01%             | 2027-06-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8333157.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1672 | PA      | $969.00       | 0.00%             | 2026-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10374312.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       946 | PA      | $718.24       | 0.00%             | 2027-07-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| IHO Verwaltungs GmbH                                                        | IHO Verwaltungs GmbH                                                                              | CUSIP: 44963BAG3<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |    400000 | PA      | $410099.60    | 0.16%             | 2032-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10292506.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6449 | PA      | $6173.21      | 0.00%             | 2027-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2260922.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1548 | PA      | $1523.08      | 0.00%             | 2026-12-16      | Fixed         | 19.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10337617.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4324 | PA      | $4109.76      | 0.00%             | 2027-07-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7776652.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2071 | PA      | $801.50       | 0.00%             | 2035-11-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2790205.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       496 | PA      | $488.78       | 0.00%             | 2027-03-14      | Fixed         | 20.92%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2266148.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1595 | PA      | $1563.51      | 0.00%             | 2027-07-21      | Fixed         | 14.03%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7450427.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5832 | PA      | $232.44       | 0.00%             | 2035-07-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9857473.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1049 | PA      | $1000.88      | 0.00%             | 2027-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7290561.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28751 | PA      | $49.70        | 0.00%             | 2035-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9191893.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       110 | PA      | $104.80       | 0.00%             | 2026-12-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9922687.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     38531 | PA      | $37249.55     | 0.01%             | 2027-04-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6401578.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2229 | PA      | $0.27         | 0.00%             | 2034-08-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10311989.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15728 | PA      | $15232.45     | 0.01%             | 2027-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10537929.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1733 | PA      | $1570.55      | 0.00%             | 2027-09-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10054682.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11272 | PA      | $10963.79     | 0.00%             | 2027-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9849048.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3972 | PA      | $3879.24      | 0.00%             | 2027-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10235030.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13677 | PA      | $13381.34     | 0.01%             | 2027-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10057272.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11787 | PA      | $11353.95     | 0.00%             | 2027-05-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8865003.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15880 | PA      | $8073.60      | 0.00%             | 2026-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2784959.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3232 | PA      | $3185.48      | 0.00%             | 2027-03-28      | Fixed         | 22.93%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10183105.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3473 | PA      | $3342.00      | 0.00%             | 2027-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10556033.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       829 | PA      | $758.30       | 0.00%             | 2027-09-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9344658.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1821 | PA      | $281.15       | 0.00%             | 2027-01-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2657294.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7427 | PA      | $7291.90      | 0.00%             | 2027-12-18      | Fixed         | 16.22%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10488556.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9139 | PA      | $8693.00      | 0.00%             | 2027-08-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10257860.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9808 | PA      | $7570.16      | 0.00%             | 2027-06-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2477347.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       341 | PA      | $334.73       | 0.00%             | 2027-01-21      | Fixed         | 9.48%                 | No            |                  3 | On Loan: No      |
| AIP RD Buyer Corp.                                                          | AIP RD Buyer Corp., First Lien, CME Term Loan                                                     | CUSIP: 00149HAC8<br>LEI: 5493000EBDLH9PYWBS30 | Long             | LON              | CORP              | US        |    101021 | PA      | $101129.64    | 0.04%             | 2030-12-23      | Variable      | 7.17%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8680779.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3655 | PA      | $3442.25      | 0.00%             | 2026-08-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9376457.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3059 | PA      | $3012.97      | 0.00%             | 2027-01-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2789146.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2437 | PA      | $2407.28      | 0.00%             | 2027-09-01      | Fixed         | 27.73%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10106093.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26833 | PA      | $25246.20     | 0.01%             | 2027-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10577250.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8170 | PA      | $7661.52      | 0.00%             | 2027-09-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10406796.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5755 | PA      | $5431.21      | 0.00%             | 2027-08-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2933315.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1860 | PA      | $1841.86      | 0.00%             | 2027-04-12      | Fixed         | 21.57%                | No            |                  3 | On Loan: No      |
| FHLMC                                                                       | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 31296QKB5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14436 | PA      | $14794.70     | 0.01%             | 2033-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9798628.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1250 | PA      | $1202.80      | 0.00%             | 2027-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Chobani Holdco II LLC                                                       | Chobani Holdco II LLC                                                                             | CUSIP: 169918AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    109144 | PA      | $116390.73    | 0.04%             | 2029-10-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10182708.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3484 | PA      | $3077.11      | 0.00%             | 2027-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8160800.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       995 | PA      | $651.18       | 0.00%             | 2036-03-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9748133.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6522 | PA      | $6424.37      | 0.00%             | 2027-03-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8333216.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1870 | PA      | $1249.87      | 0.00%             | 2026-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9185576.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2544 | PA      | $2495.46      | 0.00%             | 2026-12-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10413981.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24117 | PA      | $22872.24     | 0.01%             | 2027-08-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10579804.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     34525 | PA      | $31413.05     | 0.01%             | 2027-09-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                  | LendingClub Corp. - LCX PM, 187765035.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7834 | PA      | $8044.92      | 0.00%             | 2027-04-04      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6946527.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       726 | PA      | $0.00         | 0.00%             | 2035-02-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-11609592.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11115 | PA      | $11263.66     | 0.00%             | 2027-02-24      | Fixed         | 14.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9236567.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       888 | PA      | $879.14       | 0.00%             | 2026-12-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9334660.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15773 | PA      | $15435.74     | 0.01%             | 2027-01-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10260775.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4443 | PA      | $4264.51      | 0.00%             | 2027-06-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10341533.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       877 | PA      | $832.96       | 0.00%             | 2027-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6879258.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       995 | PA      | $0.04         | 0.00%             | 2035-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10565361.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     59133 | PA      | $55170.89     | 0.02%             | 2027-09-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6242376.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5760 | PA      | $0.00         | 0.00%             | 2034-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10339499.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2103 | PA      | $2039.23      | 0.00%             | 2027-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10501623.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3385 | PA      | $3143.77      | 0.00%             | 2027-08-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8958432.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       960 | PA      | $950.01       | 0.00%             | 2026-10-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6404470.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11152 | PA      | $0.00         | 0.00%             | 2034-08-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10167804.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10415 | PA      | $10123.13     | 0.00%             | 2027-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9856892.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8721 | PA      | $3556.51      | 0.00%             | 2027-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2927920.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4620 | PA      | $4551.37      | 0.00%             | 2027-04-23      | Fixed         | 19.53%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2788870.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1897 | PA      | $1871.18      | 0.00%             | 2027-03-14      | Fixed         | 31.10%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                         | Prosper Funding LLC, 1666392.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1005 | PA      | $1005.05      | 0.00%             | 2026-11-09      | Fixed         | 11.20%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9365561.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       337 | PA      | $335.46       | 0.00%             | 2027-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10524399.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9313 | PA      | $8736.43      | 0.00%             | 2027-08-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                      | UGCard, 992172097.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2030-07-20      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9371894.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1047 | PA      | $18.28        | 0.00%             | 2027-01-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| CHG Healthcare Services, Inc.                                               | CHG Healthcare Services, Inc., First Lien, Amendment No. 7 Refinancing CME Term Loan              | CUSIP: 12541HAX1<br>LEI: 54930016Y1HPAVB9PZ54 | Long             | LON              | CORP              | US        |    556070 | PA      | $557198.65    | 0.22%             | 2028-09-29      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8238048.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       805 | PA      | $611.47       | 0.00%             | 2036-04-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Constellium SE                                                              | Constellium SE                                                                                    | CUSIP: 21039CAD6<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $404640.00    | 0.16%             | 2032-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2653836.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       446 | PA      | $439.53       | 0.00%             | 2027-02-18      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9738707.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2382 | PA      | $463.01       | 0.00%             | 2027-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10549051.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13403 | PA      | $12495.26     | 0.00%             | 2027-09-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9932222.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       441 | PA      | $421.74       | 0.00%             | 2027-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Gen Digital, Inc.                                                           | Gen Digital, Inc.                                                                                 | CUSIP: 668771AM0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |    250000 | PA      | $243226.40    | 0.09%             | 2033-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9854426.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     53858 | PA      | $51791.95     | 0.02%             | 2027-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-13672139.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5935 | PA      | $6029.98      | 0.00%             | 2027-05-15      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10325396.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10721 | PA      | $10288.41     | 0.00%             | 2027-07-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10524038.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       714 | PA      | $654.45       | 0.00%             | 2027-08-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10277901.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2548 | PA      | $2462.48      | 0.00%             | 2027-07-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2786241.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6280 | PA      | $6182.44      | 0.00%             | 2027-03-14      | Fixed         | 12.07%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10409471.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3300 | PA      | $3156.57      | 0.00%             | 2027-08-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                      | UGCard, 992074861.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2028-01-09      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8627043.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2130 | PA      | $41.06        | 0.00%             | 2026-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10321265.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     62918 | PA      | $60395.78     | 0.02%             | 2027-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9876478.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1998 | PA      | $1505.36      | 0.00%             | 2027-04-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9750543.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13956 | PA      | $13427.92     | 0.01%             | 2027-03-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10204704.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4072 | PA      | $3884.60      | 0.00%             | 2027-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10622532.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14085 | PA      | $12991.55     | 0.01%             | 2027-09-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9608674.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2524 | PA      | $2476.83      | 0.00%             | 2027-01-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2111539.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1262 | PA      | $1240.37      | 0.00%             | 2026-11-24      | Fixed         | 8.17%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9958233.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       611 | PA      | $590.11       | 0.00%             | 2027-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10345512.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8531 | PA      | $8145.89      | 0.00%             | 2027-07-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10495618.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2330 | PA      | $2201.13      | 0.00%             | 2027-08-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9140499.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       696 | PA      | $690.74       | 0.00%             | 2026-11-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                         | Prosper Funding LLC, 1656189.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2151 | PA      | $2185.40      | 0.00%             | 2026-10-28      | Fixed         | 13.70%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10264164.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       996 | PA      | $798.12       | 0.00%             | 2027-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10343980.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15992 | PA      | $15245.04     | 0.01%             | 2027-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9951139.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2785 | PA      | $2475.66      | 0.00%             | 2027-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10409032.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       961 | PA      | $911.81       | 0.00%             | 2027-08-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10193491.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1335 | PA      | $1266.47      | 0.00%             | 2027-06-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10573602.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2621 | PA      | $2394.49      | 0.00%             | 2027-09-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                          | Venture Global Plaquemines LNG LLC                                                                | CUSIP: 922966AF3<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46871.19     | 0.02%             | 2034-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10302178.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1556 | PA      | $1450.52      | 0.00%             | 2027-07-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9613728.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17475 | PA      | $15001.79     | 0.01%             | 2027-01-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10152306.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     58516 | PA      | $56266.58     | 0.02%             | 2027-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10483254.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8038 | PA      | $7602.61      | 0.00%             | 2027-08-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                         | Prosper Funding LLC, 1658134.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       740 | PA      | $746.75       | 0.00%             | 2026-11-08      | Fixed         | 13.60%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9658094.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4762 | PA      | $4625.17      | 0.00%             | 2027-02-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10477821.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9576 | PA      | $9136.69      | 0.00%             | 2027-08-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10307362.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4274 | PA      | $4052.68      | 0.00%             | 2027-07-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7729945.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1229 | PA      | $7.54         | 0.00%             | 2035-10-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2790314.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3677 | PA      | $3627.13      | 0.00%             | 2027-03-14      | Fixed         | 30.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10309088.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11236 | PA      | $10789.51     | 0.00%             | 2027-07-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-14510576.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4125 | PA      | $4309.63      | 0.00%             | 2027-06-24      | Fixed         | 22.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10494501.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21051 | PA      | $20131.23     | 0.01%             | 2027-08-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10074831.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1295 | PA      | $1287.68      | 0.00%             | 2027-05-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2787191.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10690 | PA      | $10505.52     | 0.00%             | 2027-08-14      | Fixed         | 14.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8060903.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       391 | PA      | $206.29       | 0.00%             | 2036-02-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10643983.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13638 | PA      | $12598.72     | 0.00%             | 2027-09-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10408933.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3209 | PA      | $3082.71      | 0.00%             | 2027-08-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10446232.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       683 | PA      | $651.08       | 0.00%             | 2027-08-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9967566.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       479 | PA      | $469.62       | 0.00%             | 2027-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10248539.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6937 | PA      | $6722.18      | 0.00%             | 2027-06-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10153641.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1829 | PA      | $1784.10      | 0.00%             | 2027-06-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10218948.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11074 | PA      | $9020.96      | 0.00%             | 2027-06-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10610752.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5841 | PA      | $5409.56      | 0.00%             | 2027-09-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Medical Solutions Holdings, Inc.                                            | Medical Solutions Holdings, Inc., First Lien, CME Term Loan                                       | CUSIP: 58462QAH4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    566014 | PA      | $122162.85    | 0.05%             | 2028-11-01      | Variable      | 7.27%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10415755.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3252 | PA      | $3057.50      | 0.00%             | 2027-08-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2267899.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1654 | PA      | $1629.85      | 0.00%             | 2026-12-17      | Fixed         | 15.39%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8649808.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3666 | PA      | $3181.78      | 0.00%             | 2026-07-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9944730.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9476 | PA      | $8577.35      | 0.00%             | 2027-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10471849.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2939 | PA      | $2798.55      | 0.00%             | 2027-08-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Asurion LLC/ Asurion Co-Issuer, Inc.                                        | Asurion LLC and Asurion Co-Issuer, Inc.                                                           | CUSIP: 045941AB7<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |    695000 | PA      | $675242.83    | 0.26%             | 2034-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10171355.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8275 | PA      | $8068.39      | 0.00%             | 2027-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10131107.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9310 | PA      | $9048.74      | 0.00%             | 2027-05-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9994454.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3086 | PA      | $2986.54      | 0.00%             | 2027-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Carlyle US CLO Ltd.                                                         | Carlyle US CLO Ltd., Series 2019-1A, Class BR2                                                    | CUSIP: 14316BBN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1505259.74   | 0.58%             | 2031-04-20      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10204972.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1879 | PA      | $1802.93      | 0.00%             | 2027-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10470544.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20470 | PA      | $19634.95     | 0.01%             | 2027-08-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6709139.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       417 | PA      | $0.00         | 0.00%             | 2034-11-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8817077.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       832 | PA      | $765.96       | 0.00%             | 2026-09-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10483219.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       905 | PA      | $874.74       | 0.00%             | 2027-08-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10146544.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6989 | PA      | $6751.80      | 0.00%             | 2027-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9884842.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1903 | PA      | $1762.39      | 0.00%             | 2027-04-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10242672.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11130 | PA      | $10714.40     | 0.00%             | 2027-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                        | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 36179VBG4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    533944 | PA      | $496802.67    | 0.19%             | 2049-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10616993.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5886 | PA      | $5516.08      | 0.00%             | 2027-09-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10045332.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1121 | PA      | $1073.41      | 0.00%             | 2027-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10051401.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       823 | PA      | $797.87       | 0.00%             | 2027-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10250765.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1689 | PA      | $1636.40      | 0.00%             | 2027-06-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2480644.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4750 | PA      | $4641.70      | 0.00%             | 2027-01-21      | Fixed         | 6.59%                 | No            |                  3 | On Loan: No      |
| Prime Security Services Borrower LLC / Prime Finance, Inc.                  | Prime Security Services Borrower LLC / Prime Finance, Inc.                                        | CUSIP: 74166MAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $233739.65    | 0.09%             | 2027-08-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9697430.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     35526 | PA      | $34555.13     | 0.01%             | 2027-02-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8970295.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3686 | PA      | $3454.52      | 0.00%             | 2026-10-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2786841.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2475 | PA      | $2436.40      | 0.00%             | 2027-03-14      | Fixed         | 11.25%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10346839.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     61638 | PA      | $59087.03     | 0.02%             | 2027-07-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7803525.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3572 | PA      | $1282.17      | 0.00%             | 2035-11-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8648035.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1269 | PA      | $739.82       | 0.00%             | 2026-07-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10363143.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1730 | PA      | $1646.37      | 0.00%             | 2027-07-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9742099.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       594 | PA      | $589.06       | 0.00%             | 2027-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10068724.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7509 | PA      | $7218.54      | 0.00%             | 2027-05-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10172932.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8293 | PA      | $8036.19      | 0.00%             | 2027-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10185991.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27147 | PA      | $25983.19     | 0.01%             | 2027-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2656424.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       759 | PA      | $748.46       | 0.00%             | 2027-02-18      | Fixed         | 19.82%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10263054.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8235 | PA      | $7875.97      | 0.00%             | 2027-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9774835.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5397 | PA      | $589.07       | 0.00%             | 2027-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10079986.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18546 | PA      | $17814.60     | 0.01%             | 2027-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10531544.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1070 | PA      | $982.73       | 0.00%             | 2027-08-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9469188.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2500 | PA      | $2354.02      | 0.00%             | 2027-01-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10250254.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4358 | PA      | $3765.53      | 0.00%             | 2027-06-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8316445.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10154 | PA      | $254.46       | 0.00%             | 2036-04-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8005029.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10934 | PA      | $223.14       | 0.00%             | 2036-01-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10147986.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1466 | PA      | $1440.64      | 0.00%             | 2027-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                         | Prosper Funding LLC, 1741336.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2648 | PA      | $2770.86      | 0.00%             | 2027-04-01      | Fixed         | 25.90%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9295177.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23331 | PA      | $23010.15     | 0.01%             | 2027-01-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9937840.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6627 | PA      | $6160.92      | 0.00%             | 2027-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2785893.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       943 | PA      | $49.66        | 0.00%             | 2027-08-14      | Fixed         | 13.78%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10182679.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2478 | PA      | $2380.50      | 0.00%             | 2027-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8936375.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4163 | PA      | $87.87        | 0.00%             | 2026-10-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8014032.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1888 | PA      | $1120.81      | 0.00%             | 2036-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10528200.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28485 | PA      | $26333.74     | 0.01%             | 2027-08-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9376578.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2414 | PA      | $2385.62      | 0.00%             | 2027-01-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10532709.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13186 | PA      | $12379.04     | 0.00%             | 2027-08-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10292133.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4996 | PA      | $4788.66      | 0.00%             | 2027-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10075113.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       815 | PA      | $787.12       | 0.00%             | 2027-05-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8459389.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1388 | PA      | $23.63        | 0.00%             | 2026-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10590039.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2931 | PA      | $2698.18      | 0.00%             | 2027-09-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8901624.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2726 | PA      | $41.70        | 0.00%             | 2026-09-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2754559.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7080 | PA      | $7011.42      | 0.00%             | 2027-03-14      | Fixed         | 19.14%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10099266.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2268 | PA      | $2199.01      | 0.00%             | 2027-05-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9951673.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6104 | PA      | $5375.15      | 0.00%             | 2027-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10635749.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     78512 | PA      | $73556.60     | 0.03%             | 2027-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9371937.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       820 | PA      | $797.54       | 0.00%             | 2027-01-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9948795.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       623 | PA      | $606.36       | 0.00%             | 2027-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2782211.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1231 | PA      | $1212.95      | 0.00%             | 2027-03-14      | Fixed         | 25.12%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9332012.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1508 | PA      | $1449.34      | 0.00%             | 2027-01-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9242922.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1162 | PA      | $1104.50      | 0.00%             | 2026-12-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9772512.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1249 | PA      | $1231.36      | 0.00%             | 2027-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10101535.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6689 | PA      | $3914.04      | 0.00%             | 2027-05-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Asurion LLC/ Asurion Co-Issuer, Inc.                                        | Asurion LLC and Asurion Co-Issuer, Inc.                                                           | CUSIP: 045941AA9<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |    550000 | PA      | $571058.39    | 0.22%             | 2032-12-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10151335.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15011 | PA      | $14247.12     | 0.01%             | 2027-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7469386.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3584 | PA      | $10.13        | 0.00%             | 2035-08-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                      | UGCard, 992193819.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        37 | PA      | $38.09        | 0.00%             | 2027-11-29      | Fixed         | 22.36%                | No            |                  3 | On Loan: No      |
| UGCard                                                                      | UGCard, 992384297.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-10-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8547282.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       162 | PA      | $109.10       | 0.00%             | 2026-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9923949.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8753 | PA      | $8593.44      | 0.00%             | 2027-04-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L1722523.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       539 | PA      | $530.69       | 0.00%             | 2026-09-16      | Fixed         | 21.72%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9917819.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29384 | PA      | $29048.83     | 0.01%             | 2027-04-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8837203.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3543 | PA      | $3324.59      | 0.00%             | 2026-09-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-12677509.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6759 | PA      | $6828.46      | 0.00%             | 2027-02-22      | Fixed         | 8.49%                 | No            |                  3 | On Loan: No      |
| Crescent Energy Finance LLC                                                 | Crescent Energy Finance LLC                                                                       | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    295000 | PA      | $295145.82    | 0.11%             | 2033-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2932713.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5255 | PA      | $5180.33      | 0.00%             | 2027-04-12      | Fixed         | 24.66%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2784974.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10957 | PA      | $10749.63     | 0.00%             | 2027-03-14      | Fixed         | 8.13%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10013905.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2156 | PA      | $2100.27      | 0.00%             | 2027-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2265342.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       765 | PA      | $752.86       | 0.00%             | 2026-12-16      | Fixed         | 21.77%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9925273.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1445 | PA      | $1399.34      | 0.00%             | 2027-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10051624.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       950 | PA      | $909.76       | 0.00%             | 2027-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-12758120.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6489 | PA      | $6550.69      | 0.00%             | 2027-04-10      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10567081.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5693 | PA      | $5338.66      | 0.00%             | 2027-09-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10113371.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10593 | PA      | $10283.91     | 0.00%             | 2027-05-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10218124.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2168 | PA      | $2099.22      | 0.00%             | 2027-06-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9675526.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5301 | PA      | $5207.74      | 0.00%             | 2027-02-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6408982.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2687 | PA      | $0.04         | 0.00%             | 2034-08-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10501257.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2535 | PA      | $2354.70      | 0.00%             | 2027-08-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Quikrete Holdings, Inc.                                                     | Quikrete Holdings, Inc.                                                                           | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    300000 | PA      | $304425.90    | 0.12%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10443492.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     36924 | PA      | $35129.38     | 0.01%             | 2027-08-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2931670.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       887 | PA      | $873.49       | 0.00%             | 2027-04-11      | Fixed         | 31.06%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9615112.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1355 | PA      | $1167.39      | 0.00%             | 2027-01-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10578077.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4509 | PA      | $4171.34      | 0.00%             | 2027-09-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9906316.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2680 | PA      | $1749.91      | 0.00%             | 2027-04-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8259353.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6123 | PA      | $120.39       | 0.00%             | 2036-04-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9064251.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1848 | PA      | $1831.26      | 0.00%             | 2026-11-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9720986.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       116 | PA      | $115.23       | 0.00%             | 2027-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2789132.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2517 | PA      | $2482.20      | 0.00%             | 2027-03-23      | Fixed         | 21.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9958718.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7098 | PA      | $6982.16      | 0.00%             | 2027-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7036165.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6631 | PA      | $0.00         | 0.00%             | 2035-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| AAdvantage Loyalty IP Ltd.                                                  | AAdvantage Loyalty IP Ltd., First Lien, CME Term Loan                                             | CUSIP: 02376CBS3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    467154 | PA      | $463650.23    | 0.18%             | 2028-04-20      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10413046.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9113 | PA      | $8712.92      | 0.00%             | 2027-08-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7991968.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2711 | PA      | $23.92        | 0.00%             | 2036-01-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                      | UGCard, 992365170.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2028-02-20      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10257100.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7613 | PA      | $7324.72      | 0.00%             | 2027-06-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7019058.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1516 | PA      | $0.00         | 0.00%             | 2035-03-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                         | Prosper Funding LLC, 1648957.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1781 | PA      | $1808.37      | 0.00%             | 2026-10-27      | Fixed         | 14.29%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8443128.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19371 | PA      | $8419.29      | 0.00%             | 2026-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10238197.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7557 | PA      | $7245.24      | 0.00%             | 2027-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10256260.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9610 | PA      | $9281.98      | 0.00%             | 2027-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10523160.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5899 | PA      | $5535.63      | 0.00%             | 2027-08-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9168118.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2302 | PA      | $2260.36      | 0.00%             | 2026-12-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| TK Elevator Midco GmbH                                                      | TK Elevator Midco GmbH, First Lien, CME Term Loan, B1                                             | CUSIP: D9000BAJ1<br>LEI: 549300C2AFWPAYWS5574 | Long             | LON              | CORP              | DE        |    683658 | PA      | $685890.43    | 0.27%             | 2030-04-30      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Petco Health & Wellness Co., Inc.                                           | Petco Health & Wellness Co., Inc., First Lien, 2026 CME Term Loan                                 | CUSIP: 71601HAG1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    479400 | PA      | $469648.96    | 0.18%             | 2031-01-31      | Variable      | 7.92%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10135334.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       970 | PA      | $921.97       | 0.00%             | 2027-05-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9951586.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4711 | PA      | $4569.28      | 0.00%             | 2027-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| DexKo Global, Inc.                                                          | DexKo Global, Inc., First Lien, Closing Date Dollar CME Term Loan                                 | CUSIP: 25213YAU9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    461538 | PA      | $453290.72    | 0.18%             | 2028-10-04      | Variable      | 7.68%                 | No            |                  2 | On Loan: No      |
| Kenan Advantage Group, Inc. (The)                                           | Kenan Advantage Group, Inc. (The), First Lien, U.S. CME Term Loan, B4                             | CUSIP: 48853UBQ2<br>LEI: 549300GVUXCXDWYPIY65 | Long             | LON              | CORP              | US        |   1277623 | PA      | $1264526.92   | 0.49%             | 2029-01-25      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6120695.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16890 | PA      | $0.36         | 0.00%             | 2034-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10289850.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7431 | PA      | $7146.16      | 0.00%             | 2027-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10157668.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31794 | PA      | $31130.71     | 0.01%             | 2027-06-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10133510.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2063 | PA      | $2033.88      | 0.00%             | 2027-05-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10447647.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16684 | PA      | $16067.22     | 0.01%             | 2027-08-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9144454.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2875 | PA      | $2204.09      | 0.00%             | 2026-11-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8051096.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       209 | PA      | $127.70       | 0.00%             | 2036-02-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9951789.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1509 | PA      | $1456.33      | 0.00%             | 2027-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10615829.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     41752 | PA      | $39128.36     | 0.02%             | 2027-09-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10153269.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10690 | PA      | $8352.50      | 0.00%             | 2027-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-12775739.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3324 | PA      | $3453.15      | 0.00%             | 2027-05-10      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7776077.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1977 | PA      | $16.98        | 0.00%             | 2035-11-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9744340.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2361 | PA      | $2310.68      | 0.00%             | 2027-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                         | Prosper Funding LLC, 1701330.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2282 | PA      | $2315.47      | 0.00%             | 2027-01-22      | Fixed         | 16.10%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10401553.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7945 | PA      | $7562.30      | 0.00%             | 2027-08-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10207799.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1517 | PA      | $1303.59      | 0.00%             | 2027-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9156236.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       947 | PA      | $818.91       | 0.00%             | 2026-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2268177.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1392 | PA      | $1365.59      | 0.00%             | 2027-10-17      | Fixed         | 20.82%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8118325.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       347 | PA      | $204.73       | 0.00%             | 2036-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6285826.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11789 | PA      | $0.00         | 0.00%             | 2034-07-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9890888.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1882 | PA      | $1824.16      | 0.00%             | 2027-04-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Cloudera, Inc.                                                              | Cloudera, Inc., First Lien, Initial CME Term Loan                                                 | CUSIP: 74339VAB4<br>LEI: 549300PGONC4JOI0RG62 | Long             | LON              | CORP              | US        |    462577 | PA      | $414295.15    | 0.16%             | 2028-10-09      | Variable      | 7.52%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10411530.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3995 | PA      | $3859.03      | 0.00%             | 2027-08-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2929135.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2494 | PA      | $183.49       | 0.00%             | 2027-04-11      | Fixed         | 20.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10337804.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13612 | PA      | $13055.51     | 0.01%             | 2027-07-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10045194.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2112 | PA      | $2041.92      | 0.00%             | 2027-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6200483.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3807 | PA      | $0.08         | 0.00%             | 2034-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9776074.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3501 | PA      | $3384.59      | 0.00%             | 2027-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7404632.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5041 | PA      | $4.08         | 0.00%             | 2035-07-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2269673.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       236 | PA      | $232.34       | 0.00%             | 2026-12-17      | Fixed         | 24.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9893296.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3280 | PA      | $3194.37      | 0.00%             | 2027-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2784105.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3733 | PA      | $3674.64      | 0.00%             | 2027-03-14      | Fixed         | 11.55%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9323762.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2103 | PA      | $2093.59      | 0.00%             | 2027-01-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9362230.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19413 | PA      | $19050.58     | 0.01%             | 2027-01-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10404816.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22279 | PA      | $20830.07     | 0.01%             | 2027-08-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2782935.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2528 | PA      | $2493.81      | 0.00%             | 2027-03-14      | Fixed         | 30.31%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10121227.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4766 | PA      | $4672.66      | 0.00%             | 2027-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2781024.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1523 | PA      | $1500.36      | 0.00%             | 2027-03-21      | Fixed         | 15.10%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10005499.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1032 | PA      | $985.38       | 0.00%             | 2027-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2476940.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       215 | PA      | $212.51       | 0.00%             | 2027-01-21      | Fixed         | 15.14%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2932952.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1726 | PA      | $1699.06      | 0.00%             | 2027-04-12      | Fixed         | 23.13%                | No            |                  3 | On Loan: No      |
| Alliant Holdings Intermediate LLC                                           | Alliant Holdings Intermediate LLC, First Lien, Initial CME Term Loan                              | CUSIP: 01881UAN5<br>LEI: 5493006Q26653NF8SI73 | Long             | LON              | CORP              | US        |    943232 | PA      | $937067.52    | 0.36%             | 2031-09-19      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8280308.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7492 | PA      | $106.72       | 0.00%             | 2036-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Advancion Sciences, Inc.                                                    | Advancion Sciences, Inc.                                                                          | CUSIP: 499894AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    185256 | PA      | $151446.78    | 0.06%             | 2026-11-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9828554.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     32543 | PA      | $30917.51     | 0.01%             | 2027-03-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                         | Prosper Funding LLC, 1744812.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1666 | PA      | $1666.66      | 0.00%             | 2027-03-24      | Fixed         | 14.70%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10198801.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       737 | PA      | $672.45       | 0.00%             | 2027-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10168573.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28574 | PA      | $27472.95     | 0.01%             | 2027-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10237069.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     72690 | PA      | $64806.91     | 0.03%             | 2027-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9980677.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2857 | PA      | $2798.40      | 0.00%             | 2027-04-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10086434.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1563 | PA      | $1512.60      | 0.00%             | 2027-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10133546.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12707 | PA      | $12399.09     | 0.00%             | 2027-05-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8854037.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     45873 | PA      | $922.44       | 0.00%             | 2026-09-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-11693943.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7860 | PA      | $7928.81      | 0.00%             | 2027-02-06      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2780995.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4791 | PA      | $3071.99      | 0.00%             | 2027-03-14      | Fixed         | 25.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW1890284.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       254 | PA      | $251.32       | 0.00%             | 2026-10-21      | Fixed         | 30.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9631218.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3807 | PA      | $3753.78      | 0.00%             | 2027-02-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10441423.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2930 | PA      | $2807.44      | 0.00%             | 2027-08-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp.                               | CCO Holdings LLC / CCO Holdings Capital Corp.                                                     | CUSIP: 1248EPCU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    580000 | PA      | $582174.59    | 0.22%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10320706.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2758 | PA      | $2276.24      | 0.00%             | 2027-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9316895.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13203 | PA      | $13014.33     | 0.01%             | 2027-01-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10230418.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5906 | PA      | $5625.79      | 0.00%             | 2027-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9919114.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7658 | PA      | $7518.87      | 0.00%             | 2027-04-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                         | Prosper Funding LLC, 1751044.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9021 | PA      | $8992.81      | 0.00%             | 2027-10-15      | Fixed         | 14.70%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10335469.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3156 | PA      | $2882.90      | 0.00%             | 2027-07-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10212157.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11809 | PA      | $8545.72      | 0.00%             | 2027-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10606891.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2291 | PA      | $2127.07      | 0.00%             | 2027-09-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10401101.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       662 | PA      | $622.21       | 0.00%             | 2027-08-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9982801.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2057 | PA      | $1982.23      | 0.00%             | 2027-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9258787.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2825 | PA      | $2760.50      | 0.00%             | 2026-12-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9316813.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1439 | PA      | $1418.53      | 0.00%             | 2027-01-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10171722.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1810 | PA      | $1534.45      | 0.00%             | 2027-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6812718.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8680 | PA      | $0.00         | 0.00%             | 2035-01-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10427906.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2148 | PA      | $1992.26      | 0.00%             | 2027-08-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9300518.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6206 | PA      | $31.10        | 0.00%             | 2027-01-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2782134.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3413 | PA      | $3378.88      | 0.00%             | 2027-08-14      | Fixed         | 15.23%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2781108.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1126 | PA      | $1110.13      | 0.00%             | 2027-03-14      | Fixed         | 28.46%                | No            |                  3 | On Loan: No      |
| Dornoch Debt Merger Sub, Inc.                                               | Dornoch Debt Merger Sub, Inc.                                                                     | CUSIP: 25830JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1564023.83   | 0.60%             | 2029-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10416399.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17673 | PA      | $16840.56     | 0.01%             | 2027-08-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2781769.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6156 | PA      | $6026.62      | 0.00%             | 2027-08-14      | Fixed         | 7.86%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2654911.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       503 | PA      | $497.03       | 0.00%             | 2027-02-18      | Fixed         | 16.77%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2017313.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       940 | PA      | $923.74       | 0.00%             | 2026-11-10      | Fixed         | 25.23%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6747289.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3359 | PA      | $0.00         | 0.00%             | 2034-12-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9801022.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       652 | PA      | $637.45       | 0.00%             | 2027-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8997888.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3598 | PA      | $2619.03      | 0.00%             | 2026-10-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Barings CLO Ltd.                                                            | Barings CLO Ltd., Series 2021-3A, Class AR                                                        | CUSIP: 06762TAL5<br>LEI: 549300V1VT2NXKFG0H98 | Long             | ABS-CBDO         | CORP              | KY        |   1400000 | PA      | $1400460.27   | 0.54%             | 2035-01-18      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10200596.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2429 | PA      | $2323.65      | 0.00%             | 2027-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10101328.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1349 | PA      | $1312.13      | 0.00%             | 2027-05-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10295870.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5756 | PA      | $5490.52      | 0.00%             | 2027-07-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                         | Prosper Funding LLC, 1740997.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9597 | PA      | $372.21       | 0.00%             | 2027-03-23      | Fixed         | 16.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6939326.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8134 | PA      | $0.00         | 0.00%             | 2035-02-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L1892234.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2320 | PA      | $2292.30      | 0.00%             | 2026-10-21      | Fixed         | 27.37%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10250369.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2320 | PA      | $2248.84      | 0.00%             | 2027-06-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                        | FNMA, 30 Year                                                                                     | CUSIP: 3138WEXT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     65705 | PA      | $61732.69     | 0.02%             | 2045-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9732668.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       962 | PA      | $929.81       | 0.00%             | 2027-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10368950.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4277 | PA      | $4026.71      | 0.00%             | 2027-07-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10514849.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5127 | PA      | $4892.97      | 0.00%             | 2027-08-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Keenova Therapeutics plc                                                    | Keenova Therapeutics plc                                                                          | CUSIP: N/A<br>LEI: 549300LMDE3RUP8Z3L60       | Long             | EC               | CORP              | IE        |      3008 | NS      | $264704.00    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8846040.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       965 | PA      | $716.07       | 0.00%             | 2026-09-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2762807.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       475 | PA      | $306.56       | 0.00%             | 2027-03-14      | Fixed         | 25.04%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10213439.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2258 | PA      | $2188.44      | 0.00%             | 2027-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10468574.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5439 | PA      | $5158.54      | 0.00%             | 2027-08-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9269828.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5444 | PA      | $5336.69      | 0.00%             | 2026-12-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8639729.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       370 | PA      | $351.63       | 0.00%             | 2026-07-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2771055.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3190 | PA      | $3126.59      | 0.00%             | 2028-01-21      | Fixed         | 19.91%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9671204.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2115 | PA      | $1902.38      | 0.00%             | 2027-02-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10237039.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       502 | PA      | $468.44       | 0.00%             | 2027-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9801006.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       870 | PA      | $127.60       | 0.00%             | 2027-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2479183.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1724 | PA      | $1696.75      | 0.00%             | 2027-01-21      | Fixed         | 10.05%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9676797.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4022 | PA      | $3908.48      | 0.00%             | 2027-02-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7179478.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7904 | PA      | $7.57         | 0.00%             | 2035-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2934816.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3129 | PA      | $3084.12      | 0.00%             | 2027-04-12      | Fixed         | 31.17%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW1721156.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3704 | PA      | $3651.71      | 0.00%             | 2026-09-16      | Fixed         | 26.95%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10622211.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14447 | PA      | $13537.05     | 0.01%             | 2027-09-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9903673.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14422 | PA      | $13670.75     | 0.01%             | 2027-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2934719.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4197 | PA      | $4098.28      | 0.00%             | 2027-04-12      | Fixed         | 5.89%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10246034.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1649 | PA      | $1571.96      | 0.00%             | 2027-06-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2780427.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       968 | PA      | $954.00       | 0.00%             | 2027-03-14      | Fixed         | 27.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7873369.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12998 | PA      | $100.78       | 0.00%             | 2035-12-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6828597.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1851 | PA      | $0.00         | 0.00%             | 2035-01-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8503664.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       790 | PA      | $286.45       | 0.00%             | 2026-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10385884.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6645 | PA      | $6354.05      | 0.00%             | 2027-07-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2784087.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1008 | PA      | $993.67       | 0.00%             | 2027-03-14      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9316762.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1324 | PA      | $1295.82      | 0.00%             | 2027-01-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                         | Prosper Funding LLC, 1714540.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4083 | PA      | $4086.14      | 0.00%             | 2027-02-15      | Fixed         | 11.20%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10217526.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2689 | PA      | $2485.99      | 0.00%             | 2027-06-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9611100.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       944 | PA      | $859.31       | 0.00%             | 2027-01-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8012289.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8215 | PA      | $75.69        | 0.00%             | 2036-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10402961.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9934 | PA      | $9517.20      | 0.00%             | 2027-08-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9248019.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1457 | PA      | $1437.36      | 0.00%             | 2026-12-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10480920.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7104 | PA      | $6771.30      | 0.00%             | 2027-08-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10195417.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16637 | PA      | $15642.50     | 0.01%             | 2027-06-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8954264.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14234 | PA      | $12063.79     | 0.00%             | 2026-10-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                      | UGCard, 992003469.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2028-02-08      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9945973.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20292 | PA      | $18009.59     | 0.01%             | 2027-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2018097.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       363 | PA      | $357.26       | 0.00%             | 2026-11-10      | Fixed         | 28.20%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-12758093.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4370 | PA      | $4419.76      | 0.00%             | 2027-03-29      | Fixed         | 8.99%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9855718.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6911 | PA      | $6752.37      | 0.00%             | 2027-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10068892.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6560 | PA      | $6329.60      | 0.00%             | 2027-05-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10224945.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16107 | PA      | $12753.96     | 0.00%             | 2027-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10252651.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1319 | PA      | $1233.19      | 0.00%             | 2027-06-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6499066.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2376 | PA      | $0.00         | 0.00%             | 2034-09-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8691252.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       593 | PA      | $257.24       | 0.00%             | 2026-08-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10302014.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5275 | PA      | $5063.22      | 0.00%             | 2027-07-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9007774.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5541 | PA      | $1247.22      | 0.00%             | 2026-10-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10614940.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5580 | PA      | $5230.90      | 0.00%             | 2027-09-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10532043.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12503 | PA      | $11502.35     | 0.00%             | 2027-08-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2256936.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3749 | PA      | $3690.18      | 0.00%             | 2026-12-16      | Fixed         | 11.09%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                         | Prosper Funding LLC, 1744568.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3290 | PA      | $3280.08      | 0.00%             | 2027-04-20      | Fixed         | 12.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9968758.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1882 | PA      | $1845.84      | 0.00%             | 2027-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10229339.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5243 | PA      | $3090.57      | 0.00%             | 2027-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10356904.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     32050 | PA      | $29549.35     | 0.01%             | 2027-07-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9726253.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1457 | PA      | $1094.49      | 0.00%             | 2027-02-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2787016.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8278 | PA      | $8178.69      | 0.00%             | 2027-08-14      | Fixed         | 28.75%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9208893.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3232 | PA      | $797.90       | 0.00%             | 2026-12-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                         | Prosper Funding LLC, 1742146.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2390 | PA      | $2391.97      | 0.00%             | 2027-03-31      | Fixed         | 10.70%                | No            |                  3 | On Loan: No      |
| UGCard                                                                      | UGCard, 992083215.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        61 | PA      | $63.71        | 0.00%             | 2026-10-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10389292.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5752 | PA      | $5357.94      | 0.00%             | 2027-07-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10276345.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1687 | PA      | $1626.57      | 0.00%             | 2027-07-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10587395.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8452 | PA      | $7684.59      | 0.00%             | 2027-09-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10313065.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       471 | PA      | $450.00       | 0.00%             | 2027-07-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8938614.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33431 | PA      | $797.36       | 0.00%             | 2026-10-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9858730.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6138 | PA      | $5841.82      | 0.00%             | 2027-03-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Altice France SA                                                            | Altice France SA                                                                                  | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             |  | CORP              | FR        |      1671 | NS      | $24625.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2925660.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       438 | PA      | $430.49       | 0.00%             | 2027-09-11      | Fixed         | 12.92%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10604317.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2011 | PA      | $1850.26      | 0.00%             | 2027-09-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10567941.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9447 | PA      | $8863.17      | 0.00%             | 2027-09-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10276094.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27525 | PA      | $25977.49     | 0.01%             | 2027-07-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10340090.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1754 | PA      | $1670.50      | 0.00%             | 2027-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7529705.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9719 | PA      | $47.90        | 0.00%             | 2035-08-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10031787.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7455 | PA      | $7047.89      | 0.00%             | 2027-05-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2786123.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1203 | PA      | $1183.02      | 0.00%             | 2027-08-14      | Fixed         | 20.87%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7302660.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1300 | PA      | $0.99         | 0.00%             | 2035-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2262690.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1651 | PA      | $1625.35      | 0.00%             | 2026-12-16      | Fixed         | 13.04%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10587189.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8970 | PA      | $8357.31      | 0.00%             | 2027-09-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2782447.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5293 | PA      | $5194.01      | 0.00%             | 2027-03-14      | Fixed         | 9.67%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9706759.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       383 | PA      | $378.28       | 0.00%             | 2027-02-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10172149.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8537 | PA      | $8433.94      | 0.00%             | 2027-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9821477.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6275 | PA      | $6082.48      | 0.00%             | 2027-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7006543.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5929 | PA      | $0.36         | 0.00%             | 2035-03-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10175258.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2057 | PA      | $1919.85      | 0.00%             | 2027-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8795309.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6279 | PA      | $5340.85      | 0.00%             | 2026-09-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10638924.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11831 | PA      | $11015.18     | 0.00%             | 2027-09-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10007779.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5835 | PA      | $5691.61      | 0.00%             | 2027-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8308013.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       523 | PA      | $215.69       | 0.00%             | 2036-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9726092.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2150 | PA      | $2072.55      | 0.00%             | 2027-02-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9275676.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1232 | PA      | $822.66       | 0.00%             | 2026-12-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10311330.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14497 | PA      | $13885.99     | 0.01%             | 2027-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10291074.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9163 | PA      | $8748.60      | 0.00%             | 2027-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2782406.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       465 | PA      | $458.32       | 0.00%             | 2027-03-14      | Fixed         | 24.86%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9273958.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1618 | PA      | $1567.04      | 0.00%             | 2026-12-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10586594.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4601 | PA      | $4316.09      | 0.00%             | 2027-09-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8903915.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       629 | PA      | $419.98       | 0.00%             | 2026-09-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10050369.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2135 | PA      | $2080.04      | 0.00%             | 2027-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10287238.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6936 | PA      | $6542.83      | 0.00%             | 2027-07-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10584992.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     77976 | PA      | $73146.70     | 0.03%             | 2027-09-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9317393.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       334 | PA      | $295.48       | 0.00%             | 2027-01-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9891933.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22125 | PA      | $21054.93     | 0.01%             | 2027-04-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8555629.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6193 | PA      | $3924.92      | 0.00%             | 2026-07-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6913617.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11248 | PA      | $0.00         | 0.00%             | 2035-02-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6749151.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2209 | PA      | $0.00         | 0.00%             | 2034-12-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10352485.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11610 | PA      | $11053.73     | 0.00%             | 2027-07-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8691436.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1928 | PA      | $1727.36      | 0.00%             | 2026-08-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                  | LendingClub Corp. - LCX PM, 188040936.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4683 | PA      | $4747.17      | 0.00%             | 2027-04-06      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2784140.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3586 | PA      | $3531.93      | 0.00%             | 2027-03-14      | Fixed         | 21.67%                | No            |                  3 | On Loan: No      |
| UGCard                                                                      | UGCard, 992367182.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                      | UGCard, 992402637.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2025-04-18      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9780076.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33269 | PA      | $31597.41     | 0.01%             | 2027-03-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9822894.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2068 | PA      | $1998.60      | 0.00%             | 2027-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW1722389.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4208 | PA      | $4145.59      | 0.00%             | 2026-09-16      | Fixed         | 21.83%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7843814.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1606 | PA      | $211.83       | 0.00%             | 2035-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10225240.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     52251 | PA      | $50140.76     | 0.02%             | 2027-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9998620.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33582 | PA      | $32714.52     | 0.01%             | 2027-04-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-13438034.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2453 | PA      | $845.31       | 0.00%             | 2027-05-13      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9880918.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1163 | PA      | $1136.84      | 0.00%             | 2027-04-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6153438.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7548 | PA      | $0.31         | 0.00%             | 2034-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10039099.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12480 | PA      | $11086.55     | 0.00%             | 2027-05-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8990399.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       567 | PA      | $516.07       | 0.00%             | 2026-10-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10569745.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     54702 | PA      | $51289.80     | 0.02%             | 2027-09-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10226148.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     61157 | PA      | $54998.28     | 0.02%             | 2027-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10337736.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1817 | PA      | $1727.54      | 0.00%             | 2027-07-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10058023.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10855 | PA      | $10519.89     | 0.00%             | 2027-05-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10412784.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10934 | PA      | $10329.66     | 0.00%             | 2027-08-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9184136.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       556 | PA      | $456.73       | 0.00%             | 2026-12-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10322061.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7194 | PA      | $6581.69      | 0.00%             | 2027-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2787246.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       588 | PA      | $577.20       | 0.00%             | 2027-03-14      | Fixed         | 8.50%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9774110.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1073 | PA      | $1058.60      | 0.00%             | 2027-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9012381.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1011 | PA      | $482.06       | 0.00%             | 2026-10-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10441585.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10039 | PA      | $9570.76      | 0.00%             | 2027-08-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9719339.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3162 | PA      | $2734.03      | 0.00%             | 2027-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2785536.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8665 | PA      | $8558.63      | 0.00%             | 2027-08-28      | Fixed         | 27.43%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10399117.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14491 | PA      | $13822.97     | 0.01%             | 2027-07-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10075144.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1069 | PA      | $1047.77      | 0.00%             | 2027-05-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10336783.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9289 | PA      | $8298.11      | 0.00%             | 2027-07-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7491010.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5510 | PA      | $14.62        | 0.00%             | 2035-08-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L1890982.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1145 | PA      | $1133.78      | 0.00%             | 2026-10-21      | Fixed         | 16.75%                | No            |                  3 | On Loan: No      |
| WESCO Distribution, Inc.                                                    | WESCO Distribution, Inc.                                                                          | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    625000 | PA      | $637263.75    | 0.25%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9316618.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7053 | PA      | $5568.98      | 0.00%             | 2027-01-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9843745.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1707 | PA      | $1435.34      | 0.00%             | 2027-03-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9875748.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6873 | PA      | $6644.74      | 0.00%             | 2027-04-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-10453183.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7060 | PA      | $7132.17      | 0.00%             | 2026-11-07      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8478806.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5017 | PA      | $3682.18      | 0.00%             | 2026-06-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9978433.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4531 | PA      | $4435.30      | 0.00%             | 2027-04-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2653746.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       609 | PA      | $600.85       | 0.00%             | 2027-02-18      | Fixed         | 30.93%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6026172.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       322 | PA      | $0.00         | 0.00%             | 2034-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10598371.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19364 | PA      | $18038.44     | 0.01%             | 2027-09-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8438415.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5967 | PA      | $95.50        | 0.00%             | 2026-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9236589.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3122 | PA      | $2919.95      | 0.00%             | 2026-12-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7736498.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3086 | PA      | $22.94        | 0.00%             | 2035-10-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10201968.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2220 | PA      | $2196.87      | 0.00%             | 2027-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9829485.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13192 | PA      | $12241.63     | 0.00%             | 2027-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9138929.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       352 | PA      | $350.92       | 0.00%             | 2026-11-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10532607.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9138 | PA      | $8576.44      | 0.00%             | 2027-08-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2931075.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3512 | PA      | $3454.40      | 0.00%             | 2027-04-11      | Fixed         | 11.12%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2930708.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       397 | PA      | $390.77       | 0.00%             | 2027-04-11      | Fixed         | 30.94%                | No            |                  3 | On Loan: No      |
| FHLMC                                                                       | FHLMC Gold Pool, 20 Year                                                                          | CUSIP: 3128CUMW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6003 | PA      | $6212.89      | 0.00%             | 2027-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8952934.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1774 | PA      | $1211.26      | 0.00%             | 2026-10-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9808352.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       235 | PA      | $231.45       | 0.00%             | 2027-03-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10241537.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27581 | PA      | $24659.59     | 0.01%             | 2027-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9752911.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17638 | PA      | $17306.59     | 0.01%             | 2027-03-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9213965.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       214 | PA      | $212.80       | 0.00%             | 2026-12-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10343780.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1776 | PA      | $1634.42      | 0.00%             | 2027-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9941494.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4475 | PA      | $4385.90      | 0.00%             | 2027-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9135850.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2993 | PA      | $69.38        | 0.00%             | 2026-11-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9904309.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5394 | PA      | $5275.92      | 0.00%             | 2027-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10533820.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1119 | PA      | $997.75       | 0.00%             | 2027-09-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10263166.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16240 | PA      | $14667.36     | 0.01%             | 2027-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6443946.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2284 | PA      | $0.00         | 0.00%             | 2034-08-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2780204.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2856 | PA      | $2816.88      | 0.00%             | 2027-03-17      | Fixed         | 20.34%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10493889.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19515 | PA      | $18563.13     | 0.01%             | 2027-08-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8627969.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       625 | PA      | $608.07       | 0.00%             | 2026-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8928581.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1441 | PA      | $962.42       | 0.00%             | 2026-10-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8942705.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29763 | PA      | $485.06       | 0.00%             | 2026-10-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10233323.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2616 | PA      | $2515.98      | 0.00%             | 2027-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9324153.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4719 | PA      | $4650.97      | 0.00%             | 2027-01-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9827853.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1442 | PA      | $1406.85      | 0.00%             | 2027-03-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2764977.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2536 | PA      | $2488.51      | 0.00%             | 2027-03-14      | Fixed         | 8.36%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10297161.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     59248 | PA      | $56913.79     | 0.02%             | 2027-07-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| McAfee Corp.                                                                | McAfee Corp.                                                                                      | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1075472.19   | 0.42%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8937695.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17604 | PA      | $8823.41      | 0.00%             | 2026-10-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9807880.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11264 | PA      | $10951.06     | 0.00%             | 2027-03-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                         | Prosper Funding LLC, 1653347.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2643 | PA      | $0.00         | 0.00%             | 2026-11-09      | Fixed         | 10.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7579146.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         8 | PA      | $0.01         | 0.00%             | 2035-09-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10170235.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6128 | PA      | $5921.25      | 0.00%             | 2027-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9780657.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6718 | PA      | $6612.66      | 0.00%             | 2027-03-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10372298.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       527 | PA      | $496.51       | 0.00%             | 2027-07-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-15020512.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2432 | PA      | $2441.00      | 0.00%             | 2026-07-15      | Fixed         | 10.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9358611.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1697 | PA      | $1664.86      | 0.00%             | 2027-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8049065.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31089 | PA      | $4896.50      | 0.00%             | 2036-02-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Murray Energy Corp.                                                         | Murray Energy Corp.                                                                               | CUSIP: 62704PAM5<br>LEI: 549300WM5IIFYHZYTT63 | Long             | DBT              | CORP              | US        |    606187 | PA      | $0.00         | 0.00%             | 2024-04-15      | Fixed         | 12.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2933956.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2246 | PA      | $2222.65      | 0.00%             | 2027-04-12      | Fixed         | 18.85%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9249904.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       254 | PA      | $243.14       | 0.00%             | 2026-12-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10496350.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2258 | PA      | $2159.18      | 0.00%             | 2027-08-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6999659.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6547 | PA      | $0.17         | 0.00%             | 2035-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                      | UGCard, 992367245.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10504205.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9015 | PA      | $8612.90      | 0.00%             | 2027-08-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8809654.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3233 | PA      | $3030.49      | 0.00%             | 2026-09-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8677765.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8279 | PA      | $6612.96      | 0.00%             | 2026-07-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10637599.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11219 | PA      | $10268.74     | 0.00%             | 2027-09-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9071058.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3037 | PA      | $551.68       | 0.00%             | 2026-11-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10252719.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1779 | PA      | $1743.71      | 0.00%             | 2027-06-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2781089.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1336 | PA      | $1315.17      | 0.00%             | 2027-03-14      | Fixed         | 12.27%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8775795.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4668 | PA      | $2896.97      | 0.00%             | 2026-08-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10236110.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23472 | PA      | $22686.93     | 0.01%             | 2027-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10503722.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12467 | PA      | $11902.38     | 0.00%             | 2027-08-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10079048.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1618 | PA      | $1450.81      | 0.00%             | 2027-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9819806.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5126 | PA      | $5011.62      | 0.00%             | 2027-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9365388.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3938 | PA      | $2938.08      | 0.00%             | 2027-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10140560.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1233 | PA      | $1192.65      | 0.00%             | 2027-05-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10406329.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       427 | PA      | $404.97       | 0.00%             | 2027-08-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2934014.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4560 | PA      | $4487.69      | 0.00%             | 2027-04-12      | Fixed         | 14.43%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10302139.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2736 | PA      | $2598.40      | 0.00%             | 2027-07-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                      | UGCard, 992345531.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2025-04-20      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10366215.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12488 | PA      | $10441.87     | 0.00%             | 2027-07-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10148857.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       867 | PA      | $686.49       | 0.00%             | 2027-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9753667.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1517 | PA      | $1490.10      | 0.00%             | 2027-03-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9920939.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       324 | PA      | $314.10       | 0.00%             | 2027-04-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10115191.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2619 | PA      | $2477.41      | 0.00%             | 2027-05-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6362559.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26180 | PA      | $0.57         | 0.00%             | 2034-07-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2782017.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       942 | PA      | $526.91       | 0.00%             | 2027-08-14      | Fixed         | 25.54%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9214350.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7103 | PA      | $124.85       | 0.00%             | 2026-12-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-10063830.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7303 | PA      | $7382.05      | 0.00%             | 2026-08-16      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10577632.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10827 | PA      | $9705.63      | 0.00%             | 2027-09-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10532960.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6078 | PA      | $5704.91      | 0.00%             | 2027-08-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10449516.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8998 | PA      | $8592.11      | 0.00%             | 2027-08-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2934093.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1024 | PA      | $1009.43      | 0.00%             | 2027-04-12      | Fixed         | 20.12%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9962665.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9967 | PA      | $9527.44      | 0.00%             | 2027-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9941807.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6885 | PA      | $2091.57      | 0.00%             | 2027-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9789459.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25383 | PA      | $22199.35     | 0.01%             | 2027-03-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9972544.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10599 | PA      | $10216.68     | 0.00%             | 2027-04-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9989529.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2645 | PA      | $2373.10      | 0.00%             | 2027-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10616750.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5709 | PA      | $5191.09      | 0.00%             | 2027-09-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9046420.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5812 | PA      | $5702.12      | 0.00%             | 2026-11-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L1893140.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       276 | PA      | $272.63       | 0.00%             | 2026-10-21      | Fixed         | 24.95%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9678402.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1263 | PA      | $1250.94      | 0.00%             | 2027-02-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-13051907.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3466 | PA      | $3635.45      | 0.00%             | 2027-05-26      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| Jefferson Capital Holdings LLC                                              | Jefferson Capital Holdings LLC                                                                    | CUSIP: 472481AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1469956.60   | 0.57%             | 2029-02-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10196609.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3849 | PA      | $3726.64      | 0.00%             | 2027-06-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10547269.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2891 | PA      | $2643.35      | 0.00%             | 2027-09-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2933292.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2888 | PA      | $2847.26      | 0.00%             | 2027-04-12      | Fixed         | 10.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6021095.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1600 | PA      | $0.00         | 0.00%             | 2034-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9693968.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3635 | PA      | $2768.81      | 0.00%             | 2027-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9812437.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13769 | PA      | $13381.18     | 0.01%             | 2027-03-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10537970.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4783 | PA      | $4464.80      | 0.00%             | 2027-09-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10074919.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16497 | PA      | $16061.22     | 0.01%             | 2027-05-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8536360.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7315 | PA      | $91.71        | 0.00%             | 2026-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                      | UGCard, 992109536.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9624832.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       860 | PA      | $851.85       | 0.00%             | 2027-01-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7002848.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2390 | PA      | $0.18         | 0.00%             | 2035-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9357873.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       365 | PA      | $353.93       | 0.00%             | 2027-01-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10517751.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5448 | PA      | $5115.99      | 0.00%             | 2027-08-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10227605.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       954 | PA      | $915.27       | 0.00%             | 2027-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9148759.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1471 | PA      | $1434.18      | 0.00%             | 2026-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10496203.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9690 | PA      | $9263.82      | 0.00%             | 2027-08-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9835976.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6457 | PA      | $6301.24      | 0.00%             | 2027-03-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2267939.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       827 | PA      | $817.17       | 0.00%             | 2027-05-17      | Fixed         | 17.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10275264.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3574 | PA      | $3424.37      | 0.00%             | 2027-07-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10012329.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2223 | PA      | $2164.32      | 0.00%             | 2027-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10090610.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7321 | PA      | $7091.13      | 0.00%             | 2027-05-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9651040.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20752 | PA      | $19616.61     | 0.01%             | 2027-02-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8973251.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     40783 | PA      | $918.58       | 0.00%             | 2026-10-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9329603.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2674 | PA      | $2004.00      | 0.00%             | 2027-01-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10052395.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10893 | PA      | $10669.45     | 0.00%             | 2027-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10135759.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6801 | PA      | $6571.45      | 0.00%             | 2027-05-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2782699.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13124 | PA      | $937.19       | 0.00%             | 2027-08-14      | Fixed         | 16.54%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2016976.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1946 | PA      | $381.52       | 0.00%             | 2028-11-10      | Fixed         | 17.93%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10210882.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2520 | PA      | $2454.49      | 0.00%             | 2027-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2783739.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1830 | PA      | $1797.51      | 0.00%             | 2027-03-14      | Fixed         | 8.99%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7153431.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21694 | PA      | $0.00         | 0.00%             | 2035-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7324812.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       705 | PA      | $0.61         | 0.00%             | 2035-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10067519.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       893 | PA      | $879.04       | 0.00%             | 2027-05-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9354437.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1524 | PA      | $1497.61      | 0.00%             | 2027-01-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10079038.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       745 | PA      | $707.48       | 0.00%             | 2027-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Primo Brands Corp.                                                          | Primo Brands Corp., First Lien, 2025 Refinancing CME Term Loan                                    | CUSIP: 89678QAD8<br>LEI: 254900J0WS4AXV2LAX55 | Long             | LON              | CORP              | US        |    550705 | PA      | $551897.09    | 0.21%             | 2028-03-31      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9738586.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4593 | PA      | $4460.74      | 0.00%             | 2027-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9977429.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14244 | PA      | $13643.21     | 0.01%             | 2027-04-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7667419.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4894 | PA      | $41.63        | 0.00%             | 2035-10-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2928194.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       457 | PA      | $448.83       | 0.00%             | 2027-04-11      | Fixed         | 25.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10129784.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6712 | PA      | $6433.25      | 0.00%             | 2027-05-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                  | LendingClub Corp. - LCX PM, 185367638.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9206 | PA      | $9385.31      | 0.00%             | 2028-01-24      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6493807.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       798 | PA      | $0.00         | 0.00%             | 2034-09-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2934068.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1536 | PA      | $1511.75      | 0.00%             | 2027-04-12      | Fixed         | 15.16%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10450100.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     34218 | PA      | $32690.35     | 0.01%             | 2027-08-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6814457.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       231 | PA      | $0.04         | 0.00%             | 2035-01-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10318678.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5588 | PA      | $5364.23      | 0.00%             | 2027-07-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9187167.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6944 | PA      | $6529.24      | 0.00%             | 2026-12-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10262846.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7925 | PA      | $7327.43      | 0.00%             | 2027-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8257962.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5410 | PA      | $2696.96      | 0.00%             | 2036-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10461432.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4808 | PA      | $4548.45      | 0.00%             | 2027-08-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8996591.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1382 | PA      | $410.89       | 0.00%             | 2026-10-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10086407.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4137 | PA      | $3970.68      | 0.00%             | 2027-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10243043.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17400 | PA      | $14109.11     | 0.01%             | 2027-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2929501.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6852 | PA      | $6717.21      | 0.00%             | 2027-04-11      | Fixed         | 8.87%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10344192.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6862 | PA      | $6565.54      | 0.00%             | 2027-07-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10182057.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7388 | PA      | $7142.15      | 0.00%             | 2027-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7361225.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       470 | PA      | $0.16         | 0.00%             | 2035-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10253337.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13104 | PA      | $8158.82      | 0.00%             | 2027-06-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8765282.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1761 | PA      | $554.57       | 0.00%             | 2026-08-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9067602.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1418 | PA      | $1037.68      | 0.00%             | 2026-11-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9281812.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6146 | PA      | $125.36       | 0.00%             | 2027-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10008316.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1299 | PA      | $1217.28      | 0.00%             | 2027-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10566133.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9008 | PA      | $8453.63      | 0.00%             | 2027-09-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9629665.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       202 | PA      | $199.92       | 0.00%             | 2027-02-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9183934.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6158 | PA      | $5867.21      | 0.00%             | 2026-12-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10606825.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3487 | PA      | $3195.29      | 0.00%             | 2027-09-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10547115.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10885 | PA      | $9917.02      | 0.00%             | 2027-09-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10039316.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2500 | PA      | $2410.65      | 0.00%             | 2027-05-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10083249.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5875 | PA      | $5589.56      | 0.00%             | 2027-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9240446.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8876 | PA      | $8463.34      | 0.00%             | 2026-12-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2930583.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11699 | PA      | $11470.07     | 0.00%             | 2027-04-11      | Fixed         | 9.81%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2931011.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       569 | PA      | $560.12       | 0.00%             | 2027-04-11      | Fixed         | 25.45%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10464632.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6068 | PA      | $5704.25      | 0.00%             | 2027-08-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8740604.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6686 | PA      | $66.65        | 0.00%             | 2026-08-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10617414.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18575 | PA      | $17392.59     | 0.01%             | 2027-09-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2779230.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3324 | PA      | $3277.71      | 0.00%             | 2027-03-14      | Fixed         | 29.54%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10660468.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1607 | PA      | $1487.66      | 0.00%             | 2027-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9204844.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2853 | PA      | $2710.70      | 0.00%             | 2026-12-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10311390.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33700 | PA      | $32373.55     | 0.01%             | 2027-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9903923.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11023 | PA      | $10790.17     | 0.00%             | 2027-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7805048.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       504 | PA      | $4.80         | 0.00%             | 2035-11-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10622843.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     48001 | PA      | $44324.79     | 0.02%             | 2027-09-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                           | Venture Global Calcasieu Pass LLC                                                                 | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    300000 | PA      | $285298.17    | 0.11%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10136558.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3504 | PA      | $3195.69      | 0.00%             | 2027-05-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2111816.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       533 | PA      | $527.85       | 0.00%             | 2026-11-24      | Fixed         | 30.78%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6968688.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15914 | PA      | $0.27         | 0.00%             | 2035-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10502326.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3172 | PA      | $2948.78      | 0.00%             | 2027-08-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2932542.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5422 | PA      | $5334.78      | 0.00%             | 2027-04-12      | Fixed         | 22.30%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10228801.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1548 | PA      | $1480.26      | 0.00%             | 2027-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10583851.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10094 | PA      | $9466.32      | 0.00%             | 2027-09-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2654620.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1026 | PA      | $1010.28      | 0.00%             | 2027-02-18      | Fixed         | 20.83%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2934330.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3154 | PA      | $3105.40      | 0.00%             | 2027-04-12      | Fixed         | 17.26%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-14421841.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4404 | PA      | $4546.32      | 0.00%             | 2027-07-15      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9935721.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1412 | PA      | $1277.05      | 0.00%             | 2027-04-15      | None          | 0.00%                 | No            |                  3 | 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        |    696476 | PA      | $169765.99    | 0.07%             | 2026-06-29      | Variable      | 13.67%                | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10138146.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3690 | PA      | $3599.80      | 0.00%             | 2027-05-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10495641.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22049 | PA      | $21086.82     | 0.01%             | 2027-08-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9119239.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2622 | PA      | $2563.52      | 0.00%             | 2026-11-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9856818.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2149 | PA      | $2121.63      | 0.00%             | 2027-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10575802.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1894 | PA      | $1728.53      | 0.00%             | 2027-09-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9679660.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6496 | PA      | $6343.47      | 0.00%             | 2027-02-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10173489.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1393 | PA      | $1350.55      | 0.00%             | 2027-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8762539.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       786 | PA      | $474.54       | 0.00%             | 2026-08-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10127250.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16112 | PA      | $15616.71     | 0.01%             | 2027-05-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9951854.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2259 | PA      | $2189.55      | 0.00%             | 2027-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9083172.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33618 | PA      | $20764.54     | 0.01%             | 2026-11-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9698273.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2681 | PA      | $2643.22      | 0.00%             | 2027-02-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7781198.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4074 | PA      | $22.49        | 0.00%             | 2035-11-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10230262.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17785 | PA      | $17006.21     | 0.01%             | 2027-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10233308.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1203 | PA      | $1025.93      | 0.00%             | 2027-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9026229.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1576 | PA      | $371.23       | 0.00%             | 2026-10-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10492288.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2828 | PA      | $2690.70      | 0.00%             | 2027-08-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8392094.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2535 | PA      | $1757.53      | 0.00%             | 2026-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9298873.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       809 | PA      | $798.02       | 0.00%             | 2027-01-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10058901.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13757 | PA      | $13266.56     | 0.01%             | 2027-05-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2018074.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1250 | PA      | $1228.19      | 0.00%             | 2026-11-10      | Fixed         | 23.36%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10311727.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1997 | PA      | $1767.70      | 0.00%             | 2027-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6382230.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1124 | PA      | $0.00         | 0.00%             | 2034-08-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10047180.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22194 | PA      | $21420.84     | 0.01%             | 2027-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10229279.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2759 | PA      | $2712.03      | 0.00%             | 2027-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10293452.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7322 | PA      | $4605.66      | 0.00%             | 2027-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9305554.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1852 | PA      | $1586.99      | 0.00%             | 2027-01-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10538195.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1464 | PA      | $1292.42      | 0.00%             | 2027-09-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10512435.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3203 | PA      | $3058.75      | 0.00%             | 2027-08-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10140020.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6807 | PA      | $3301.24      | 0.00%             | 2027-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10407034.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2842 | PA      | $2681.41      | 0.00%             | 2027-08-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7250972.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       729 | PA      | $51.62        | 0.00%             | 2035-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9851320.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16813 | PA      | $16124.52     | 0.01%             | 2027-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2783630.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7497 | PA      | $7422.24      | 0.00%             | 2027-03-14      | Fixed         | 16.79%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10411461.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4955 | PA      | $4764.16      | 0.00%             | 2027-08-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10605898.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16317 | PA      | $15293.78     | 0.01%             | 2027-09-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10146086.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2562 | PA      | $2471.26      | 0.00%             | 2027-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9642334.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3964 | PA      | $3836.68      | 0.00%             | 2027-02-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2480346.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       622 | PA      | $44.98        | 0.00%             | 2027-01-21      | Fixed         | 8.56%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10013891.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       752 | PA      | $734.24       | 0.00%             | 2027-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8381346.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       253 | PA      | $184.80       | 0.00%             | 2026-05-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2266887.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1409 | PA      | $1392.58      | 0.00%             | 2026-12-16      | Fixed         | 15.02%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9843868.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     53418 | PA      | $51885.88     | 0.02%             | 2027-03-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10120934.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2455 | PA      | $2116.48      | 0.00%             | 2027-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-10105795.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3137 | PA      | $3231.85      | 0.00%             | 2026-08-17      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7701859.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1772 | PA      | $8.18         | 0.00%             | 2035-10-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10500722.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19182 | PA      | $16650.88     | 0.01%             | 2027-08-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7249579.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9581 | PA      | $1.68         | 0.00%             | 2035-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9858716.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1614 | PA      | $1079.07      | 0.00%             | 2027-03-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8691057.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1988 | PA      | $19.78        | 0.00%             | 2026-08-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10128846.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3758 | PA      | $3652.48      | 0.00%             | 2027-05-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9751031.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3145 | PA      | $2291.87      | 0.00%             | 2027-03-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10462359.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15887 | PA      | $15125.25     | 0.01%             | 2027-08-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10370288.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4629 | PA      | $4384.89      | 0.00%             | 2027-07-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                      | UGCard, 992068136.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2025-03-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| PetSmart LLC / PetSmart Finance Corp.                                       | PetSmart LLC / PetSmart Finance Corp.                                                             | CUSIP: 71677KAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    725000 | PA      | $729070.88    | 0.28%             | 2032-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8472904.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1320 | PA      | $611.64       | 0.00%             | 2026-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10100533.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1610 | PA      | $920.60       | 0.00%             | 2027-05-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9586704.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1804 | PA      | $1758.30      | 0.00%             | 2027-01-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8515165.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       583 | PA      | $390.99       | 0.00%             | 2026-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10416063.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3401 | PA      | $3225.94      | 0.00%             | 2027-08-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7112613.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5163 | PA      | $0.00         | 0.00%             | 2035-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10622473.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5195 | PA      | $4869.26      | 0.00%             | 2027-09-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10030660.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2168 | PA      | $2072.69      | 0.00%             | 2027-05-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9738856.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5379 | PA      | $5263.44      | 0.00%             | 2027-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2779872.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       437 | PA      | $430.91       | 0.00%             | 2027-03-14      | Fixed         | 12.82%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10320815.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12718 | PA      | $12151.50     | 0.00%             | 2027-07-13      | None          | 0.00%                 | No            |                  3 | 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        |    750000 | PA      | $663243.15    | 0.26%             | 2030-05-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2779712.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       759 | PA      | $748.44       | 0.00%             | 2027-03-14      | Fixed         | 25.35%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10234932.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2737 | PA      | $2557.44      | 0.00%             | 2027-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Acrisure LLC                                                                | Acrisure LLC, First Lien, 2025 Refinancing CME Term Loan, B                                       | CUSIP: 00488PAX3<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |    289781 | PA      | $281268.70    | 0.11%             | 2032-06-21      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10058123.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4958 | PA      | $4363.42      | 0.00%             | 2027-05-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2474491.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1190 | PA      | $400.31       | 0.00%             | 2027-01-20      | Fixed         | 15.90%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9096726.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21402 | PA      | $5677.13      | 0.00%             | 2026-11-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9621902.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6204 | PA      | $6065.45      | 0.00%             | 2027-01-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10213988.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       770 | PA      | $750.78       | 0.00%             | 2027-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10047758.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       487 | PA      | $460.36       | 0.00%             | 2027-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10207816.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1140 | PA      | $1075.62      | 0.00%             | 2027-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10622361.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6789 | PA      | $6361.68      | 0.00%             | 2027-09-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9216439.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14331 | PA      | $11058.87     | 0.00%             | 2026-12-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8449473.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       683 | PA      | $280.40       | 0.00%             | 2026-06-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10472889.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     32003 | PA      | $29528.79     | 0.01%             | 2027-08-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10187225.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13279 | PA      | $12682.18     | 0.00%             | 2027-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9292484.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2962 | PA      | $2926.33      | 0.00%             | 2027-01-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7798166.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20551 | PA      | $94.36        | 0.00%             | 2035-11-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2927833.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       543 | PA      | $535.38       | 0.00%             | 2027-04-11      | Fixed         | 31.18%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9312970.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1809 | PA      | $1767.43      | 0.00%             | 2027-01-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10099289.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     53359 | PA      | $49913.16     | 0.02%             | 2027-05-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9331405.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1285 | PA      | $1247.23      | 0.00%             | 2027-01-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10213752.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5037 | PA      | $3212.45      | 0.00%             | 2027-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10316261.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     45710 | PA      | $40102.58     | 0.02%             | 2027-07-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9210630.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1996 | PA      | $1965.92      | 0.00%             | 2026-12-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6504331.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16006 | PA      | $0.01         | 0.00%             | 2034-09-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9963866.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2510 | PA      | $2342.36      | 0.00%             | 2027-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6672873.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1122 | PA      | $0.00         | 0.00%             | 2034-11-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                         | Prosper Funding LLC, 1650974.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2561 | PA      | $2555.68      | 0.00%             | 2026-11-05      | Fixed         | 11.10%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6662851.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       538 | PA      | $0.08         | 0.00%             | 2034-11-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9973843.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1188 | PA      | $1144.62      | 0.00%             | 2027-04-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10341022.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4735 | PA      | $4459.37      | 0.00%             | 2027-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10245898.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5214 | PA      | $4381.00      | 0.00%             | 2027-06-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2932657.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       469 | PA      | $462.20       | 0.00%             | 2027-04-12      | Fixed         | 30.91%                | No            |                  3 | On Loan: No      |
| Clarios Global LP / Clarios US Finance Co.                                  | Clarios Global LP / Clarios US Finance Co.                                                        | CUSIP: 18060TAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    310000 | PA      | $312675.30    | 0.12%             | 2032-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10458790.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2533 | PA      | $2411.65      | 0.00%             | 2027-08-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10334186.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2988 | PA      | $2866.02      | 0.00%             | 2027-07-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9285598.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5239 | PA      | $5144.23      | 0.00%             | 2027-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10621444.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4388 | PA      | $4111.60      | 0.00%             | 2027-09-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2930022.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       800 | PA      | $787.09       | 0.00%             | 2027-04-11      | Fixed         | 25.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8078030.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       972 | PA      | $527.08       | 0.00%             | 2036-02-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7463465.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9525 | PA      | $6.54         | 0.00%             | 2035-08-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9651036.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1092 | PA      | $194.98       | 0.00%             | 2027-02-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10481221.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6919 | PA      | $6620.48      | 0.00%             | 2027-08-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Commercial Metals Co.                                                       | Commercial Metals Co.                                                                             | CUSIP: 201723AS2<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |    225000 | PA      | $222844.84    | 0.09%             | 2033-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2656874.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       805 | PA      | $796.37       | 0.00%             | 2027-02-18      | Fixed         | 15.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9995281.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4184 | PA      | $4055.82      | 0.00%             | 2027-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9036715.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22333 | PA      | $21744.86     | 0.01%             | 2026-11-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9836320.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       906 | PA      | $874.06       | 0.00%             | 2027-03-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9857198.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4439 | PA      | $4311.75      | 0.00%             | 2027-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9889333.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3077 | PA      | $3006.74      | 0.00%             | 2027-04-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Primo Brands Corp.                                                          | Primo Brands Corp., First Lien, CME Term Loan, B                                                  | CUSIP: 89678QAF3<br>LEI: 254900J0WS4AXV2LAX55 | Long             | LON              | CORP              | US        |    329732 | PA      | $330659.04    | 0.13%             | 2031-03-19      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10011290.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13835 | PA      | $13496.11     | 0.01%             | 2027-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10188362.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3828 | PA      | $3520.84      | 0.00%             | 2027-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10104854.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1806 | PA      | $1183.44      | 0.00%             | 2027-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10320650.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1942 | PA      | $1800.47      | 0.00%             | 2027-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10479539.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1912 | PA      | $1749.76      | 0.00%             | 2027-08-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9941274.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4100 | PA      | $3885.73      | 0.00%             | 2027-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2790024.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       760 | PA      | $54.93        | 0.00%             | 2027-03-14      | Fixed         | 15.07%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10334615.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4145 | PA      | $3814.87      | 0.00%             | 2027-07-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10291379.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22738 | PA      | $21795.60     | 0.01%             | 2027-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10481946.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19958 | PA      | $19031.05     | 0.01%             | 2027-08-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2760019.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       786 | PA      | $775.36       | 0.00%             | 2027-03-14      | Fixed         | 23.32%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2478495.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1849 | PA      | $1806.22      | 0.00%             | 2027-01-21      | Fixed         | 5.12%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9668301.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7941 | PA      | $7746.38      | 0.00%             | 2027-02-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10133097.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30949 | PA      | $29787.52     | 0.01%             | 2027-05-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Structured Asset Investment Loan Trust                                      | Structured Asset Investment Loan Trust, Series 2003-BC2, Class M3                                 | CUSIP: 86358EAQ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     13987 | PA      | $17900.42     | 0.01%             | 2033-04-25      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10323705.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10319 | PA      | $9683.76      | 0.00%             | 2027-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9707251.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4939 | PA      | $2329.46      | 0.00%             | 2027-02-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10202073.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     35864 | PA      | $34932.39     | 0.01%             | 2027-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9636322.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3231 | PA      | $3045.91      | 0.00%             | 2027-02-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10355363.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     62633 | PA      | $60016.16     | 0.02%             | 2027-07-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10390841.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21250 | PA      | $17462.07     | 0.01%             | 2027-07-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9978958.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1552 | PA      | $1451.64      | 0.00%             | 2027-04-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9971799.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       935 | PA      | $913.40       | 0.00%             | 2027-04-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2654132.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4974 | PA      | $4892.91      | 0.00%             | 2027-02-18      | Fixed         | 12.73%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9856409.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3460 | PA      | $3435.08      | 0.00%             | 2027-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10495161.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5557 | PA      | $4903.42      | 0.00%             | 2027-08-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Cornerstone Building Brands, Inc.                                           | Cornerstone Building Brands, Inc., First Lien, CME Term Loan, C                                   | CUSIP: 72431HAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    597911 | PA      | $291182.64    | 0.11%             | 2031-05-15      | Variable      | 8.17%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10320969.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1832 | PA      | $1674.55      | 0.00%             | 2027-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9685261.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1068 | PA      | $1046.96      | 0.00%             | 2027-02-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10112902.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6692 | PA      | $6526.51      | 0.00%             | 2027-05-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10326555.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15765 | PA      | $15026.10     | 0.01%             | 2027-07-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                         | Prosper Funding LLC, 1673528.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5405 | PA      | $5487.65      | 0.00%             | 2026-12-16      | Fixed         | 19.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2015923.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1850 | PA      | $1819.70      | 0.00%             | 2026-11-10      | Fixed         | 30.28%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10224902.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1676 | PA      | $1498.23      | 0.00%             | 2027-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10028703.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1196 | PA      | $1104.71      | 0.00%             | 2027-05-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10277841.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2760 | PA      | $2640.03      | 0.00%             | 2027-07-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10617023.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1345 | PA      | $1243.39      | 0.00%             | 2027-09-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8665342.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14492 | PA      | $7472.58      | 0.00%             | 2026-07-29      | None          | 0.00%                 | No            |                  3 | 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        |    310525 | PA      | $311237.45    | 0.12%             | 2031-10-31      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7721764.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       472 | PA      | $3.09         | 0.00%             | 2035-10-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8427914.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7084 | PA      | $5472.23      | 0.00%             | 2026-05-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-13253640.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2051 | PA      | $2060.67      | 0.00%             | 2027-12-20      | Fixed         | 11.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10642553.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2208 | PA      | $2014.37      | 0.00%             | 2027-09-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10363393.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6446 | PA      | $6155.90      | 0.00%             | 2027-07-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10534082.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5043 | PA      | $4734.97      | 0.00%             | 2027-09-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6169671.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2580 | PA      | $0.00         | 0.00%             | 2034-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9284820.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6693 | PA      | $101.94       | 0.00%             | 2027-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2016450.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1403 | PA      | $1385.50      | 0.00%             | 2026-11-10      | Fixed         | 15.84%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10265700.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13530 | PA      | $12930.25     | 0.00%             | 2027-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10383569.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3057 | PA      | $2931.36      | 0.00%             | 2027-07-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9671135.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       761 | PA      | $743.59       | 0.00%             | 2027-02-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10660765.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     35980 | PA      | $33685.97     | 0.01%             | 2027-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10029790.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21460 | PA      | $19830.52     | 0.01%             | 2027-05-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8496191.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2259 | PA      | $1476.93      | 0.00%             | 2026-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8711907.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2595 | PA      | $2333.24      | 0.00%             | 2026-08-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Vertiv Group Corp.                                                          | Vertiv Group Corp.                                                                                | CUSIP: 92535UAB0<br>LEI: 549300ZT8RQ5VK10E643 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1281100.51   | 0.49%             | 2028-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9944910.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10324 | PA      | $9553.72      | 0.00%             | 2027-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10541855.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7103 | PA      | $6533.14      | 0.00%             | 2027-09-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9616312.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20590 | PA      | $19938.05     | 0.01%             | 2027-01-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10407058.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10944 | PA      | $10336.75     | 0.00%             | 2027-08-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10611061.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21777 | PA      | $20409.79     | 0.01%             | 2027-09-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10514619.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7220 | PA      | $6897.91      | 0.00%             | 2027-08-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-11743320.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4027 | PA      | $4068.95      | 0.00%             | 2026-12-17      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10478501.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9057 | PA      | $8545.34      | 0.00%             | 2027-08-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                      | UGCard, 992149734.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                  | LendingClub Corp. - LCX PM, 187318217.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8070 | PA      | $8226.73      | 0.00%             | 2027-03-18      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW1720294.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       447 | PA      | $440.82       | 0.00%             | 2026-09-16      | Fixed         | 30.66%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10425678.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4683 | PA      | $4470.69      | 0.00%             | 2027-08-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8677487.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28028 | PA      | $256.05       | 0.00%             | 2026-07-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10600996.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     40055 | PA      | $37559.50     | 0.01%             | 2027-09-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                        | FNMA, 30 Year                                                                                     | CUSIP: 31409CE76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36635 | PA      | $38451.71     | 0.01%             | 2036-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7099200.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9571 | PA      | $0.64         | 0.00%             | 2035-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10429977.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3927 | PA      | $3721.64      | 0.00%             | 2027-08-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10256178.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6035 | PA      | $5843.11      | 0.00%             | 2027-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10432881.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6967 | PA      | $6559.92      | 0.00%             | 2027-08-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9621381.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7217 | PA      | $6834.35      | 0.00%             | 2027-01-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9924784.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3098 | PA      | $3028.46      | 0.00%             | 2027-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2928413.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       564 | PA      | $555.36       | 0.00%             | 2027-04-11      | Fixed         | 25.03%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10007965.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7992 | PA      | $7726.27      | 0.00%             | 2027-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9725842.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6012 | PA      | $5801.87      | 0.00%             | 2027-02-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Ashton Woods USA LLC / Ashton Woods Finance Co.                             | Ashton Woods USA LLC / Ashton Woods Finance Co.                                                   | CUSIP: 045086AR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    355000 | PA      | $343006.54    | 0.13%             | 2033-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9804841.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10699 | PA      | $10438.97     | 0.00%             | 2027-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9938167.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2361 | PA      | $2301.22      | 0.00%             | 2027-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10605286.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     32795 | PA      | $30740.46     | 0.01%             | 2027-09-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10208210.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16640 | PA      | $14289.66     | 0.01%             | 2027-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9994037.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4004 | PA      | $3841.82      | 0.00%             | 2027-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10061639.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3106 | PA      | $3021.40      | 0.00%             | 2027-05-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10149999.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2290 | PA      | $2235.15      | 0.00%             | 2027-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9196467.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     48315 | PA      | $46040.75     | 0.02%             | 2026-12-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10423829.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15283 | PA      | $14156.53     | 0.01%             | 2027-08-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9993348.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4508 | PA      | $4360.01      | 0.00%             | 2027-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9613072.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1612 | PA      | $1056.22      | 0.00%             | 2027-01-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-13484600.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3172 | PA      | $3223.85      | 0.00%             | 2027-09-18      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10495355.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2127 | PA      | $1993.69      | 0.00%             | 2027-08-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10648955.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     34731 | PA      | $32535.27     | 0.01%             | 2027-09-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9638153.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11664 | PA      | $5066.87      | 0.00%             | 2027-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8866747.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       908 | PA      | $872.05       | 0.00%             | 2026-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9158375.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1562 | PA      | $1524.77      | 0.00%             | 2026-12-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8339541.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1579 | PA      | $708.36       | 0.00%             | 2026-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10472740.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2658 | PA      | $2525.71      | 0.00%             | 2027-08-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10173213.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5052 | PA      | $4855.10      | 0.00%             | 2027-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10353742.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3751 | PA      | $3637.68      | 0.00%             | 2027-07-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9699394.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       639 | PA      | $562.38       | 0.00%             | 2027-02-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8819206.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1351 | PA      | $33.99        | 0.00%             | 2026-09-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10367800.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     39705 | PA      | $37719.96     | 0.01%             | 2027-07-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9803993.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2505 | PA      | $2469.92      | 0.00%             | 2027-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8943814.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1119 | PA      | $14.72        | 0.00%             | 2026-10-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10408876.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1707 | PA      | $1622.18      | 0.00%             | 2027-08-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10289913.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17224 | PA      | $16544.39     | 0.01%             | 2027-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10122529.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1655 | PA      | $1248.40      | 0.00%             | 2027-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10033116.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4315 | PA      | $4180.86      | 0.00%             | 2027-05-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10196669.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3905 | PA      | $3690.27      | 0.00%             | 2027-06-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8564616.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5203 | PA      | $113.98       | 0.00%             | 2026-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9063145.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2780 | PA      | $2618.02      | 0.00%             | 2026-11-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2784609.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1917 | PA      | $1899.54      | 0.00%             | 2027-03-14      | Fixed         | 22.31%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2934363.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2809 | PA      | $1728.02      | 0.00%             | 2027-04-12      | Fixed         | 23.59%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-11924087.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4637 | PA      | $4688.77      | 0.00%             | 2027-04-07      | Fixed         | 13.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10383596.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7667 | PA      | $4509.47      | 0.00%             | 2027-07-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9794350.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13687 | PA      | $13445.68     | 0.01%             | 2027-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10111112.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9911 | PA      | $9359.39      | 0.00%             | 2027-05-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10511321.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5386 | PA      | $5147.38      | 0.00%             | 2027-08-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8490409.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25073 | PA      | $17412.47     | 0.01%             | 2026-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                         | Prosper Funding LLC, 1732922.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8419 | PA      | $8423.71      | 0.00%             | 2027-03-22      | Fixed         | 12.90%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8174746.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20312 | PA      | $307.19       | 0.00%             | 2036-03-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2780027.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1030 | PA      | $1016.46      | 0.00%             | 2027-03-14      | Fixed         | 31.52%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9354692.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13620 | PA      | $11604.96     | 0.00%             | 2027-01-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9805329.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2235 | PA      | $1738.58      | 0.00%             | 2027-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6610691.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1555 | PA      | $0.00         | 0.00%             | 2034-10-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9888768.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4478 | PA      | $4139.57      | 0.00%             | 2027-04-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10275105.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23478 | PA      | $22134.37     | 0.01%             | 2027-07-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10013246.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1867 | PA      | $1673.54      | 0.00%             | 2027-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8705703.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       112 | PA      | $105.21       | 0.00%             | 2026-08-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Chromalloy Corp.                                                            | Chromalloy Corp., First Lien, CME Term Loan                                                       | CUSIP: 17110EAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    331946 | PA      | $332595.31    | 0.13%             | 2031-03-27      | Variable      | 6.91%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9689331.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1565 | PA      | $1547.53      | 0.00%             | 2027-02-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2268401.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1435 | PA      | $438.22       | 0.00%             | 2027-05-17      | Fixed         | 25.14%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9918827.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12424 | PA      | $11913.97     | 0.00%             | 2027-04-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8229745.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1664 | PA      | $31.45        | 0.00%             | 2036-03-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10618332.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17801 | PA      | $16310.02     | 0.01%             | 2027-09-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9006660.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       914 | PA      | $883.45       | 0.00%             | 2026-10-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9464275.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4228 | PA      | $4159.97      | 0.00%             | 2027-01-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10645642.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5762 | PA      | $5276.40      | 0.00%             | 2027-09-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9776409.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1530 | PA      | $1492.12      | 0.00%             | 2027-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10183447.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2214 | PA      | $2106.83      | 0.00%             | 2027-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10655893.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9742 | PA      | $9124.55      | 0.00%             | 2027-09-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7492570.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2849 | PA      | $8.14         | 0.00%             | 2035-08-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10112287.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5296 | PA      | $5147.97      | 0.00%             | 2027-05-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9706347.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1742 | PA      | $1732.05      | 0.00%             | 2027-02-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9681432.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12744 | PA      | $12563.47     | 0.00%             | 2027-02-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9649326.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4590 | PA      | $4497.07      | 0.00%             | 2027-02-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7335700.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21677 | PA      | $14.43        | 0.00%             | 2035-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10312821.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1895 | PA      | $1838.20      | 0.00%             | 2027-07-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9986326.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9259 | PA      | $9038.71      | 0.00%             | 2027-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8935775.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1099 | PA      | $439.84       | 0.00%             | 2026-10-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9474581.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6879 | PA      | $6668.13      | 0.00%             | 2027-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                        | FNMA, 30 Year                                                                                     | CUSIP: 31410SQE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3473 | PA      | $3634.42      | 0.00%             | 2036-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10432265.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2966 | PA      | $2831.21      | 0.00%             | 2027-08-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10132338.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       993 | PA      | $812.91       | 0.00%             | 2027-05-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                  | LendingClub Corp. - LCX PM, 187054481.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12897 | PA      | $2478.25      | 0.00%             | 2027-11-20      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2477803.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7733 | PA      | $7557.49      | 0.00%             | 2027-01-21      | Fixed         | 6.01%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10318400.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12573 | PA      | $11803.77     | 0.00%             | 2027-07-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2929535.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14405 | PA      | $14210.58     | 0.01%             | 2027-09-11      | Fixed         | 30.91%                | No            |                  3 | On Loan: No      |
| Bausch + Lomb Corp.                                                         | Bausch + Lomb Corp., First Lien, 2025-2 Refinancing CME Term Loan                                 | CUSIP: C0787FAL6<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |    656144 | PA      | $658401.25    | 0.25%             | 2031-01-15      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2778983.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2469 | PA      | $2431.25      | 0.00%             | 2027-03-14      | Fixed         | 13.58%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10024316.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1915 | PA      | $1823.47      | 0.00%             | 2027-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2782003.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5328 | PA      | $5228.73      | 0.00%             | 2027-03-14      | Fixed         | 8.50%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10514696.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12236 | PA      | $11689.02     | 0.00%             | 2027-08-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2477090.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1124 | PA      | $1097.92      | 0.00%             | 2027-01-21      | Fixed         | 5.84%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8843092.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1575 | PA      | $1464.88      | 0.00%             | 2026-09-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2928101.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1258 | PA      | $52.85        | 0.00%             | 2027-04-11      | Fixed         | 18.34%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6443722.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11723 | PA      | $0.19         | 0.00%             | 2034-08-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10013923.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11711 | PA      | $11245.93     | 0.00%             | 2027-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9857182.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       959 | PA      | $937.86       | 0.00%             | 2027-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                      | UGCard, 992431395.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2932832.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5948 | PA      | $5853.32      | 0.00%             | 2027-04-12      | Fixed         | 13.69%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9585896.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1991 | PA      | $1962.61      | 0.00%             | 2027-01-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8649701.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4057 | PA      | $3300.77      | 0.00%             | 2026-07-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2657124.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1995 | PA      | $1967.71      | 0.00%             | 2027-02-18      | Fixed         | 28.84%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10058149.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5685 | PA      | $5456.87      | 0.00%             | 2027-05-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8732958.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3551 | PA      | $3257.26      | 0.00%             | 2026-08-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10005841.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3675 | PA      | $3577.74      | 0.00%             | 2027-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10564972.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8237 | PA      | $7604.22      | 0.00%             | 2027-09-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10315587.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5415 | PA      | $5167.90      | 0.00%             | 2027-07-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9686779.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       659 | PA      | $493.58       | 0.00%             | 2027-02-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9269402.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1428 | PA      | $1397.82      | 0.00%             | 2026-12-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-10760354.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3118 | PA      | $3144.83      | 0.00%             | 2026-11-23      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9925128.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6930 | PA      | $6791.41      | 0.00%             | 2027-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10076893.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       834 | PA      | $489.20       | 0.00%             | 2027-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2476973.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1076 | PA      | $788.70       | 0.00%             | 2027-06-21      | Fixed         | 28.09%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9798337.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6285 | PA      | $6181.11      | 0.00%             | 2027-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10083867.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5783 | PA      | $5667.48      | 0.00%             | 2027-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9827878.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6440 | PA      | $6303.43      | 0.00%             | 2027-03-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10500334.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       305 | PA      | $293.27       | 0.00%             | 2027-08-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6433271.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3084 | PA      | $0.02         | 0.00%             | 2034-08-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-14423027.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10471 | PA      | $10639.39     | 0.00%             | 2027-06-30      | Fixed         | 13.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10338828.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7094 | PA      | $6734.21      | 0.00%             | 2027-07-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10364495.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15309 | PA      | $14305.45     | 0.01%             | 2027-07-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9603452.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       830 | PA      | $436.92       | 0.00%             | 2027-01-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2780236.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8124 | PA      | $7969.72      | 0.00%             | 2027-03-14      | Fixed         | 7.69%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2784355.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       860 | PA      | $851.28       | 0.00%             | 2027-03-14      | Fixed         | 18.30%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10260619.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1831 | PA      | $1743.87      | 0.00%             | 2027-06-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9764084.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1040 | PA      | $1008.76      | 0.00%             | 2027-03-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7443490.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       307 | PA      | $0.65         | 0.00%             | 2035-07-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8950632.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3466 | PA      | $3201.70      | 0.00%             | 2026-10-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9203745.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1079 | PA      | $705.81       | 0.00%             | 2026-12-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10531343.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15613 | PA      | $14193.69     | 0.01%             | 2027-08-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-12932857.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3064 | PA      | $3142.85      | 0.00%             | 2027-05-10      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10665365.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5289 | PA      | $4951.94      | 0.00%             | 2027-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Endo GUC Trust                                                              | Endo GUC Trust, Escrow Account                                                                    | CUSIP: 29281F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     82310 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2481665.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       923 | PA      | $913.85       | 0.00%             | 2027-01-21      | Fixed         | 17.36%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8040045.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11144 | PA      | $1504.11      | 0.00%             | 2036-01-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10353736.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       326 | PA      | $314.46       | 0.00%             | 2027-07-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10480717.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1328 | PA      | $1113.91      | 0.00%             | 2027-08-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10406331.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8275 | PA      | $7913.50      | 0.00%             | 2027-08-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8370081.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1256 | PA      | $775.87       | 0.00%             | 2026-05-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                        | FNMA, 30 Year                                                                                     | CUSIP: 3138YPVA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6683 | PA      | $6270.70      | 0.00%             | 2045-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10627689.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2982 | PA      | $2718.43      | 0.00%             | 2027-09-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8967439.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1771 | PA      | $1754.28      | 0.00%             | 2026-10-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9045040.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1573 | PA      | $992.11       | 0.00%             | 2026-11-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9053423.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       570 | PA      | $537.41       | 0.00%             | 2026-11-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8953403.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2237 | PA      | $52.81        | 0.00%             | 2026-10-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9990197.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       587 | PA      | $562.93       | 0.00%             | 2027-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10310982.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3411 | PA      | $3244.94      | 0.00%             | 2027-07-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10038709.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4654 | PA      | $4202.66      | 0.00%             | 2027-05-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2477744.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6977 | PA      | $6817.94      | 0.00%             | 2027-01-21      | Fixed         | 6.17%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10058471.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     44212 | PA      | $42498.10     | 0.02%             | 2027-05-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10087465.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8269 | PA      | $8029.21      | 0.00%             | 2027-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                         | Prosper Funding LLC, 1755927.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2429 | PA      | $2423.06      | 0.00%             | 2027-04-11      | Fixed         | 11.89%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9922543.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6052 | PA      | $5475.61      | 0.00%             | 2027-04-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10446056.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6370 | PA      | $6120.48      | 0.00%             | 2027-08-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9915551.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2741 | PA      | $2630.27      | 0.00%             | 2027-04-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Rain Carbon, Inc.                                                           | Rain Carbon, Inc.                                                                                 | CUSIP: 75079LAB7<br>LEI: 25490038N6JQH7QXUK52 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1236118.80   | 0.48%             | 2029-09-01      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10370940.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1480 | PA      | $1411.24      | 0.00%             | 2027-07-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10340780.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1236 | PA      | $1191.38      | 0.00%             | 2027-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10021902.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15184 | PA      | $13506.53     | 0.01%             | 2027-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6747633.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       496 | PA      | $0.00         | 0.00%             | 2034-12-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10060068.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2760 | PA      | $2604.41      | 0.00%             | 2027-05-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9896001.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2567 | PA      | $2503.15      | 0.00%             | 2027-04-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8750040.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1394 | PA      | $34.38        | 0.00%             | 2026-08-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10579277.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10344 | PA      | $9698.44      | 0.00%             | 2027-09-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10294987.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4603 | PA      | $4322.20      | 0.00%             | 2027-07-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10643099.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9904 | PA      | $9155.57      | 0.00%             | 2027-09-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2934105.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16595 | PA      | $16336.97     | 0.01%             | 2027-04-12      | Fixed         | 25.03%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9935512.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5048 | PA      | $4881.16      | 0.00%             | 2027-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10642193.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       709 | PA      | $647.99       | 0.00%             | 2027-09-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2781007.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2271 | PA      | $1581.30      | 0.00%             | 2027-03-14      | Fixed         | 18.03%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10149750.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3977 | PA      | $3869.84      | 0.00%             | 2027-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9126887.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1270 | PA      | $1225.27      | 0.00%             | 2026-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-12234254.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3630 | PA      | $3665.68      | 0.00%             | 2027-03-10      | Fixed         | 11.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6369651.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        85 | PA      | $0.08         | 0.00%             | 2034-07-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7930838.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11250 | PA      | $1778.10      | 0.00%             | 2035-12-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9738207.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1496 | PA      | $1443.55      | 0.00%             | 2027-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10022139.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3067 | PA      | $2933.99      | 0.00%             | 2027-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8448116.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3110 | PA      | $71.82        | 0.00%             | 2026-06-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Diamond Sports Net LLC                                                      | Diamond Sports Net LLC, First Lien, Exit Term Loan                                                | CUSIP: 25277EAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     36874 | PA      | $7374.87      | 0.00%             | 2028-01-03      | Fixed         | 15.00%                | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9036939.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2574 | PA      | $2422.33      | 0.00%             | 2026-11-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10619095.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4407 | PA      | $3996.75      | 0.00%             | 2027-09-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10218636.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2096 | PA      | $1929.58      | 0.00%             | 2027-06-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7290026.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12287 | PA      | $6.99         | 0.00%             | 2035-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10543863.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10411 | PA      | $9586.50      | 0.00%             | 2027-09-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8846377.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3177 | PA      | $2706.00      | 0.00%             | 2026-09-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9943371.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1829 | PA      | $1778.89      | 0.00%             | 2027-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2780002.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       839 | PA      | $830.49       | 0.00%             | 2027-03-14      | Fixed         | 17.17%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10663749.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1294 | PA      | $1179.61      | 0.00%             | 2027-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9718619.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       651 | PA      | $606.48       | 0.00%             | 2027-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10171067.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2629 | PA      | $2160.96      | 0.00%             | 2027-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8690167.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       530 | PA      | $508.92       | 0.00%             | 2026-08-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8558540.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2205 | PA      | $1635.13      | 0.00%             | 2026-07-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9236869.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9582 | PA      | $9351.85      | 0.00%             | 2026-12-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9866033.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10575 | PA      | $10398.76     | 0.00%             | 2027-03-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6606355.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3197 | PA      | $0.36         | 0.00%             | 2034-10-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Klockner Pentaplast of America, Inc.                                        | Klockner Pentaplast of America, Inc.                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | LU        |    116960 | NS      | $175879.30    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10233419.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5641 | PA      | $5285.57      | 0.00%             | 2027-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8926716.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1606 | PA      | $1346.00      | 0.00%             | 2026-10-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9785226.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3071 | PA      | $3001.12      | 0.00%             | 2027-03-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2780952.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       338 | PA      | $333.31       | 0.00%             | 2027-03-14      | Fixed         | 30.68%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10203762.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1000 | PA      | $973.73       | 0.00%             | 2027-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9356530.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30506 | PA      | $29161.30     | 0.01%             | 2027-01-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9344694.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       947 | PA      | $912.35       | 0.00%             | 2027-01-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9733568.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4416 | PA      | $4261.05      | 0.00%             | 2027-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10545906.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3384 | PA      | $3082.05      | 0.00%             | 2027-09-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9903540.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1172 | PA      | $1146.88      | 0.00%             | 2027-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Univision Communications, Inc.                                              | Univision Communications, Inc., First Lien, Initial CME Term Loan                                 | CUSIP: 914908BB3<br>LEI: 549300YQDE2JSGTL8V47 | Long             | LON              | CORP              | US        |    328696 | PA      | $325408.68    | 0.13%             | 2029-01-31      | Variable      | 7.03%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10442239.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8666 | PA      | $8255.94      | 0.00%             | 2027-08-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2789734.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1543 | PA      | $1523.75      | 0.00%             | 2027-03-14      | Fixed         | 11.68%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10184130.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2420 | PA      | $2323.82      | 0.00%             | 2027-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-12767372.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4633 | PA      | $4685.79      | 0.00%             | 2027-03-29      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2267880.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2312 | PA      | $2280.21      | 0.00%             | 2026-12-17      | Fixed         | 23.11%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-14548548.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3240 | PA      | $3348.84      | 0.00%             | 2027-06-14      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2780693.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       515 | PA      | $507.63       | 0.00%             | 2027-03-14      | Fixed         | 23.64%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9905299.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1391 | PA      | $1365.34      | 0.00%             | 2027-04-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10610478.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3670 | PA      | $3349.63      | 0.00%             | 2027-09-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10148103.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15830 | PA      | $15553.69     | 0.01%             | 2027-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6621277.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       645 | PA      | $0.00         | 0.00%             | 2034-10-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10107777.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18298 | PA      | $17616.95     | 0.01%             | 2027-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10201340.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12192 | PA      | $11708.59     | 0.00%             | 2027-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                         | Prosper Funding LLC, 1734278.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2655 | PA      | $2681.44      | 0.00%             | 2027-03-23      | Fixed         | 15.20%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9273719.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       638 | PA      | $631.59       | 0.00%             | 2026-12-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2267799.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1502 | PA      | $1485.49      | 0.00%             | 2026-12-17      | Fixed         | 18.33%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10511386.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3857 | PA      | $3688.87      | 0.00%             | 2027-08-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2779355.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2132 | PA      | $1359.15      | 0.00%             | 2027-03-14      | Fixed         | 29.22%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9818999.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8563 | PA      | $8305.87      | 0.00%             | 2027-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10058420.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12642 | PA      | $12069.53     | 0.00%             | 2027-05-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9770125.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1706 | PA      | $1375.55      | 0.00%             | 2027-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10265789.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33390 | PA      | $31921.33     | 0.01%             | 2027-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10338520.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15672 | PA      | $14651.35     | 0.01%             | 2027-07-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9235986.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2269 | PA      | $339.97       | 0.00%             | 2026-12-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10189285.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28972 | PA      | $28257.63     | 0.01%             | 2027-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10446396.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17048 | PA      | $16274.35     | 0.01%             | 2027-08-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10345261.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2172 | PA      | $2077.99      | 0.00%             | 2027-07-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10283052.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8003 | PA      | $7374.12      | 0.00%             | 2027-07-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9587089.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3158 | PA      | $2900.05      | 0.00%             | 2027-01-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9352375.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13488 | PA      | $2023.30      | 0.00%             | 2027-01-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10198723.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       526 | PA      | $506.42       | 0.00%             | 2027-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10340702.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4758 | PA      | $3600.55      | 0.00%             | 2027-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9144614.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       479 | PA      | $451.74       | 0.00%             | 2026-11-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10165962.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2506 | PA      | $2386.37      | 0.00%             | 2027-06-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9054200.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1289 | PA      | $1211.50      | 0.00%             | 2026-11-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9712073.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2969 | PA      | $2915.72      | 0.00%             | 2027-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2111206.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       430 | PA      | $425.31       | 0.00%             | 2026-11-24      | Fixed         | 25.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2269188.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1477 | PA      | $1450.33      | 0.00%             | 2027-05-17      | Fixed         | 14.18%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9820514.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4432 | PA      | $505.11       | 0.00%             | 2027-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                       | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 31292GV45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       519 | PA      | $529.79       | 0.00%             | 2028-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10068830.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3075 | PA      | $2906.57      | 0.00%             | 2027-05-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9805586.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1567 | PA      | $1559.23      | 0.00%             | 2027-03-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9090092.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        47 | PA      | $38.14        | 0.00%             | 2026-11-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10273558.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20634 | PA      | $19004.67     | 0.01%             | 2027-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10212018.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4105 | PA      | $3943.62      | 0.00%             | 2027-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2474925.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       637 | PA      | $45.38        | 0.00%             | 2027-01-20      | Fixed         | 31.01%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10164474.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       774 | PA      | $747.31       | 0.00%             | 2027-06-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7963986.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       950 | PA      | $402.07       | 0.00%             | 2036-01-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                  | LendingClub Corp. - LCX PM, 187860298.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1900 | PA      | $1948.26      | 0.00%             | 2027-04-01      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10503096.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1213 | PA      | $1105.28      | 0.00%             | 2027-08-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10420902.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7810 | PA      | $7502.19      | 0.00%             | 2027-08-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10014407.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2004 | PA      | $1933.88      | 0.00%             | 2027-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Chariot Buyer LLC                                                           | Chariot Buyer LLC, First Lien, Amendment No. 5 Incremental CME Term Loan                          | CUSIP: 15963CAE6<br>LEI: 25490092IFNOZBRVE539 | Long             | LON              | CORP              | US        |    121886 | PA      | $120916.97    | 0.05%             | 2032-09-08      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6655765.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22394 | PA      | $0.00         | 0.00%             | 2034-11-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10328243.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3745 | PA      | $3503.43      | 0.00%             | 2027-07-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7947682.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1241 | PA      | $21.18        | 0.00%             | 2036-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                        | FNMA, 30 Year                                                                                     | CUSIP: 3138EPAK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15007 | PA      | $14481.17     | 0.01%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9615944.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4028 | PA      | $3938.79      | 0.00%             | 2027-01-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9822391.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4210 | PA      | $4110.81      | 0.00%             | 2027-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10139528.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2913 | PA      | $2793.37      | 0.00%             | 2027-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Maricopa County Industrial Development Authority                            | Maricopa County Industrial Development Authority, Series 2024                                     | CUSIP: 56681NJD0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    375000 | PA      | $395481.45    | 0.15%             | 2029-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10385984.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7369 | PA      | $7051.93      | 0.00%             | 2027-07-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9053959.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5816 | PA      | $4203.97      | 0.00%             | 2026-11-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8362955.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1682 | PA      | $1228.15      | 0.00%             | 2026-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9968433.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11760 | PA      | $11534.81     | 0.00%             | 2027-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-12784176.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9467 | PA      | $5752.47      | 0.00%             | 2027-03-29      | Fixed         | 11.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7550967.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3825 | PA      | $20.41        | 0.00%             | 2035-09-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7075883.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3716 | PA      | $0.00         | 0.00%             | 2035-04-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10375696.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1994 | PA      | $1923.62      | 0.00%             | 2027-07-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10567304.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1919 | PA      | $1752.25      | 0.00%             | 2027-09-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2933684.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3079 | PA      | $3031.45      | 0.00%             | 2027-04-12      | Fixed         | 15.83%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9112878.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5138 | PA      | $4950.33      | 0.00%             | 2026-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10019225.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3807 | PA      | $3659.24      | 0.00%             | 2027-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6957843.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2963 | PA      | $0.17         | 0.00%             | 2035-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9045086.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27357 | PA      | $322.98       | 0.00%             | 2026-11-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9917396.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8589 | PA      | $8154.16      | 0.00%             | 2027-04-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10316824.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6121 | PA      | $5879.15      | 0.00%             | 2027-07-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9627430.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       163 | PA      | $159.32       | 0.00%             | 2027-02-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8521799.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       739 | PA      | $316.12       | 0.00%             | 2026-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10275098.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       833 | PA      | $802.74       | 0.00%             | 2027-07-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9344042.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16234 | PA      | $15718.24     | 0.01%             | 2027-01-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| White Cap Supply Holdings LLC                                               | White Cap Supply Holdings LLC, First Lien, CME Term Loan, C                                       | CUSIP: 96350TAH3<br>LEI: 254900L2N0T6GULCL366 | Long             | LON              | CORP              | US        |    668352 | PA      | $644378.69    | 0.25%             | 2029-10-19      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2653443.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9272 | PA      | $661.52       | 0.00%             | 2027-07-18      | Fixed         | 31.19%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10484951.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11091 | PA      | $9268.77      | 0.00%             | 2027-08-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8000796.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1675 | PA      | $12.94        | 0.00%             | 2036-01-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10539219.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4734 | PA      | $4366.87      | 0.00%             | 2027-09-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9854083.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3894 | PA      | $3766.73      | 0.00%             | 2027-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9744116.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4187 | PA      | $4040.80      | 0.00%             | 2027-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10368326.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     46282 | PA      | $44242.57     | 0.02%             | 2027-07-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10134001.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4600 | PA      | $3321.01      | 0.00%             | 2027-05-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9772582.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2036 | PA      | $2003.69      | 0.00%             | 2027-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10427971.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1038 | PA      | $999.74       | 0.00%             | 2027-08-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10370090.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9139 | PA      | $7441.05      | 0.00%             | 2027-07-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10430269.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     35385 | PA      | $33808.70     | 0.01%             | 2027-08-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10075119.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3925 | PA      | $2868.22      | 0.00%             | 2027-05-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10449672.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3145 | PA      | $2716.26      | 0.00%             | 2027-08-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2789294.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1535 | PA      | $1514.85      | 0.00%             | 2027-03-14      | Fixed         | 31.12%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10523340.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1119 | PA      | $1038.02      | 0.00%             | 2027-08-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                        | FNMA, 30 Year                                                                                     | CUSIP: 31418E3E8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6755148 | PA      | $6797904.96   | 2.63%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9689387.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2196 | PA      | $2139.75      | 0.00%             | 2027-02-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7990968.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8874 | PA      | $141.03       | 0.00%             | 2036-01-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-12794031.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10585 | PA      | $2169.07      | 0.00%             | 2028-04-28      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7707103.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20361 | PA      | $111.90       | 0.00%             | 2035-10-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                      | UGCard, 992026353.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8627581.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13107 | PA      | $162.28       | 0.00%             | 2026-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10031713.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2799 | PA      | $2715.05      | 0.00%             | 2027-05-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6199807.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2588 | PA      | $0.00         | 0.00%             | 2034-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10257070.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3124 | PA      | $3039.76      | 0.00%             | 2027-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10316884.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18830 | PA      | $18014.55     | 0.01%             | 2027-07-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2929160.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       344 | PA      | $338.88       | 0.00%             | 2027-04-11      | Fixed         | 24.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9624502.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1663 | PA      | $1506.88      | 0.00%             | 2027-01-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10039393.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3188 | PA      | $3055.04      | 0.00%             | 2027-05-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10375487.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19234 | PA      | $16620.21     | 0.01%             | 2027-07-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10570926.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20631 | PA      | $19353.81     | 0.01%             | 2027-09-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10322959.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4519 | PA      | $4336.16      | 0.00%             | 2027-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10083349.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10153 | PA      | $9748.55      | 0.00%             | 2027-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9668564.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     58151 | PA      | $55432.05     | 0.02%             | 2027-02-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10281835.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2273 | PA      | $2200.38      | 0.00%             | 2027-07-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10147672.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3769 | PA      | $3640.21      | 0.00%             | 2027-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10169186.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9825 | PA      | $9498.87      | 0.00%             | 2027-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10628873.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6355 | PA      | $5914.23      | 0.00%             | 2027-09-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10510102.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12383 | PA      | $11814.76     | 0.00%             | 2027-08-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10230245.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3883 | PA      | $3712.02      | 0.00%             | 2027-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2786209.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       753 | PA      | $405.53       | 0.00%             | 2027-08-28      | Fixed         | 30.73%                | No            |                  3 | On Loan: No      |
| Novelis Corp.                                                               | Novelis Corp.                                                                                     | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    300000 | PA      | $302835.30    | 0.12%             | 2030-01-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| RR Donnelley & Sons Co.                                                     | RR Donnelley & Sons Co.                                                                           | CUSIP: 257867BJ9<br>LEI: SU4X0P4WWRGOQDTSV032 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1139640.75   | 0.44%             | 2029-08-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2788995.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       881 | PA      | $871.80       | 0.00%             | 2027-03-20      | Fixed         | 15.39%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10413832.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6311 | PA      | $5962.74      | 0.00%             | 2027-08-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10442160.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3941 | PA      | $3793.81      | 0.00%             | 2027-08-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9920959.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8437 | PA      | $8141.27      | 0.00%             | 2027-04-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                         | Prosper Funding LLC, 1741000.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4503 | PA      | $4681.89      | 0.00%             | 2027-03-23      | Fixed         | 25.67%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10366468.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6769 | PA      | $6498.67      | 0.00%             | 2027-07-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10483981.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     38211 | PA      | $34740.31     | 0.01%             | 2027-08-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10315845.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1806 | PA      | $1743.05      | 0.00%             | 2027-07-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-10756900.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3499 | PA      | $3589.10      | 0.00%             | 2026-11-22      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10015535.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27656 | PA      | $25514.85     | 0.01%             | 2027-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-12867499.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2589 | PA      | $2611.43      | 0.00%             | 2027-04-03      | Fixed         | 13.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9645284.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       500 | PA      | $492.45       | 0.00%             | 2027-02-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10606039.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     44258 | PA      | $41494.44     | 0.02%             | 2027-09-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10508228.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12711 | PA      | $12130.17     | 0.00%             | 2027-08-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Apollo Commercial Real Estate Finance, Inc.                                 | Apollo Commercial Real Estate Finance, Inc.                                                       | CUSIP: 03762UAD7<br>LEI: 549300E0AN7M2AQHSY29 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1488767.25   | 0.58%             | 2029-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8559144.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1140 | PA      | $418.49       | 0.00%             | 2026-07-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8901066.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4024 | PA      | $2799.78      | 0.00%             | 2026-09-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9695901.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1029 | PA      | $866.12       | 0.00%             | 2027-02-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10317396.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7744 | PA      | $7408.20      | 0.00%             | 2027-07-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8317674.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       888 | PA      | $496.52       | 0.00%             | 2036-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7926526.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       272 | PA      | $2.35         | 0.00%             | 2035-12-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9865797.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3021 | PA      | $2919.10      | 0.00%             | 2027-03-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10090265.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12786 | PA      | $11885.74     | 0.00%             | 2027-05-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10530527.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1017 | PA      | $927.56       | 0.00%             | 2027-08-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2781874.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       276 | PA      | $272.86       | 0.00%             | 2027-03-14      | Fixed         | 17.45%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10319255.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26615 | PA      | $25687.15     | 0.01%             | 2027-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10553617.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1095 | PA      | $1001.62      | 0.00%             | 2027-09-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10626899.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6767 | PA      | $6256.69      | 0.00%             | 2027-09-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9241135.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5494 | PA      | $5296.22      | 0.00%             | 2026-12-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2654552.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1547 | PA      | $1525.40      | 0.00%             | 2027-02-18      | Fixed         | 25.75%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2111566.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       121 | PA      | $8.79         | 0.00%             | 2026-11-24      | Fixed         | 15.86%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10255706.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9517 | PA      | $9191.69      | 0.00%             | 2027-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8798958.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       868 | PA      | $761.47       | 0.00%             | 2026-09-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8867299.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3432 | PA      | $2698.64      | 0.00%             | 2026-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10339032.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3242 | PA      | $3102.68      | 0.00%             | 2027-07-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Wayfair LLC                                                                 | Wayfair LLC                                                                                       | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204289.80    | 0.08%             | 2029-10-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8662222.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       180 | PA      | $161.99       | 0.00%             | 2026-07-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| B&G Foods, Inc.                                                             | B&G Foods, Inc.                                                                                   | CUSIP: 05508WAB1<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |    400000 | PA      | $385796.21    | 0.15%             | 2027-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10304184.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9696 | PA      | $9396.91      | 0.00%             | 2027-07-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10566727.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       645 | PA      | $588.33       | 0.00%             | 2027-09-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7300855.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1131 | PA      | $0.72         | 0.00%             | 2035-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10318302.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5007 | PA      | $4725.20      | 0.00%             | 2027-07-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10127174.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1964 | PA      | $1784.98      | 0.00%             | 2027-05-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| INEOS US Finance LLC                                                        | INEOS US Finance LLC, First Lien, 2030 Dollar CME Term Loan                                       | CUSIP: G4768PAN1<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |    512334 | PA      | $449252.59    | 0.17%             | 2030-02-18      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2783728.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       966 | PA      | $952.26       | 0.00%             | 2027-03-14      | Fixed         | 21.18%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8174278.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1823 | PA      | $75.00        | 0.00%             | 2036-03-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10212593.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4828 | PA      | $4651.22      | 0.00%             | 2027-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8030978.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3358 | PA      | $22.28        | 0.00%             | 2036-01-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10076855.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1158 | PA      | $1138.37      | 0.00%             | 2027-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10079523.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2711 | PA      | $2673.38      | 0.00%             | 2027-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9108864.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       220 | PA      | $220.13       | 0.00%             | 2026-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10411609.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11308 | PA      | $10840.63     | 0.00%             | 2027-08-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10448651.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11907 | PA      | $11236.07     | 0.00%             | 2027-08-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10214440.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3087 | PA      | $2916.69      | 0.00%             | 2027-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9303360.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     35401 | PA      | $4806.52      | 0.00%             | 2027-01-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10070071.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5097 | PA      | $4945.95      | 0.00%             | 2027-05-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9219043.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       376 | PA      | $371.87       | 0.00%             | 2026-12-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                         | Prosper Funding LLC, 1707812.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1021 | PA      | $1021.53      | 0.00%             | 2027-02-15      | Fixed         | 11.20%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8989804.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2038 | PA      | $1671.45      | 0.00%             | 2026-10-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10498424.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14276 | PA      | $12753.33     | 0.00%             | 2027-08-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9660675.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15589 | PA      | $13549.05     | 0.01%             | 2027-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2933446.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2869 | PA      | $2824.99      | 0.00%             | 2027-04-12      | Fixed         | 26.13%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10637784.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10206 | PA      | $9420.91      | 0.00%             | 2027-09-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10121373.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6481 | PA      | $6272.79      | 0.00%             | 2027-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10184858.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5015 | PA      | $4894.66      | 0.00%             | 2027-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10066794.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9686 | PA      | $9320.04      | 0.00%             | 2027-05-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2934939.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2613 | PA      | $2560.16      | 0.00%             | 2027-04-12      | Fixed         | 5.94%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10524684.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8508 | PA      | $7990.26      | 0.00%             | 2027-08-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2787854.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1176 | PA      | $1164.05      | 0.00%             | 2027-08-14      | Fixed         | 15.85%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10473034.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4575 | PA      | $4317.87      | 0.00%             | 2027-08-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10016682.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1702 | PA      | $1637.57      | 0.00%             | 2027-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9886040.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8926 | PA      | $8118.52      | 0.00%             | 2027-04-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7590215.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       796 | PA      | $74.94        | 0.00%             | 2035-09-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10407184.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3528 | PA      | $3391.30      | 0.00%             | 2027-08-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10106012.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5050 | PA      | $4887.52      | 0.00%             | 2027-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9075191.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       514 | PA      | $453.20       | 0.00%             | 2026-11-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10651999.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     34026 | PA      | $31142.75     | 0.01%             | 2027-09-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                         | Prosper Funding LLC, 1685967.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2644 | PA      | $2643.56      | 0.00%             | 2026-12-15      | Fixed         | 11.50%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2480452.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1204 | PA      | $1184.63      | 0.00%             | 2027-02-02      | Fixed         | 14.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10539914.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     41498 | PA      | $38443.85     | 0.01%             | 2027-09-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                         | Prosper Funding LLC, 1618512.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1108 | PA      | $1121.55      | 0.00%             | 2026-08-20      | Fixed         | 18.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9976105.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1775 | PA      | $1749.68      | 0.00%             | 2027-04-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10547445.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     43241 | PA      | $40157.81     | 0.02%             | 2027-09-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2471413.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13233 | PA      | $13173.41     | 0.01%             | 2029-01-20      | Fixed         | 14.77%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10323008.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33132 | PA      | $31815.09     | 0.01%             | 2027-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10579529.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2834 | PA      | $2620.36      | 0.00%             | 2027-09-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-14178654.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6079 | PA      | $6152.14      | 0.00%             | 2027-06-24      | Fixed         | 9.34%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8837752.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12306 | PA      | $11951.72     | 0.00%             | 2026-09-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2935437.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4190 | PA      | $4117.80      | 0.00%             | 2027-09-14      | Fixed         | 23.88%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10210508.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1654 | PA      | $1602.76      | 0.00%             | 2027-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9998156.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8533 | PA      | $8232.99      | 0.00%             | 2027-04-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7299245.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3563 | PA      | $1.43         | 0.00%             | 2035-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10369000.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11846 | PA      | $11311.45     | 0.00%             | 2027-07-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10654051.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2936 | PA      | $2749.93      | 0.00%             | 2027-09-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| CHS/Community Health Systems, Inc.                                          | CHS/Community Health Systems, Inc.                                                                | CUSIP: 12543DBL3<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    500000 | PA      | $435287.30    | 0.17%             | 2030-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8985936.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9068 | PA      | $4785.76      | 0.00%             | 2026-10-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| MPT Operating Partnership LP / MPT Finance Corp.                            | MPT Operating Partnership LP / MPT Finance Corp.                                                  | CUSIP: 55342UAQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    750000 | PA      | $760951.50    | 0.29%             | 2032-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2932783.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7360 | PA      | $5132.14      | 0.00%             | 2027-09-18      | Fixed         | 31.23%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9837723.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7133 | PA      | $6951.50      | 0.00%             | 2027-03-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10214401.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2877 | PA      | $2786.11      | 0.00%             | 2027-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8991440.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       648 | PA      | $644.40       | 0.00%             | 2026-10-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2656149.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8428 | PA      | $8225.61      | 0.00%             | 2027-02-18      | Fixed         | 4.90%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9933334.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1634 | PA      | $1574.88      | 0.00%             | 2027-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10165073.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16248 | PA      | $14464.65     | 0.01%             | 2027-06-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10112475.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3720 | PA      | $3610.60      | 0.00%             | 2027-05-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9512257.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1884 | PA      | $275.30       | 0.00%             | 2027-01-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2785225.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4366 | PA      | $4264.82      | 0.00%             | 2027-03-14      | Fixed         | 5.78%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9822474.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4023 | PA      | $3932.48      | 0.00%             | 2027-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6660038.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1025 | PA      | $0.00         | 0.00%             | 2034-11-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2929608.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       285 | PA      | $281.76       | 0.00%             | 2027-04-11      | Fixed         | 16.07%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9305268.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       551 | PA      | $121.72       | 0.00%             | 2027-01-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7261105.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       765 | PA      | $0.54         | 0.00%             | 2035-05-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9052581.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5337 | PA      | $4626.97      | 0.00%             | 2026-11-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10237045.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2607 | PA      | $2480.79      | 0.00%             | 2027-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2789180.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1285 | PA      | $1266.23      | 0.00%             | 2027-03-14      | Fixed         | 24.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10283599.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15058 | PA      | $13872.82     | 0.01%             | 2027-07-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9632283.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5392 | PA      | $5248.00      | 0.00%             | 2027-02-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2784181.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7994 | PA      | $581.93       | 0.00%             | 2027-03-14      | Fixed         | 19.58%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10204599.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8879 | PA      | $8622.60      | 0.00%             | 2027-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7512125.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2673 | PA      | $12.67        | 0.00%             | 2035-08-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2930638.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6595 | PA      | $6492.20      | 0.00%             | 2027-04-11      | Fixed         | 27.26%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7628418.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10448 | PA      | $40.01        | 0.00%             | 2035-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10417233.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25608 | PA      | $24476.94     | 0.01%             | 2027-08-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10606541.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2734 | PA      | $2561.11      | 0.00%             | 2027-09-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9707136.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3481 | PA      | $3415.96      | 0.00%             | 2027-02-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| BradyPlus Holdings LLC                                                      | BradyPlus Holdings LLC, First Lien, Initial CME Term Loan                                         | CUSIP: 10480UAD3<br>LEI: 254900LMURL5G873DV35 | Long             | LON              | CORP              | US        |    400000 | PA      | $394502.00    | 0.15%             | 2032-12-29      | Variable      | 7.19%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2787165.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2553 | PA      | $2513.75      | 0.00%             | 2027-03-14      | Fixed         | 13.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10645664.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    108322 | PA      | $101477.10    | 0.04%             | 2027-09-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10579172.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7053 | PA      | $6579.06      | 0.00%             | 2027-09-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Mineral Resources Ltd.                                                      | Mineral Resources Ltd.                                                                            | CUSIP: 603051AF0<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    295000 | PA      | $301731.73    | 0.12%             | 2031-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2932192.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8159 | PA      | $8027.08      | 0.00%             | 2027-04-11      | Fixed         | 12.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10527813.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7764 | PA      | $7285.47      | 0.00%             | 2027-08-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9849396.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       959 | PA      | $941.58       | 0.00%             | 2027-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10479746.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       572 | PA      | $544.52       | 0.00%             | 2027-08-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8492468.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1647 | PA      | $651.02       | 0.00%             | 2026-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9314533.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7202 | PA      | $7121.40      | 0.00%             | 2027-01-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8904640.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2676 | PA      | $2468.13      | 0.00%             | 2026-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9857090.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       937 | PA      | $912.82       | 0.00%             | 2027-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6015092.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3643 | PA      | $0.20         | 0.00%             | 2034-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10482827.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15175 | PA      | $14470.62     | 0.01%             | 2027-08-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8692856.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4505 | PA      | $1544.96      | 0.00%             | 2026-08-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10308221.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5618 | PA      | $5328.27      | 0.00%             | 2027-07-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10281707.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4126 | PA      | $2088.83      | 0.00%             | 2027-07-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8838966.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5775 | PA      | $4730.20      | 0.00%             | 2026-09-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2780263.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1973 | PA      | $1126.21      | 0.00%             | 2027-08-14      | Fixed         | 25.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10415518.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3258 | PA      | $3130.46      | 0.00%             | 2027-08-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9766894.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10697 | PA      | $10558.26     | 0.00%             | 2027-03-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10394819.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4259 | PA      | $4092.16      | 0.00%             | 2027-07-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10175836.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12425 | PA      | $12004.37     | 0.00%             | 2027-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Sunoco LP                                                                   | Sunoco LP                                                                                         | CUSIP: 86765KAN9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    170000 | PA      | $167517.29    | 0.06%             | 2034-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10139733.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2732 | PA      | $2662.85      | 0.00%             | 2027-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2785568.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2630 | PA      | $2589.25      | 0.00%             | 2027-03-14      | Fixed         | 10.89%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10361028.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4710 | PA      | $4529.55      | 0.00%             | 2027-07-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Element Solutions, Inc.                                                     | Element Solutions, Inc.                                                                           | CUSIP: 28618MAA4<br>LEI: 549300FLGN6P5CU20J91 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194856.56    | 0.08%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10577430.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12026 | PA      | $11279.65     | 0.00%             | 2027-09-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9209516.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3777 | PA      | $3453.96      | 0.00%             | 2026-12-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9368613.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6834 | PA      | $6742.42      | 0.00%             | 2027-01-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10025335.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5805 | PA      | $5684.48      | 0.00%             | 2027-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7119610.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2533 | PA      | $0.00         | 0.00%             | 2035-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6017013.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1385 | PA      | $0.00         | 0.00%             | 2034-04-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10343667.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1228 | PA      | $1178.22      | 0.00%             | 2027-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9620757.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       135 | PA      | $125.96       | 0.00%             | 2027-01-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10609652.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4298 | PA      | $3912.45      | 0.00%             | 2027-09-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                         | Prosper Funding LLC, 1651808.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       287 | PA      | $285.70       | 0.00%             | 2026-11-11      | Fixed         | 11.20%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7419256.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       571 | PA      | $1.87         | 0.00%             | 2035-07-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9929346.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1874 | PA      | $1823.48      | 0.00%             | 2027-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9329392.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       723 | PA      | $701.91       | 0.00%             | 2027-01-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2784017.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       620 | PA      | $609.95       | 0.00%             | 2027-03-14      | Fixed         | 12.70%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9241729.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1084 | PA      | $945.05       | 0.00%             | 2026-12-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7758755.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4141 | PA      | $1641.25      | 0.00%             | 2035-11-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2785717.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4460 | PA      | $4396.89      | 0.00%             | 2027-03-14      | Fixed         | 18.12%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10563159.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8301 | PA      | $7606.80      | 0.00%             | 2027-09-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2785260.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8739 | PA      | $8584.47      | 0.00%             | 2027-08-14      | Fixed         | 14.63%                | No            |                  3 | On Loan: No      |
| Osaic Holdings, Inc.                                                        | Osaic Holdings, Inc., First Lien, CME Term Loan, B1                                               | CUSIP: 68773JAJ9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    203485 | PA      | $200064.82    | 0.08%             | 2032-07-30      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9056795.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3809 | PA      | $3441.53      | 0.00%             | 2026-11-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2785244.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2180 | PA      | $2150.20      | 0.00%             | 2027-03-14      | Fixed         | 20.75%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10344112.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       869 | PA      | $834.14       | 0.00%             | 2027-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9826775.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3814 | PA      | $3720.15      | 0.00%             | 2027-03-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8285213.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8446 | PA      | $176.29       | 0.00%             | 2036-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9136623.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5346 | PA      | $849.26       | 0.00%             | 2026-11-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9978870.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7256 | PA      | $6956.11      | 0.00%             | 2027-04-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6667839.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2316 | PA      | $0.42         | 0.00%             | 2034-11-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8983217.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       747 | PA      | $677.88       | 0.00%             | 2026-10-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2781289.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3746 | PA      | $3691.10      | 0.00%             | 2027-03-14      | Fixed         | 25.32%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10173910.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2800 | PA      | $2631.71      | 0.00%             | 2027-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8866821.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1800 | PA      | $1733.89      | 0.00%             | 2026-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| CrossCountry Intermediate HoldCo LLC                                        | CrossCountry Intermediate HoldCo LLC                                                              | CUSIP: 22757VAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    625000 | PA      | $588712.81    | 0.23%             | 2032-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2657677.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1459 | PA      | $1438.24      | 0.00%             | 2027-02-18      | Fixed         | 20.65%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10154048.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       549 | PA      | $538.03       | 0.00%             | 2027-06-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9837693.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3359 | PA      | $3095.25      | 0.00%             | 2027-03-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9856779.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3460 | PA      | $3347.93      | 0.00%             | 2027-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9798204.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2296 | PA      | $2235.51      | 0.00%             | 2027-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Petra Diamonds Ltd.                                                         | Petra Diamonds Ltd.                                                                               | CUSIP: N/A<br>LEI: 213800X4QZIAVSA12860       | Long             |  | CORP              | BM        |    187787 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10561055.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9425 | PA      | $8840.36      | 0.00%             | 2027-09-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10344239.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6663 | PA      | $6351.53      | 0.00%             | 2027-07-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2932003.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3892 | PA      | $3831.54      | 0.00%             | 2027-04-11      | Fixed         | 26.57%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10302207.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2928 | PA      | $2785.72      | 0.00%             | 2027-07-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8417212.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2610 | PA      | $23.89        | 0.00%             | 2026-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8145071.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       193 | PA      | $55.91        | 0.00%             | 2036-03-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9881855.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3751 | PA      | $3651.77      | 0.00%             | 2027-04-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8654222.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4126 | PA      | $3639.25      | 0.00%             | 2026-07-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6583381.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1860 | PA      | $0.00         | 0.00%             | 2034-10-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                         | Prosper Funding LLC, 1749754.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5210 | PA      | $1330.32      | 0.00%             | 2027-04-17      | Fixed         | 25.90%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10247389.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24662 | PA      | $23621.34     | 0.01%             | 2027-06-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10531219.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5489 | PA      | $5026.76      | 0.00%             | 2027-08-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9935997.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5870 | PA      | $5719.17      | 0.00%             | 2027-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9341742.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4101 | PA      | $3658.61      | 0.00%             | 2027-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9857167.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       929 | PA      | $864.27       | 0.00%             | 2027-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9769458.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8723 | PA      | $8502.62      | 0.00%             | 2027-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2784396.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1121 | PA      | $1104.76      | 0.00%             | 2028-01-14      | Fixed         | 17.89%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10410272.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29817 | PA      | $28583.52     | 0.01%             | 2027-08-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10212649.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16605 | PA      | $13424.37     | 0.01%             | 2027-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8897971.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6891 | PA      | $6251.11      | 0.00%             | 2026-09-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                         | Prosper Funding LLC, 1701660.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2362 | PA      | $2360.92      | 0.00%             | 2027-01-27      | Fixed         | 11.20%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-14568007.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8781 | PA      | $9121.66      | 0.00%             | 2027-09-15      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| LGI Homes, Inc.                                                             | LGI Homes, Inc.                                                                                   | CUSIP: 50187TAH9<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |    560000 | PA      | $573303.92    | 0.22%             | 2028-12-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10070136.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14177 | PA      | $13664.38     | 0.01%             | 2027-05-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6606972.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2678 | PA      | $0.00         | 0.00%             | 2034-10-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10310544.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4053 | PA      | $3890.19      | 0.00%             | 2027-07-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10079193.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9275 | PA      | $8950.45      | 0.00%             | 2027-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9682606.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1821 | PA      | $1772.89      | 0.00%             | 2027-02-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9204961.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3719 | PA      | $3464.60      | 0.00%             | 2026-12-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9616714.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2832 | PA      | $2601.18      | 0.00%             | 2027-01-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9959428.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2648 | PA      | $2538.14      | 0.00%             | 2027-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9691163.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5116 | PA      | $4044.76      | 0.00%             | 2027-02-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2931611.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5468 | PA      | $5414.61      | 0.00%             | 2027-05-01      | Fixed         | 20.60%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9767419.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4991 | PA      | $4927.33      | 0.00%             | 2027-03-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8444651.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1511 | PA      | $667.67       | 0.00%             | 2026-06-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10074638.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8063 | PA      | $7677.43      | 0.00%             | 2027-05-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10342224.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24314 | PA      | $22917.46     | 0.01%             | 2027-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2789856.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1866 | PA      | $1825.63      | 0.00%             | 2027-03-14      | Fixed         | 6.67%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7114099.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1266 | PA      | $0.23         | 0.00%             | 2035-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8620862.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4578 | PA      | $2088.74      | 0.00%             | 2026-07-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9014758.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2435 | PA      | $2360.50      | 0.00%             | 2026-10-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2931697.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8625 | PA      | $8473.81      | 0.00%             | 2028-02-11      | Fixed         | 18.04%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10570493.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7113 | PA      | $6472.79      | 0.00%             | 2027-09-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Talen Energy Supply LLC                                                     | Talen Energy Supply LLC                                                                           | CUSIP: 87422VAN8<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |    590000 | PA      | $594413.63    | 0.23%             | 2036-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2929918.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       149 | PA      | $30.64        | 0.00%             | 2027-04-11      | Fixed         | 21.02%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10232335.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1976 | PA      | $1917.71      | 0.00%             | 2027-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9642527.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5956 | PA      | $5325.98      | 0.00%             | 2027-02-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10172068.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9249 | PA      | $6066.53      | 0.00%             | 2027-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2786154.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1300 | PA      | $1282.02      | 0.00%             | 2027-03-14      | Fixed         | 24.69%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9967205.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       478 | PA      | $462.02       | 0.00%             | 2027-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7789582.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5329 | PA      | $66.85        | 0.00%             | 2035-11-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10490012.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     55774 | PA      | $53273.87     | 0.02%             | 2027-08-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10236356.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1911 | PA      | $1864.98      | 0.00%             | 2027-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10400960.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7830 | PA      | $7414.52      | 0.00%             | 2027-07-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9705806.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1095 | PA      | $1080.42      | 0.00%             | 2027-02-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10155065.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27809 | PA      | $26583.16     | 0.01%             | 2027-06-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Kinetik Holdings LP                                                         | Kinetik Holdings LP                                                                               | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |    600000 | PA      | $602558.40    | 0.23%             | 2030-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8649905.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4379 | PA      | $51.31        | 0.00%             | 2026-07-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10373884.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11759 | PA      | $11238.95     | 0.00%             | 2027-07-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2480479.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1216 | PA      | $1188.73      | 0.00%             | 2027-01-21      | Fixed         | 6.60%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10642744.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3213 | PA      | $2928.97      | 0.00%             | 2027-09-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9350901.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8777 | PA      | $8198.14      | 0.00%             | 2027-01-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10436585.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6123 | PA      | $5861.55      | 0.00%             | 2027-08-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6606708.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2234 | PA      | $0.00         | 0.00%             | 2034-10-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6499390.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1905 | PA      | $0.17         | 0.00%             | 2034-09-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9957753.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5290 | PA      | $5245.65      | 0.00%             | 2027-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8230433.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       165 | PA      | $79.52        | 0.00%             | 2036-03-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9886010.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       540 | PA      | $528.14       | 0.00%             | 2027-04-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8621549.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1092 | PA      | $672.68       | 0.00%             | 2026-07-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10050294.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1589 | PA      | $1519.74      | 0.00%             | 2027-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8983194.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       955 | PA      | $883.62       | 0.00%             | 2026-10-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9925578.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1620 | PA      | $1597.08      | 0.00%             | 2027-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6901055.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8090 | PA      | $0.30         | 0.00%             | 2035-02-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10020836.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5314 | PA      | $5098.25      | 0.00%             | 2027-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8957569.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3925 | PA      | $72.77        | 0.00%             | 2026-10-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10421481.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25406 | PA      | $24090.99     | 0.01%             | 2027-08-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8631766.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27499 | PA      | $17674.08     | 0.01%             | 2026-07-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10415769.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29219 | PA      | $27674.89     | 0.01%             | 2027-08-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10303195.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1184 | PA      | $1120.42      | 0.00%             | 2027-07-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10092509.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3642 | PA      | $3533.08      | 0.00%             | 2027-05-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7751173.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       750 | PA      | $6.59         | 0.00%             | 2035-11-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7664538.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5682 | PA      | $18.95        | 0.00%             | 2035-10-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9639281.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1091 | PA      | $895.60       | 0.00%             | 2027-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10510963.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26088 | PA      | $24403.82     | 0.01%             | 2027-08-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                      | UGCard, 992501719.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2028-02-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10056201.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13967 | PA      | $13661.69     | 0.01%             | 2027-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9972991.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12930 | PA      | $12633.72     | 0.00%             | 2027-04-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8652048.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4708 | PA      | $85.49        | 0.00%             | 2026-07-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9941372.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5760 | PA      | $5626.46      | 0.00%             | 2027-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                         | Prosper Funding LLC, 1734275.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2311 | PA      | $0.00         | 0.00%             | 2035-03-23      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10143375.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1928 | PA      | $1866.94      | 0.00%             | 2027-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10155464.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15465 | PA      | $13485.15     | 0.01%             | 2027-06-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6610546.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2651 | PA      | $0.08         | 0.00%             | 2034-10-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10030712.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2295 | PA      | $2229.63      | 0.00%             | 2027-05-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2265506.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       325 | PA      | $321.37       | 0.00%             | 2026-12-16      | Fixed         | 16.32%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10530400.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6577 | PA      | $6079.69      | 0.00%             | 2027-08-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10133057.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2079 | PA      | $2035.16      | 0.00%             | 2027-05-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2784934.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6290 | PA      | $6196.78      | 0.00%             | 2027-03-14      | Fixed         | 23.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9234304.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2174 | PA      | $1825.30      | 0.00%             | 2026-12-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9694535.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30573 | PA      | $29511.11     | 0.01%             | 2027-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9892489.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9152 | PA      | $8440.13      | 0.00%             | 2027-04-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10080581.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27877 | PA      | $27098.26     | 0.01%             | 2027-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10024666.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     32607 | PA      | $26241.56     | 0.01%             | 2027-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10031613.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3634 | PA      | $3514.57      | 0.00%             | 2027-05-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10647364.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7855 | PA      | $7354.79      | 0.00%             | 2027-09-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10280153.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7353 | PA      | $7047.60      | 0.00%             | 2027-07-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9813198.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21316 | PA      | $20841.39     | 0.01%             | 2027-03-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10121119.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2191 | PA      | $2150.61      | 0.00%             | 2027-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9332126.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7204 | PA      | $7124.91      | 0.00%             | 2027-01-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2476545.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2220 | PA      | $2186.15      | 0.00%             | 2027-01-21      | Fixed         | 15.04%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10406720.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9276 | PA      | $8812.36      | 0.00%             | 2027-08-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8712295.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5916 | PA      | $141.46       | 0.00%             | 2026-08-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6024576.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1276 | PA      | $0.00         | 0.00%             | 2034-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10175172.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2949 | PA      | $2861.55      | 0.00%             | 2027-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2780752.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18389 | PA      | $1376.17      | 0.00%             | 2027-08-14      | Fixed         | 17.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10250216.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6995 | PA      | $6626.52      | 0.00%             | 2027-06-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                        | GNMA I, Single-family, 30 Year                                                                    | CUSIP: 36290YYS1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     26618 | PA      | $26979.06     | 0.01%             | 2033-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9166277.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10193 | PA      | $204.15       | 0.00%             | 2026-12-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10438793.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6244 | PA      | $5981.67      | 0.00%             | 2027-08-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10132902.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2141 | PA      | $2066.98      | 0.00%             | 2027-05-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10361558.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     70726 | PA      | $66621.47     | 0.03%             | 2027-07-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10231828.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3396 | PA      | $3288.52      | 0.00%             | 2027-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9874037.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2590 | PA      | $2235.43      | 0.00%             | 2027-04-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10023317.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4556 | PA      | $4245.89      | 0.00%             | 2027-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2264006.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2021 | PA      | $1989.56      | 0.00%             | 2026-12-17      | Fixed         | 13.57%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2789655.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5840 | PA      | $3659.79      | 0.00%             | 2027-03-14      | Fixed         | 29.98%                | No            |                  3 | On Loan: No      |
| Proofpoint, Inc.                                                            | Proofpoint, Inc., First Lien, 2024 Refinancing CME Term Loan                                      | CUSIP: 74345HAJ0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    447777 | PA      | $434157.79    | 0.17%             | 2028-08-31      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7135169.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       586 | PA      | $0.00         | 0.00%             | 2035-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| IGT Holding IV AB                                                           | IGT Holding IV AB, First Lien, CME Term Loan, B8                                                  | CUSIP: W5000CAD9<br>LEI: N/A                  | Long             | LON              | CORP              | SE        |    509570 | PA      | $505747.89    | 0.20%             | 2031-09-02      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8897818.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       835 | PA      | $820.34       | 0.00%             | 2026-09-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2934824.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1939 | PA      | $1918.74      | 0.00%             | 2027-04-12      | Fixed         | 16.29%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2780499.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       601 | PA      | $392.14       | 0.00%             | 2027-03-14      | Fixed         | 30.57%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9979384.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1771 | PA      | $1739.44      | 0.00%             | 2027-04-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10471525.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18135 | PA      | $17291.80     | 0.01%             | 2027-08-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                        | FNMA, 30 Year                                                                                     | CUSIP: 3138Y9Q76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16954 | PA      | $16002.16     | 0.01%             | 2045-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10057385.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       999 | PA      | $968.07       | 0.00%             | 2027-05-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10533875.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5667 | PA      | $5316.27      | 0.00%             | 2027-09-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8376607.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1599 | PA      | $1248.74      | 0.00%             | 2026-05-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10242010.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3623 | PA      | $3504.65      | 0.00%             | 2027-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9991923.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2444 | PA      | $2389.25      | 0.00%             | 2027-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10282508.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2461 | PA      | $2365.17      | 0.00%             | 2027-07-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9951977.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20981 | PA      | $20385.86     | 0.01%             | 2027-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10424078.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11381 | PA      | $10860.07     | 0.00%             | 2027-08-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Sinclair Television Group, Inc.                                             | Sinclair Television Group, Inc.                                                                   | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |    800000 | PA      | $814000.00    | 0.31%             | 2033-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                         | Prosper Funding LLC, 1744227.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6355 | PA      | $5558.15      | 0.00%             | 2027-04-22      | Fixed         | 16.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8324605.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1440 | PA      | $1138.53      | 0.00%             | 2036-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| NCL Corp. Ltd.                                                              | NCL Corp. Ltd.                                                                                    | CUSIP: 62886HBZ3<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    480000 | PA      | $466096.03    | 0.18%             | 2033-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Rivers Enterprise Borrower LLC                                              | Rivers Enterprise Borrower LLC                                                                    | CUSIP: 76884GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    275000 | PA      | $274466.83    | 0.11%             | 2030-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10121561.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5899 | PA      | $5563.84      | 0.00%             | 2027-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7329506.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4395 | PA      | $3.93         | 0.00%             | 2035-06-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10569412.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18863 | PA      | $17281.46     | 0.01%             | 2027-09-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6681453.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2541 | PA      | $0.00         | 0.00%             | 2034-11-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Cerdia Finanz GmbH                                                          | Cerdia Finanz GmbH                                                                                | CUSIP: 15679GAC6<br>LEI: 391200KURNDJSX9GX570 | Long             | DBT              | CORP              | DE        |    300000 | PA      | $298659.00    | 0.12%             | 2031-10-03      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7360537.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1325 | PA      | $1.49         | 0.00%             | 2035-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6133881.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2378 | PA      | $0.00         | 0.00%             | 2034-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| United Airlines, Inc.                                                       | United Airlines, Inc.                                                                             | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    300000 | PA      | $294533.67    | 0.11%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10231045.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12567 | PA      | $12048.21     | 0.00%             | 2027-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9169979.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1722 | PA      | $36.52        | 0.00%             | 2026-12-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6626988.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1021 | PA      | $0.00         | 0.00%             | 2034-11-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10579511.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2825 | PA      | $2536.09      | 0.00%             | 2027-09-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10026263.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       487 | PA      | $473.93       | 0.00%             | 2027-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9922168.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20862 | PA      | $18641.58     | 0.01%             | 2027-04-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10492459.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26822 | PA      | $25451.67     | 0.01%             | 2027-08-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10547414.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       677 | PA      | $619.14       | 0.00%             | 2027-09-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10157580.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8541 | PA      | $8222.62      | 0.00%             | 2027-06-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10479613.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8816 | PA      | $8485.26      | 0.00%             | 2027-08-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8986097.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       764 | PA      | $702.03       | 0.00%             | 2026-10-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8672633.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       697 | PA      | $10.02        | 0.00%             | 2026-07-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-12794611.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7627 | PA      | $7755.32      | 0.00%             | 2027-04-12      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10573247.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1614 | PA      | $1474.38      | 0.00%             | 2027-09-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9279583.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2669 | PA      | $2622.10      | 0.00%             | 2026-12-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10642790.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2872 | PA      | $2619.41      | 0.00%             | 2027-09-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2473402.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4632 | PA      | $4570.00      | 0.00%             | 2027-01-20      | Fixed         | 24.11%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8495625.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15827 | PA      | $9455.97      | 0.00%             | 2026-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10327055.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5868 | PA      | $5642.02      | 0.00%             | 2027-07-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10108280.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1455 | PA      | $951.64       | 0.00%             | 2027-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-12577391.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11500 | PA      | $11626.76     | 0.00%             | 2027-03-30      | Fixed         | 11.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8466686.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1101 | PA      | $18.48        | 0.00%             | 2026-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                         | Prosper Funding LLC, 1688382.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2804 | PA      | $2807.07      | 0.00%             | 2026-12-20      | Fixed         | 10.29%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9694229.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5379 | PA      | $4960.40      | 0.00%             | 2027-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2786791.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       193 | PA      | $189.79       | 0.00%             | 2027-03-14      | Fixed         | 25.38%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10310535.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1099 | PA      | $771.26       | 0.00%             | 2027-07-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                         | Prosper Funding LLC, 1655355.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5968 | PA      | $5983.49      | 0.00%             | 2026-10-27      | Fixed         | 12.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9966832.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4819 | PA      | $4734.58      | 0.00%             | 2027-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8517465.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20046 | PA      | $443.65       | 0.00%             | 2026-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9249476.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12631 | PA      | $12016.68     | 0.00%             | 2026-12-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10173085.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7181 | PA      | $5137.64      | 0.00%             | 2027-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10071694.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3256 | PA      | $3187.89      | 0.00%             | 2027-05-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10390553.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1131 | PA      | $1090.69      | 0.00%             | 2027-07-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10663059.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5232 | PA      | $4814.06      | 0.00%             | 2027-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10404668.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14170 | PA      | $13293.54     | 0.01%             | 2027-08-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10391651.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1636 | PA      | $1550.51      | 0.00%             | 2027-07-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10437251.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30268 | PA      | $28093.10     | 0.01%             | 2027-08-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9067485.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1365 | PA      | $1218.35      | 0.00%             | 2026-11-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10205967.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8271 | PA      | $8032.29      | 0.00%             | 2027-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9957615.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5086 | PA      | $4931.28      | 0.00%             | 2027-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9233883.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       915 | PA      | $880.22       | 0.00%             | 2026-12-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10643383.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     64273 | PA      | $60203.37     | 0.02%             | 2027-09-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                          | Venture Global Plaquemines LNG LLC                                                                | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    200000 | PA      | $219957.80    | 0.08%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8119531.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3034 | PA      | $66.93        | 0.00%             | 2036-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7040271.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16044 | PA      | $0.00         | 0.00%             | 2035-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8813727.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1381 | PA      | $1326.64      | 0.00%             | 2026-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2935520.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1306 | PA      | $1280.92      | 0.00%             | 2027-04-12      | Fixed         | 10.08%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9148888.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1920 | PA      | $1653.25      | 0.00%             | 2026-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6941710.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5409 | PA      | $0.10         | 0.00%             | 2035-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10412385.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20769 | PA      | $19898.71     | 0.01%             | 2027-08-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                         | Prosper Funding LLC, 1627885.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2610 | PA      | $2650.51      | 0.00%             | 2026-09-21      | Fixed         | 15.29%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9097954.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       553 | PA      | $540.21       | 0.00%             | 2026-11-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2929271.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9087 | PA      | $8873.95      | 0.00%             | 2027-04-19      | Fixed         | 8.07%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10259511.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1714 | PA      | $1664.45      | 0.00%             | 2027-06-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10073174.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14599 | PA      | $13677.64     | 0.01%             | 2027-05-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10212336.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13564 | PA      | $13058.13     | 0.01%             | 2027-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10022170.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11455 | PA      | $11172.28     | 0.00%             | 2027-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9653393.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5062 | PA      | $4822.86      | 0.00%             | 2027-02-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2474080.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1853 | PA      | $1818.78      | 0.00%             | 2027-01-20      | Fixed         | 9.61%                 | No            |                  3 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                               | Freedom Mortgage Holdings LLC                                                                     | CUSIP: 35641AAD0<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    325000 | PA      | $305046.01    | 0.12%             | 2033-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8519610.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       695 | PA      | $488.76       | 0.00%             | 2026-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9369552.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       929 | PA      | $900.84       | 0.00%             | 2027-01-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Petra Diamonds US Treasury plc                                              | Petra Diamonds US Treasury plc                                                                    | CUSIP: N/A<br>LEI: 635400LZYOO6WHAO2H58       | Long             | DBT              | CORP              | GB        |    781938 | PA      | $463430.61    | 0.18%             | 2030-03-08      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8143305.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3748 | PA      | $2198.47      | 0.00%             | 2036-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8502732.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1686 | PA      | $1616.87      | 0.00%             | 2026-06-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7309810.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19077 | PA      | $13.99        | 0.00%             | 2035-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9594761.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2344 | PA      | $2006.30      | 0.00%             | 2027-01-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9753716.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6294 | PA      | $5812.72      | 0.00%             | 2027-03-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2935062.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1866 | PA      | $292.97       | 0.00%             | 2027-09-12      | Fixed         | 25.37%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9183760.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       494 | PA      | $475.40       | 0.00%             | 2026-12-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10275582.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     37873 | PA      | $36095.35     | 0.01%             | 2027-07-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9126803.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       577 | PA      | $572.06       | 0.00%             | 2026-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                        | FNMA, 30 Year                                                                                     | CUSIP: 31412AQB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11013 | PA      | $11560.44     | 0.00%             | 2038-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10120287.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1284 | PA      | $1254.13      | 0.00%             | 2027-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10612168.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12889 | PA      | $11872.58     | 0.00%             | 2027-09-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9944648.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4797 | PA      | $4627.44      | 0.00%             | 2027-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9650837.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4368 | PA      | $3878.97      | 0.00%             | 2027-02-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10233059.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3151 | PA      | $3051.93      | 0.00%             | 2027-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10163785.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4914 | PA      | $680.97       | 0.00%             | 2027-06-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6683903.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1832 | PA      | $0.07         | 0.00%             | 2034-11-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9794315.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1260 | PA      | $1227.43      | 0.00%             | 2027-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6629563.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       867 | PA      | $0.00         | 0.00%             | 2034-11-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10471020.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       813 | PA      | $777.32       | 0.00%             | 2027-08-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9786862.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8164 | PA      | $7949.78      | 0.00%             | 2027-03-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10318950.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1660 | PA      | $1592.48      | 0.00%             | 2027-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7855254.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       441 | PA      | $134.37       | 0.00%             | 2035-12-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10426055.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7895 | PA      | $7492.76      | 0.00%             | 2027-08-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10185574.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6435 | PA      | $6390.90      | 0.00%             | 2027-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2262115.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       370 | PA      | $364.70       | 0.00%             | 2026-12-16      | Fixed         | 20.57%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10605676.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6580 | PA      | $6167.65      | 0.00%             | 2027-09-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9180177.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       580 | PA      | $402.88       | 0.00%             | 2026-12-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10534295.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1189 | PA      | $1089.48      | 0.00%             | 2027-09-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7690899.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9454 | PA      | $27.18        | 0.00%             | 2035-10-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10060502.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6120 | PA      | $5904.70      | 0.00%             | 2027-05-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10097380.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2460 | PA      | $2275.63      | 0.00%             | 2027-05-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10153555.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2471 | PA      | $2383.81      | 0.00%             | 2027-06-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                        | FNMA, 30 Year                                                                                     | CUSIP: 31418FR82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7689524 | PA      | $7730677.13   | 2.99%             | 2055-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10252671.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2481 | PA      | $2338.86      | 0.00%             | 2027-06-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10121807.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     51402 | PA      | $48926.62     | 0.02%             | 2027-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                  | LendingClub Corp. - LCX PM, 187995587.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5177 | PA      | $5289.83      | 0.00%             | 2027-05-15      | Fixed         | 6.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9330864.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2000 | PA      | $1374.38      | 0.00%             | 2027-01-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10348621.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3940 | PA      | $3755.70      | 0.00%             | 2027-07-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7336392.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       257 | PA      | $0.26         | 0.00%             | 2035-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9654306.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7620 | PA      | $7495.07      | 0.00%             | 2027-02-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9751239.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13606 | PA      | $13003.64     | 0.01%             | 2027-03-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9985564.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3555 | PA      | $3130.49      | 0.00%             | 2027-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9649630.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        65 | PA      | $63.59        | 0.00%             | 2027-02-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10004983.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4961 | PA      | $4772.30      | 0.00%             | 2027-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Priority Holdings LLC                                                       | Priority Holdings LLC, First Lien, CME Term Loan, B                                               | CUSIP: 74275TAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    365186 | PA      | $357084.40    | 0.14%             | 2032-07-30      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7077191.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5771 | PA      | $0.08         | 0.00%             | 2035-04-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-14177847.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16107 | PA      | $16545.03     | 0.01%             | 2027-07-08      | Fixed         | 18.74%                | No            |                  3 | On Loan: No      |
| Transocean International Ltd.                                               | Transocean International Ltd.                                                                     | CUSIP: 893830AT6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |    600000 | PA      | $576835.80    | 0.22%             | 2038-03-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2266480.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       898 | PA      | $882.06       | 0.00%             | 2027-04-17      | Fixed         | 10.61%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2783637.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4332 | PA      | $668.69       | 0.00%             | 2027-08-14      | Fixed         | 16.93%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10014649.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2307 | PA      | $2218.02      | 0.00%             | 2027-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10594646.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     44684 | PA      | $41908.20     | 0.02%             | 2027-09-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10036727.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4212 | PA      | $4121.86      | 0.00%             | 2027-05-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10155727.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1822 | PA      | $1739.76      | 0.00%             | 2027-06-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7922596.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       581 | PA      | $251.29       | 0.00%             | 2035-12-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9206195.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27854 | PA      | $357.17       | 0.00%             | 2026-12-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7657393.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1789 | PA      | $183.73       | 0.00%             | 2035-10-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10255088.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1838 | PA      | $1780.70      | 0.00%             | 2027-06-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10217481.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1324 | PA      | $1307.22      | 0.00%             | 2027-06-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10501236.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4062 | PA      | $3186.40      | 0.00%             | 2027-08-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10605496.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8245 | PA      | $7728.36      | 0.00%             | 2027-09-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9976950.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9606 | PA      | $9384.70      | 0.00%             | 2027-04-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10565084.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12203 | PA      | $11380.56     | 0.00%             | 2027-09-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Forvia SE                                                                   | Forvia SE                                                                                         | CUSIP: 31209DAC9<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |    355000 | PA      | $346818.95    | 0.13%             | 2033-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7337001.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3362 | PA      | $339.85       | 0.00%             | 2035-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10526181.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9356 | PA      | $8780.35      | 0.00%             | 2027-08-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10417006.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       363 | PA      | $343.20       | 0.00%             | 2027-08-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8332399.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20377 | PA      | $546.64       | 0.00%             | 2026-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10173688.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1365 | PA      | $1279.57      | 0.00%             | 2027-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2783021.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3107 | PA      | $3048.49      | 0.00%             | 2027-03-14      | Fixed         | 9.72%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2785182.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10841 | PA      | $10683.77     | 0.00%             | 2027-03-14      | Fixed         | 25.60%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8916864.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5850 | PA      | $5267.51      | 0.00%             | 2026-10-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9108528.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2057 | PA      | $2016.62      | 0.00%             | 2026-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10654517.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1885 | PA      | $1722.58      | 0.00%             | 2027-09-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2110882.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3124 | PA      | $3091.16      | 0.00%             | 2027-04-24      | Fixed         | 25.83%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10232236.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10737 | PA      | $10293.39     | 0.00%             | 2027-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9292599.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2981 | PA      | $2890.16      | 0.00%             | 2027-01-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7047271.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       535 | PA      | $0.02         | 0.00%             | 2035-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10411389.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5710 | PA      | $5488.42      | 0.00%             | 2027-08-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Zegona Finance plc                                                          | Zegona Finance plc                                                                                | CUSIP: 98927UAA5<br>LEI: 254900B3KC1SS7T2TE92 | Long             | DBT              | CORP              | GB        |   1100000 | PA      | $1155646.80   | 0.45%             | 2029-07-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10136707.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7118 | PA      | $6821.73      | 0.00%             | 2027-05-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10311942.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3173 | PA      | $2554.35      | 0.00%             | 2027-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10013758.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2177 | PA      | $2134.58      | 0.00%             | 2027-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10648241.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     52721 | PA      | $49385.84     | 0.02%             | 2027-09-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10298386.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       864 | PA      | $829.53       | 0.00%             | 2027-07-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10647554.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20646 | PA      | $19333.67     | 0.01%             | 2027-09-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9818388.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8512 | PA      | $8341.86      | 0.00%             | 2027-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9285185.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20851 | PA      | $436.51       | 0.00%             | 2027-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                  | LendingClub Corp. - LCX PM, 184982732.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3772 | PA      | $3795.34      | 0.00%             | 2027-02-01      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9934920.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8744 | PA      | $8511.69      | 0.00%             | 2027-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10173656.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4403 | PA      | $3341.99      | 0.00%             | 2027-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10118798.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6292 | PA      | $6122.55      | 0.00%             | 2027-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2481996.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       924 | PA      | $915.83       | 0.00%             | 2029-01-21      | Fixed         | 25.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6608761.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       529 | PA      | $0.01         | 0.00%             | 2034-10-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2786073.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11297 | PA      | $11125.80     | 0.00%             | 2027-03-14      | Fixed         | 15.34%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10193504.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4286 | PA      | $4080.33      | 0.00%             | 2027-06-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10051552.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3568 | PA      | $3479.85      | 0.00%             | 2027-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2017283.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1270 | PA      | $920.52       | 0.00%             | 2026-11-10      | Fixed         | 29.28%                | No            |                  3 | On Loan: No      |
| Vistra Operations Co. LLC                                                   | Vistra Operations Co. LLC                                                                         | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104796.16    | 0.04%             | 2031-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9994241.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4549 | PA      | $4198.40      | 0.00%             | 2027-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2781510.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2200 | PA      | $609.36       | 0.00%             | 2028-01-14      | Fixed         | 21.90%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10196884.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     74435 | PA      | $71263.73     | 0.03%             | 2027-06-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6957735.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2280 | PA      | $0.11         | 0.00%             | 2035-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9758593.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5611 | PA      | $5532.68      | 0.00%             | 2027-03-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10180380.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4890 | PA      | $4764.33      | 0.00%             | 2027-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10533676.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8940 | PA      | $8126.18      | 0.00%             | 2027-09-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10154651.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1729 | PA      | $1428.67      | 0.00%             | 2027-06-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10327302.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5666 | PA      | $5448.98      | 0.00%             | 2027-07-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9745687.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4694 | PA      | $3813.64      | 0.00%             | 2027-03-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Birch Permian Holdings, Inc.                                                | Birch Permian Holdings, Inc.                                                                      | CUSIP: 09075C104<br>LEI: 5493008GXCEAUIZGCH60 | Long             | EC               | CORP              | US        |      2309 | NS      | $13392.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10447873.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17482 | PA      | $15743.97     | 0.01%             | 2027-08-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6551364.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2402 | PA      | $0.00         | 0.00%             | 2034-10-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| TransDigm, Inc.                                                             | TransDigm, Inc.                                                                                   | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    520000 | PA      | $527204.60    | 0.20%             | 2034-01-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10589003.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     74979 | PA      | $70293.47     | 0.03%             | 2027-09-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Endo Finance Holdings LP                                                    | Endo Finance Holdings LP, First Lien, 2024 Refinancing CME Term Loan                              | CUSIP: 29280UAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    514579 | PA      | $512649.37    | 0.20%             | 2031-04-23      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8257493.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7987 | PA      | $109.71       | 0.00%             | 2036-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10170201.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1611 | PA      | $1504.37      | 0.00%             | 2027-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7350116.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8273 | PA      | $9.07         | 0.00%             | 2035-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-13009028.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5980 | PA      | $6052.63      | 0.00%             | 2027-04-30      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10499731.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1223 | PA      | $1185.05      | 0.00%             | 2027-08-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10641068.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6164 | PA      | $5773.12      | 0.00%             | 2027-09-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10171206.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10568 | PA      | $10218.59     | 0.00%             | 2027-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9629232.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       806 | PA      | $785.95       | 0.00%             | 2027-02-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9184051.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4305 | PA      | $722.41       | 0.00%             | 2026-12-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10423166.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20121 | PA      | $19241.72     | 0.01%             | 2027-08-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8910299.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       184 | PA      | $172.06       | 0.00%             | 2026-10-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10538809.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24050 | PA      | $22572.58     | 0.01%             | 2027-09-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Allied Universal Holdco LLC                                                 | Allied Universal Holdco LLC                                                                       | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |    550000 | PA      | $567536.75    | 0.22%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8816075.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1747 | PA      | $1281.98      | 0.00%             | 2026-09-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| VZ Secured Financing BV                                                     | VZ Secured Financing BV                                                                           | CUSIP: 91845AAB1<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |    695000 | PA      | $655731.74    | 0.25%             | 2033-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8461925.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2997 | PA      | $1980.37      | 0.00%             | 2026-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9313153.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4434 | PA      | $4212.52      | 0.00%             | 2027-01-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8083556.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28734 | PA      | $5948.13      | 0.00%             | 2036-02-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9274437.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2103 | PA      | $1451.95      | 0.00%             | 2026-12-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10015134.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3850 | PA      | $2882.27      | 0.00%             | 2027-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                  | LendingClub Corp. - LCX PM, 185699989.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2861 | PA      | $2939.76      | 0.00%             | 2027-02-14      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9900095.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12716 | PA      | $9605.95      | 0.00%             | 2027-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6992646.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       878 | PA      | $0.09         | 0.00%             | 2035-03-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9333798.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7517 | PA      | $7421.19      | 0.00%             | 2027-01-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10317984.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1007 | PA      | $967.68       | 0.00%             | 2027-07-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6485599.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3350 | PA      | $0.22         | 0.00%             | 2034-09-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                      | UGCard, 992150155.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10110832.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15975 | PA      | $11768.69     | 0.00%             | 2027-05-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8953819.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3668 | PA      | $2141.87      | 0.00%             | 2026-10-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7351905.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       219 | PA      | $0.47         | 0.00%             | 2035-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9085543.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4379 | PA      | $4174.05      | 0.00%             | 2026-11-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9960924.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     35563 | PA      | $35045.74     | 0.01%             | 2027-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10645919.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20207 | PA      | $18419.14     | 0.01%             | 2027-09-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10179439.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2680 | PA      | $2469.28      | 0.00%             | 2027-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9147517.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1160 | PA      | $1138.06      | 0.00%             | 2026-11-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10436914.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7965 | PA      | $5068.42      | 0.00%             | 2027-08-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7276376.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13113 | PA      | $20.18        | 0.00%             | 2035-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10249094.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4513 | PA      | $4329.96      | 0.00%             | 2027-06-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8095193.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1147 | PA      | $27.95        | 0.00%             | 2036-02-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-14377174.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6089 | PA      | $6190.00      | 0.00%             | 2027-06-29      | Fixed         | 12.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9736882.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       789 | PA      | $468.35       | 0.00%             | 2027-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Plano HoldCo, Inc.                                                          | Plano HoldCo, Inc., First Lien, Closing Date CME Term Loan                                        | CUSIP: 72712EAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    330000 | PA      | $267300.00    | 0.10%             | 2031-10-02      | Variable      | 7.17%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10155768.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4710 | PA      | $3472.15      | 0.00%             | 2027-06-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10281864.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1262 | PA      | $292.49       | 0.00%             | 2027-07-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9134538.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       469 | PA      | $464.39       | 0.00%             | 2026-11-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9361679.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4099 | PA      | $3988.47      | 0.00%             | 2027-01-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9278869.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7905 | PA      | $7070.02      | 0.00%             | 2026-12-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2783095.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       700 | PA      | $689.46       | 0.00%             | 2027-03-20      | Fixed         | 14.33%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9924674.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2082 | PA      | $1387.19      | 0.00%             | 2027-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2000658.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3848 | PA      | $3782.84      | 0.00%             | 2027-04-10      | Fixed         | 11.67%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9767955.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6650 | PA      | $6364.61      | 0.00%             | 2027-03-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8400919.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1970 | PA      | $948.79       | 0.00%             | 2026-05-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10367625.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10269 | PA      | $8034.09      | 0.00%             | 2027-07-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| CSC Holdings LLC                                                            | CSC Holdings LLC                                                                                  | CUSIP: 126307BM8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    700000 | PA      | $572672.80    | 0.22%             | 2028-05-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10422888.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2499 | PA      | $2392.47      | 0.00%             | 2027-08-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10068420.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1874 | PA      | $1823.24      | 0.00%             | 2027-05-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10014711.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4253 | PA      | $3897.85      | 0.00%             | 2027-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9794735.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2406 | PA      | $2360.30      | 0.00%             | 2027-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6981506.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4725 | PA      | $0.00         | 0.00%             | 2035-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8280031.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1296 | PA      | $1138.83      | 0.00%             | 2036-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10317516.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3933 | PA      | $3758.71      | 0.00%             | 2027-07-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10562064.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5381 | PA      | $5018.31      | 0.00%             | 2027-09-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10526663.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1910 | PA      | $1741.66      | 0.00%             | 2027-08-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9807733.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4613 | PA      | $4474.11      | 0.00%             | 2027-03-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10644137.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     66141 | PA      | $61947.35     | 0.02%             | 2027-09-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2478450.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1115 | PA      | $1089.91      | 0.00%             | 2027-01-21      | Fixed         | 5.42%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8715534.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       368 | PA      | $354.90       | 0.00%             | 2026-08-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2112204.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1055 | PA      | $1045.56      | 0.00%             | 2026-11-24      | Fixed         | 18.12%                | No            |                  3 | On Loan: No      |
| Ensono, Inc.                                                                | Ensono, Inc., First Lien, Initial CME Term Loan                                                   | CUSIP: 29359DAB3<br>LEI: 5493003GTMBHX0VZAW67 | Long             | LON              | CORP              | US        |    257244 | PA      | $240415.44    | 0.09%             | 2028-05-26      | Variable      | 7.79%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9162108.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1315 | PA      | $1301.22      | 0.00%             | 2026-12-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6172125.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3361 | PA      | $0.00         | 0.00%             | 2034-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-12116704.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10737 | PA      | $10849.13     | 0.00%             | 2027-03-15      | Fixed         | 11.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10249191.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9031 | PA      | $8480.95      | 0.00%             | 2027-06-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9629887.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17669 | PA      | $17199.98     | 0.01%             | 2027-02-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2780083.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10512 | PA      | $10315.43     | 0.00%             | 2027-03-18      | Fixed         | 8.23%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10641668.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17953 | PA      | $16446.37     | 0.01%             | 2027-09-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10642257.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6758 | PA      | $6330.44      | 0.00%             | 2027-09-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10109646.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1657 | PA      | $1354.02      | 0.00%             | 2027-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10223746.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4377 | PA      | $4233.29      | 0.00%             | 2027-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10132846.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5000 | PA      | $4447.22      | 0.00%             | 2027-05-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10082867.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8266 | PA      | $8047.13      | 0.00%             | 2027-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10240794.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1644 | PA      | $1584.44      | 0.00%             | 2027-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7574527.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12073 | PA      | $13.49        | 0.00%             | 2035-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8634810.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       109 | PA      | $84.15        | 0.00%             | 2026-07-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10555856.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10180 | PA      | $9550.30      | 0.00%             | 2027-09-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9750096.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7873 | PA      | $7123.49      | 0.00%             | 2027-03-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9184808.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1118 | PA      | $724.20       | 0.00%             | 2026-12-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10579269.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1177 | PA      | $1071.56      | 0.00%             | 2027-09-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7788590.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1294 | PA      | $307.17       | 0.00%             | 2035-11-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9645592.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14014 | PA      | $13681.64     | 0.01%             | 2027-02-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10041865.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5961 | PA      | $5735.91      | 0.00%             | 2027-05-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10047017.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5764 | PA      | $5644.65      | 0.00%             | 2027-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10571619.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1974 | PA      | $1851.07      | 0.00%             | 2027-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2654690.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       345 | PA      | $340.02       | 0.00%             | 2027-02-18      | Fixed         | 30.25%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7093794.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1129 | PA      | $0.00         | 0.00%             | 2035-04-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2935129.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3259 | PA      | $3205.74      | 0.00%             | 2027-09-12      | Fixed         | 22.75%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10525297.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3540 | PA      | $3322.24      | 0.00%             | 2027-08-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9359876.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3101 | PA      | $3052.25      | 0.00%             | 2027-01-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10314859.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       723 | PA      | $683.78       | 0.00%             | 2027-07-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10600628.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8294 | PA      | $7688.51      | 0.00%             | 2027-09-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10343800.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8979 | PA      | $8603.92      | 0.00%             | 2027-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8407488.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8012 | PA      | $205.23       | 0.00%             | 2026-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10305207.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5981 | PA      | $5672.38      | 0.00%             | 2027-07-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2781334.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2249 | PA      | $2225.52      | 0.00%             | 2027-03-14      | Fixed         | 16.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10307956.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3335 | PA      | $2212.27      | 0.00%             | 2027-07-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7360259.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8011 | PA      | $7.43         | 0.00%             | 2035-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10399085.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3141 | PA      | $3012.79      | 0.00%             | 2027-07-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9867169.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       667 | PA      | $629.56       | 0.00%             | 2027-03-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9615694.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1519 | PA      | $1493.91      | 0.00%             | 2027-01-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7007213.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3175 | PA      | $0.00         | 0.00%             | 2035-03-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10339422.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3830 | PA      | $3681.14      | 0.00%             | 2027-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10538281.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11867 | PA      | $11136.47     | 0.00%             | 2027-09-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10353185.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9034 | PA      | $8641.65      | 0.00%             | 2027-07-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2932593.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1723 | PA      | $1682.25      | 0.00%             | 2027-04-12      | Fixed         | 6.74%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10179627.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4697 | PA      | $4509.72      | 0.00%             | 2027-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8645706.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       793 | PA      | $387.18       | 0.00%             | 2026-07-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10009288.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3338 | PA      | $3239.25      | 0.00%             | 2027-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10367161.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27309 | PA      | $25404.70     | 0.01%             | 2027-07-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9587236.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8138 | PA      | $7566.19      | 0.00%             | 2027-01-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8084098.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1368 | PA      | $715.88       | 0.00%             | 2036-02-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10276728.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2523 | PA      | $2417.24      | 0.00%             | 2027-07-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10587638.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2073 | PA      | $1897.21      | 0.00%             | 2027-09-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10371071.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3973 | PA      | $3428.44      | 0.00%             | 2027-07-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9369674.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10945 | PA      | $10837.33     | 0.00%             | 2027-01-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8692292.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4669 | PA      | $4194.08      | 0.00%             | 2026-08-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8790172.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       465 | PA      | $456.96       | 0.00%             | 2026-09-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9092037.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7835 | PA      | $7347.61      | 0.00%             | 2026-11-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10058770.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10134 | PA      | $9908.16      | 0.00%             | 2027-05-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9779886.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1442 | PA      | $1416.85      | 0.00%             | 2027-03-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9310777.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1091 | PA      | $1077.15      | 0.00%             | 2027-01-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2928694.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4275 | PA      | $4205.41      | 0.00%             | 2027-04-11      | Fixed         | 11.02%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10127085.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3471 | PA      | $3341.89      | 0.00%             | 2027-05-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8846785.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1180 | PA      | $596.60       | 0.00%             | 2026-09-16      | None          | 0.00%                 | No            |                  3 | 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        |     35979 | PA      | $35954.18     | 0.01%             | 2032-04-30      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8032677.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       384 | PA      | $5.49         | 0.00%             | 2036-01-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10396906.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4750 | PA      | $4543.36      | 0.00%             | 2027-07-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10136634.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1768 | PA      | $1630.61      | 0.00%             | 2027-05-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9717102.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4909 | PA      | $4526.93      | 0.00%             | 2027-02-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10613382.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8200 | PA      | $7576.71      | 0.00%             | 2027-09-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10430037.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1623 | PA      | $1510.40      | 0.00%             | 2027-08-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9184150.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4320 | PA      | $92.26        | 0.00%             | 2026-12-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9982063.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       347 | PA      | $341.16       | 0.00%             | 2027-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9193959.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15524 | PA      | $15316.28     | 0.01%             | 2026-12-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10307851.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2183 | PA      | $2077.28      | 0.00%             | 2027-07-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10340499.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3338 | PA      | $3215.93      | 0.00%             | 2027-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9122687.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       667 | PA      | $631.36       | 0.00%             | 2026-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10217925.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1795 | PA      | $1748.01      | 0.00%             | 2027-06-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10101149.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14909 | PA      | $14099.00     | 0.01%             | 2027-05-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-12674748.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13066 | PA      | $13196.57     | 0.01%             | 2027-04-02      | Fixed         | 13.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10210780.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4633 | PA      | $4488.83      | 0.00%             | 2027-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10200277.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9907 | PA      | $8190.43      | 0.00%             | 2027-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                         | Prosper Funding LLC, 1648693.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2928 | PA      | $2935.67      | 0.00%             | 2026-11-05      | Fixed         | 12.70%                | No            |                  3 | On Loan: No      |
| UGCard                                                                      | UGCard, 992196449.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       101 | PA      | $87.27        | 0.00%             | 2027-01-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10113579.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21333 | PA      | $20597.45     | 0.01%             | 2027-05-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10265541.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18995 | PA      | $13077.26     | 0.01%             | 2027-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6864766.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       346 | PA      | $0.03         | 0.00%             | 2035-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2931374.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1736 | PA      | $1694.59      | 0.00%             | 2027-04-11      | Fixed         | 7.06%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10410136.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7964 | PA      | $7446.89      | 0.00%             | 2027-08-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9698391.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6002 | PA      | $5897.92      | 0.00%             | 2027-02-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9178335.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3223 | PA      | $3041.80      | 0.00%             | 2026-12-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8207036.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       270 | PA      | $120.71       | 0.00%             | 2036-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Rocket Software, Inc.                                                       | Rocket Software, Inc., First Lien, CME Term Loan                                                  | CUSIP: 77313DAW1<br>LEI: 549300PVG26ISP5X1556 | Long             | LON              | CORP              | US        |    598086 | PA      | $575036.22    | 0.22%             | 2028-11-28      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9977894.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4726 | PA      | $4660.46      | 0.00%             | 2027-04-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9620667.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       628 | PA      | $622.06       | 0.00%             | 2027-01-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10199345.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1862 | PA      | $1795.86      | 0.00%             | 2027-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10198450.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       479 | PA      | $472.01       | 0.00%             | 2027-06-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9893236.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6826 | PA      | $6077.49      | 0.00%             | 2027-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7856504.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       294 | PA      | $135.56       | 0.00%             | 2035-12-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9977200.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3737 | PA      | $3636.86      | 0.00%             | 2027-04-24      | None          | 0.00%                 | No            |                  3 | 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        |   1400000 | PA      | $1400175.49   | 0.54%             | 2036-10-23      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10413575.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7346 | PA      | $7085.40      | 0.00%             | 2027-08-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9662014.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16220 | PA      | $11420.70     | 0.00%             | 2027-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10335700.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21493 | PA      | $20149.15     | 0.01%             | 2027-07-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10306056.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25645 | PA      | $21794.57     | 0.01%             | 2027-07-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10256419.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3968 | PA      | $3815.91      | 0.00%             | 2027-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9857488.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1257 | PA      | $1172.55      | 0.00%             | 2027-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9013547.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3265 | PA      | $2690.28      | 0.00%             | 2026-10-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10462595.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20672 | PA      | $19402.29     | 0.01%             | 2027-08-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8521233.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1094 | PA      | $631.94       | 0.00%             | 2026-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10498046.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33785 | PA      | $32281.37     | 0.01%             | 2027-08-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2931774.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3537 | PA      | $3481.66      | 0.00%             | 2027-04-11      | Fixed         | 11.89%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10210352.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3370 | PA      | $3224.79      | 0.00%             | 2027-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8896209.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       797 | PA      | $781.16       | 0.00%             | 2026-09-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10448833.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4887 | PA      | $4679.89      | 0.00%             | 2027-08-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10000402.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1007 | PA      | $905.21       | 0.00%             | 2027-04-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7880764.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       812 | PA      | $380.28       | 0.00%             | 2035-12-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10041575.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2992 | PA      | $2403.29      | 0.00%             | 2027-05-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10140113.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9014 | PA      | $8778.97      | 0.00%             | 2027-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8996117.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1144 | PA      | $1109.79      | 0.00%             | 2026-10-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8279403.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       769 | PA      | $372.66       | 0.00%             | 2036-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8222550.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3481 | PA      | $2538.08      | 0.00%             | 2036-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Kedrion SpA                                                                 | Kedrion SpA                                                                                       | CUSIP: 49272YAB9<br>LEI: 81560047FA58E1BEDF67 | Long             | DBT              | CORP              | IT        |   1500000 | PA      | $1454529.62   | 0.56%             | 2029-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MPH Acquisition Holdings LLC                                                | MPH Acquisition Holdings LLC, First Lien, Second Out CME Term Loan                                | CUSIP: 55328HAQ4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    547484 | PA      | $487490.66    | 0.19%             | 2030-12-31      | Variable      | 8.53%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10279063.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6319 | PA      | $5663.74      | 0.00%             | 2027-07-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10370908.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3857 | PA      | $3682.87      | 0.00%             | 2027-07-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9193486.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       227 | PA      | $222.12       | 0.00%             | 2026-12-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10150997.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1682 | PA      | $1646.54      | 0.00%             | 2027-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6228233.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        24 | PA      | $0.00         | 0.00%             | 2034-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9927051.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4121 | PA      | $3910.59      | 0.00%             | 2027-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10198983.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2553 | PA      | $2452.46      | 0.00%             | 2027-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10136103.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2774 | PA      | $2673.22      | 0.00%             | 2027-05-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2779874.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3844 | PA      | $2653.21      | 0.00%             | 2027-08-19      | Fixed         | 16.55%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6878498.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15839 | PA      | $1.41         | 0.00%             | 2035-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10371097.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2688 | PA      | $2398.33      | 0.00%             | 2027-07-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9821228.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16848 | PA      | $16658.15     | 0.01%             | 2027-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9797617.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1889 | PA      | $1846.83      | 0.00%             | 2027-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Wand NewCo 3, Inc.                                                          | Wand NewCo 3, Inc., First Lien, Initial CME Term Loan                                             | CUSIP: 93369PAM6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | LON              | CORP              | US        |     96893 | PA      | $96231.79     | 0.04%             | 2031-01-30      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6905278.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4086 | PA      | $0.00         | 0.00%             | 2035-02-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10567551.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3703 | PA      | $3451.67      | 0.00%             | 2027-09-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10410227.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1873 | PA      | $1774.04      | 0.00%             | 2027-08-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10371300.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9232 | PA      | $7967.45      | 0.00%             | 2027-07-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8985499.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1378 | PA      | $397.82       | 0.00%             | 2026-10-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10579431.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1672 | PA      | $1533.41      | 0.00%             | 2027-09-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10384036.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22104 | PA      | $21198.54     | 0.01%             | 2027-07-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6016033.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       411 | PA      | $0.12         | 0.00%             | 2034-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8998438.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       229 | PA      | $225.36       | 0.00%             | 2026-10-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                         | Prosper Funding LLC, 1740880.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3680 | PA      | $732.62       | 0.00%             | 2027-03-23      | Fixed         | 13.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10327643.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13269 | PA      | $12745.04     | 0.00%             | 2027-07-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7964047.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3309 | PA      | $1805.45      | 0.00%             | 2036-01-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10664206.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     68100 | PA      | $63758.98     | 0.02%             | 2027-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8236423.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2045 | PA      | $1190.71      | 0.00%             | 2036-04-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10346442.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6968 | PA      | $6422.52      | 0.00%             | 2027-07-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10130161.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     69832 | PA      | $66837.73     | 0.03%             | 2027-05-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10012467.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     34014 | PA      | $23564.76     | 0.01%             | 2027-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                  | LendingClub Corp. - LCX PM, 185597588.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4784 | PA      | $0.00         | 0.00%             | 2027-01-28      | Fixed         | 16.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2784108.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5549 | PA      | $5493.92      | 0.00%             | 2027-03-14      | Fixed         | 19.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8307029.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       489 | PA      | $323.84       | 0.00%             | 2036-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10599122.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       970 | PA      | $887.83       | 0.00%             | 2027-09-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                         | Prosper Funding LLC, 1733807.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3516 | PA      | $3006.15      | 0.00%             | 2027-03-23      | Fixed         | 12.32%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-13009743.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5295 | PA      | $5357.56      | 0.00%             | 2027-04-22      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10087539.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3189 | PA      | $3135.99      | 0.00%             | 2027-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2786689.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       815 | PA      | $802.22       | 0.00%             | 2027-03-14      | Fixed         | 11.07%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2655411.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       626 | PA      | $616.29       | 0.00%             | 2027-02-18      | Fixed         | 14.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2478021.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6092 | PA      | $5887.42      | 0.00%             | 2029-01-21      | Fixed         | 24.55%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8551699.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6213 | PA      | $165.43       | 0.00%             | 2026-07-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8681518.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2256 | PA      | $1108.91      | 0.00%             | 2026-08-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10014514.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1600 | PA      | $1526.53      | 0.00%             | 2027-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-13061655.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9238 | PA      | $9369.61      | 0.00%             | 2027-04-26      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8866627.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4188 | PA      | $3994.48      | 0.00%             | 2026-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9945865.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1045 | PA      | $1021.23      | 0.00%             | 2027-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-13629014.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9060 | PA      | $9219.68      | 0.00%             | 2027-05-24      | Fixed         | 14.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10149225.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11427 | PA      | $10719.18     | 0.00%             | 2027-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9005020.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6055 | PA      | $153.88       | 0.00%             | 2026-10-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9872357.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6669 | PA      | $6498.81      | 0.00%             | 2027-04-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10224686.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7902 | PA      | $4486.45      | 0.00%             | 2027-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8119314.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       324 | PA      | $182.73       | 0.00%             | 2036-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10019821.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5909 | PA      | $4990.13      | 0.00%             | 2027-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10156303.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2438 | PA      | $2366.40      | 0.00%             | 2027-06-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9881835.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       730 | PA      | $662.06       | 0.00%             | 2027-04-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9200187.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       769 | PA      | $133.04       | 0.00%             | 2026-12-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6307843.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     53032 | PA      | $0.00         | 0.00%             | 2034-07-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2261255.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6593 | PA      | $6517.49      | 0.00%             | 2026-12-16      | Fixed         | 17.42%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9791135.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1494 | PA      | $849.68       | 0.00%             | 2027-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8731254.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1348 | PA      | $1080.45      | 0.00%             | 2026-08-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10104891.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18049 | PA      | $17212.95     | 0.01%             | 2027-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10120531.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9056 | PA      | $8742.41      | 0.00%             | 2027-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9994414.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3329 | PA      | $3222.37      | 0.00%             | 2027-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10076802.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4334 | PA      | $2351.02      | 0.00%             | 2027-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9767318.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4640 | PA      | $4046.73      | 0.00%             | 2027-03-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9791315.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3603 | PA      | $3505.03      | 0.00%             | 2027-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10183157.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3446 | PA      | $3299.05      | 0.00%             | 2027-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10153229.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1129 | PA      | $1060.30      | 0.00%             | 2027-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10620644.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16419 | PA      | $15389.69     | 0.01%             | 2027-09-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7485874.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6996 | PA      | $19.89        | 0.00%             | 2035-08-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8857471.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15951 | PA      | $12189.88     | 0.00%             | 2026-09-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9129392.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4152 | PA      | $4126.25      | 0.00%             | 2026-11-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6427032.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1302 | PA      | $0.04         | 0.00%             | 2034-08-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6220890.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11147 | PA      | $0.00         | 0.00%             | 2034-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9237831.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1986 | PA      | $1943.78      | 0.00%             | 2026-12-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10073024.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5174 | PA      | $4551.63      | 0.00%             | 2027-05-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10526053.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       838 | PA      | $732.10       | 0.00%             | 2027-08-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10264029.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8286 | PA      | $7949.53      | 0.00%             | 2027-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2933064.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9902 | PA      | $9718.80      | 0.00%             | 2027-04-12      | Fixed         | 8.64%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9947809.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4718 | PA      | $4674.52      | 0.00%             | 2027-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9264955.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4634 | PA      | $4519.75      | 0.00%             | 2026-12-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9937716.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3129 | PA      | $3058.12      | 0.00%             | 2027-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2270320.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       692 | PA      | $48.80        | 0.00%             | 2027-10-17      | Fixed         | 31.10%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10155881.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3839 | PA      | $3624.05      | 0.00%             | 2027-06-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10164151.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2529 | PA      | $2466.39      | 0.00%             | 2027-06-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8369869.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2956 | PA      | $52.85        | 0.00%             | 2026-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-12270573.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9931 | PA      | $10029.85     | 0.00%             | 2027-05-06      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10005450.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       874 | PA      | $854.88       | 0.00%             | 2027-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10246136.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     62699 | PA      | $58582.78     | 0.02%             | 2027-06-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Clearway Energy Operating LLC                                               | Clearway Energy Operating LLC                                                                     | CUSIP: 18539UAC9<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    300000 | PA      | $296157.48    | 0.11%             | 2028-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8765466.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       776 | PA      | $735.16       | 0.00%             | 2026-08-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9809316.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8289 | PA      | $8149.72      | 0.00%             | 2027-03-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2476521.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       413 | PA      | $394.27       | 0.00%             | 2029-01-21      | Fixed         | 6.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10630785.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22761 | PA      | $21025.11     | 0.01%             | 2027-09-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10304867.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3888 | PA      | $3679.03      | 0.00%             | 2027-07-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2111907.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       556 | PA      | $551.13       | 0.00%             | 2026-11-24      | Fixed         | 16.75%                | No            |                  3 | On Loan: No      |
| DexKo Global, Inc.                                                          | DexKo Global, Inc., First Lien, 2023 Incremental CME Term Loan                                    | CUSIP: 25213YBC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    231513 | PA      | $228811.40    | 0.09%             | 2028-10-04      | Variable      | 7.92%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2480622.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6087 | PA      | $5948.71      | 0.00%             | 2027-01-21      | Fixed         | 6.63%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10077557.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8314 | PA      | $8083.05      | 0.00%             | 2027-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10274215.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2042 | PA      | $1945.07      | 0.00%             | 2027-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9960707.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2140 | PA      | $1902.60      | 0.00%             | 2027-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9188954.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3843 | PA      | $3705.53      | 0.00%             | 2026-12-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10488740.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6497 | PA      | $6163.32      | 0.00%             | 2027-08-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6891704.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1632 | PA      | $0.39         | 0.00%             | 2035-02-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10201557.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2403 | PA      | $2361.23      | 0.00%             | 2027-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10194401.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19936 | PA      | $18749.67     | 0.01%             | 2027-06-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9629177.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1115 | PA      | $1090.14      | 0.00%             | 2027-02-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10180290.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2323 | PA      | $1971.76      | 0.00%             | 2027-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9991806.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8565 | PA      | $7031.36      | 0.00%             | 2027-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9799970.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6771 | PA      | $6412.68      | 0.00%             | 2027-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8449446.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       204 | PA      | $105.68       | 0.00%             | 2026-06-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8964246.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       905 | PA      | $325.20       | 0.00%             | 2026-10-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10070290.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9666 | PA      | $6306.98      | 0.00%             | 2027-05-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8502513.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4721 | PA      | $3592.08      | 0.00%             | 2026-06-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10271285.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29384 | PA      | $27981.40     | 0.01%             | 2027-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9677293.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3619 | PA      | $3427.88      | 0.00%             | 2027-02-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                           | LendingClub Corp., 154211311.LC.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2255 | PA      | $0.00         | 0.00%             | 2034-11-26      | Fixed         | 20.00%                | No            |                  3 | On Loan: No      |
| OneMain Finance Corp.                                                       | OneMain Finance Corp.                                                                             | CUSIP: 682691AM2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    290000 | PA      | $277483.88    | 0.11%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                        | Clear Channel Outdoor Holdings, Inc.                                                              | CUSIP: 18453HAH9<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1589614.50   | 0.61%             | 2033-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10102888.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14268 | PA      | $13939.40     | 0.01%             | 2027-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10131379.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7356 | PA      | $7218.65      | 0.00%             | 2027-05-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7050699.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1636 | PA      | $0.14         | 0.00%             | 2035-03-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                      | UGCard, 992095946.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2025-02-24      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10642586.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6162 | PA      | $5771.44      | 0.00%             | 2027-09-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6012758.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       723 | PA      | $0.12         | 0.00%             | 2034-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10150899.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1626 | PA      | $1562.11      | 0.00%             | 2027-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10605833.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1863 | PA      | $1712.26      | 0.00%             | 2027-09-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Clarios Global LP                                                           | Clarios Global LP, First Lien, Amendment No. 6 Dollar CME Term Loan                               | CUSIP: C8000CAP8<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |    228811 | PA      | $228524.75    | 0.09%             | 2032-01-28      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7531238.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        13 | PA      | $2.51         | 0.00%             | 2035-08-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10162247.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1203 | PA      | $1073.51      | 0.00%             | 2027-06-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9793396.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1031 | PA      | $1000.18      | 0.00%             | 2027-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8591863.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1572 | PA      | $28.18        | 0.00%             | 2026-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10613413.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12847 | PA      | $12042.96     | 0.00%             | 2027-09-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10322768.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10536 | PA      | $10006.17     | 0.00%             | 2027-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8822677.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         4 | PA      | $4.05         | 0.00%             | 2026-09-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10500255.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5518 | PA      | $5266.54      | 0.00%             | 2027-08-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8348474.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       293 | PA      | $194.56       | 0.00%             | 2026-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8441924.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       980 | PA      | $403.51       | 0.00%             | 2026-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9751764.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       945 | PA      | $934.75       | 0.00%             | 2027-03-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9982072.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3997 | PA      | $3849.68      | 0.00%             | 2027-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10150830.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8291 | PA      | $7616.68      | 0.00%             | 2027-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10305941.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9348 | PA      | $8709.81      | 0.00%             | 2027-07-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10397193.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3134 | PA      | $1526.17      | 0.00%             | 2027-07-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7460506.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       281 | PA      | $44.54        | 0.00%             | 2035-08-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9327646.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5786 | PA      | $5466.37      | 0.00%             | 2027-01-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10259766.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     41330 | PA      | $38967.62     | 0.02%             | 2027-06-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10462189.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12345 | PA      | $11818.56     | 0.00%             | 2027-08-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2779319.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       504 | PA      | $498.55       | 0.00%             | 2027-03-14      | Fixed         | 15.17%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10087257.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9751 | PA      | $9590.59      | 0.00%             | 2027-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9027341.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        37 | PA      | $35.06        | 0.00%             | 2026-10-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7411720.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10852 | PA      | $1169.17      | 0.00%             | 2035-07-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10471127.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30531 | PA      | $28423.64     | 0.01%             | 2027-08-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                           | Venture Global Calcasieu Pass LLC                                                                 | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    300000 | PA      | $278430.15    | 0.11%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10275867.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1546 | PA      | $1459.17      | 0.00%             | 2027-07-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10205086.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1149 | PA      | $1060.48      | 0.00%             | 2027-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9650377.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1650 | PA      | $1622.02      | 0.00%             | 2027-02-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10403966.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21425 | PA      | $20421.41     | 0.01%             | 2027-08-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2475230.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       463 | PA      | $456.88       | 0.00%             | 2027-01-20      | Fixed         | 31.10%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10468859.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     36674 | PA      | $34326.69     | 0.01%             | 2027-08-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10575892.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11205 | PA      | $10507.46     | 0.00%             | 2027-09-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9210004.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2167 | PA      | $1772.91      | 0.00%             | 2026-12-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2267947.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1316 | PA      | $1296.64      | 0.00%             | 2026-12-28      | Fixed         | 20.33%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10297723.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       741 | PA      | $718.74       | 0.00%             | 2027-07-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10242061.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3341 | PA      | $3130.57      | 0.00%             | 2027-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10026904.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1447 | PA      | $1424.95      | 0.00%             | 2027-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10059527.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24452 | PA      | $4508.66      | 0.00%             | 2027-05-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8414189.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4367 | PA      | $3535.48      | 0.00%             | 2026-05-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10568165.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3481 | PA      | $3218.16      | 0.00%             | 2027-09-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10069767.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1373 | PA      | $1307.09      | 0.00%             | 2027-05-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10637444.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20203 | PA      | $18923.24     | 0.01%             | 2027-09-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10468526.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3385 | PA      | $3201.10      | 0.00%             | 2027-08-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7899808.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       589 | PA      | $276.82       | 0.00%             | 2035-12-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10556005.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2380 | PA      | $2194.69      | 0.00%             | 2027-09-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9254201.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9624 | PA      | $9513.80      | 0.00%             | 2026-12-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10008306.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1374 | PA      | $1334.92      | 0.00%             | 2027-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9709589.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22329 | PA      | $20856.72     | 0.01%             | 2027-02-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2478233.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       778 | PA      | $763.11       | 0.00%             | 2027-01-21      | Fixed         | 7.75%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2785698.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3782 | PA      | $3727.67      | 0.00%             | 2027-03-14      | Fixed         | 25.86%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10140505.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2177 | PA      | $2119.20      | 0.00%             | 2027-05-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10542225.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22858 | PA      | $21325.13     | 0.01%             | 2027-09-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2780924.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1884 | PA      | $1865.33      | 0.00%             | 2027-03-14      | Fixed         | 16.96%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6608433.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7450 | PA      | $0.07         | 0.00%             | 2034-10-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Octagon Investment Partners XXII Ltd.                                       | Octagon Investment Partners XXII Ltd., Series 2014-1A, Class CRR                                  | CUSIP: 67572YBU5<br>LEI: 549300MQ9W5DWZ8QX450 | Long             | ABS-CBDO         | CORP              | KY        |   6050000 | PA      | $6070551.58   | 2.35%             | 2030-01-22      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9948229.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11173 | PA      | $10861.12     | 0.00%             | 2027-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10634236.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13736 | PA      | $12867.60     | 0.00%             | 2027-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L1721509.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2535 | PA      | $2499.90      | 0.00%             | 2026-09-16      | Fixed         | 11.20%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8745954.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3811 | PA      | $90.52        | 0.00%             | 2026-08-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10463711.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4811 | PA      | $4581.96      | 0.00%             | 2027-08-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10281030.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     38102 | PA      | $36535.06     | 0.01%             | 2027-07-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6159034.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7919 | PA      | $0.59         | 0.00%             | 2034-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8662262.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4444 | PA      | $1781.22      | 0.00%             | 2026-07-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10058866.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3600 | PA      | $3507.84      | 0.00%             | 2027-05-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10509421.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     43171 | PA      | $41241.80     | 0.02%             | 2027-08-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9855598.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4705 | PA      | $4169.19      | 0.00%             | 2027-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                  | LendingClub Corp. - LCX PM, 187403735.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5279 | PA      | $5438.67      | 0.00%             | 2028-04-10      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 5997475.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1656 | PA      | $0.22         | 0.00%             | 2034-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9218909.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7213 | PA      | $6228.82      | 0.00%             | 2026-12-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9752268.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2417 | PA      | $2331.62      | 0.00%             | 2027-03-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9671549.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1544 | PA      | $1357.66      | 0.00%             | 2027-02-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10248383.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1130 | PA      | $1079.42      | 0.00%             | 2027-06-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                  | LendingClub Corp. - LCX PM, 187350401.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3967 | PA      | $3996.53      | 0.00%             | 2027-03-21      | Fixed         | 15.19%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2782433.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1721 | PA      | $1696.70      | 0.00%             | 2027-03-14      | Fixed         | 26.73%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2477998.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4422 | PA      | $4349.93      | 0.00%             | 2027-02-10      | Fixed         | 10.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10233514.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6256 | PA      | $5962.73      | 0.00%             | 2027-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2785217.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6830 | PA      | $6723.89      | 0.00%             | 2027-03-14      | Fixed         | 10.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9751803.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12255 | PA      | $11795.89     | 0.00%             | 2027-03-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10038392.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1840 | PA      | $1783.86      | 0.00%             | 2027-05-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10437845.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3083 | PA      | $2937.05      | 0.00%             | 2027-08-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                      | UGCard, 992090289.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-03-23      | Fixed         | 19.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6586628.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       423 | PA      | $0.00         | 0.00%             | 2034-10-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8928687.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4625 | PA      | $1753.69      | 0.00%             | 2026-10-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10047807.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     48521 | PA      | $46802.51     | 0.02%             | 2027-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2779775.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1091 | PA      | $1075.13      | 0.00%             | 2027-03-14      | Fixed         | 25.16%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW1720748.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       706 | PA      | $697.45       | 0.00%             | 2026-09-16      | Fixed         | 16.61%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2781565.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2328 | PA      | $2358.90      | 0.00%             | 2029-08-14      | Fixed         | 27.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2788921.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1968 | PA      | $1939.93      | 0.00%             | 2027-03-14      | Fixed         | 16.56%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2472023.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       443 | PA      | $31.89        | 0.00%             | 2027-11-20      | Fixed         | 24.83%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10611891.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1871 | PA      | $1706.29      | 0.00%             | 2027-09-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9222649.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       742 | PA      | $681.70       | 0.00%             | 2026-12-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9851175.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2401 | PA      | $26.12        | 0.00%             | 2027-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-10610237.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       852 | PA      | $855.04       | 0.00%             | 2026-10-25      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8807369.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22289 | PA      | $454.13       | 0.00%             | 2026-09-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10417605.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     57614 | PA      | $55122.21     | 0.02%             | 2027-08-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10112810.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4596 | PA      | $4302.32      | 0.00%             | 2027-05-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10144152.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6109 | PA      | $5853.97      | 0.00%             | 2027-06-01      | None          | 0.00%                 | No            |                  3 | 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        |   1175000 | PA      | $1175960.68   | 0.45%             | 2034-10-15      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10546043.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17095 | PA      | $15863.67     | 0.01%             | 2027-09-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10025031.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5074 | PA      | $5010.40      | 0.00%             | 2027-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8996344.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2915 | PA      | $2490.03      | 0.00%             | 2026-10-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9092544.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1873 | PA      | $1860.36      | 0.00%             | 2026-11-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10604336.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1990 | PA      | $1817.04      | 0.00%             | 2027-09-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| EW Scripps Co. (The)                                                        | EW Scripps Co. (The)                                                                              | CUSIP: 811054AH8<br>LEI: 549300U1OW41QPKYW028 | Long             | DBT              | CORP              | US        |    750000 | PA      | $728807.18    | 0.28%             | 2030-08-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10172523.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2231 | PA      | $2119.91      | 0.00%             | 2027-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6767513.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3105 | PA      | $0.00         | 0.00%             | 2034-12-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                         | Prosper Funding LLC, 1687871.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5755 | PA      | $5755.01      | 0.00%             | 2027-01-12      | Fixed         | 12.70%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10233156.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1850 | PA      | $1635.97      | 0.00%             | 2027-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9779791.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2638 | PA      | $2517.86      | 0.00%             | 2027-03-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10279591.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12872 | PA      | $12364.10     | 0.00%             | 2027-07-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10006982.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5407 | PA      | $5271.01      | 0.00%             | 2027-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10023702.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       338 | PA      | $333.94       | 0.00%             | 2027-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10320977.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1304 | PA      | $1253.04      | 0.00%             | 2027-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9174597.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       630 | PA      | $614.44       | 0.00%             | 2026-12-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10437118.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2743 | PA      | $2616.55      | 0.00%             | 2027-08-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7513007.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       305 | PA      | $1.04         | 0.00%             | 2035-08-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2780172.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       659 | PA      | $649.52       | 0.00%             | 2027-03-14      | Fixed         | 28.83%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9822456.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1092 | PA      | $1036.12      | 0.00%             | 2027-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2654033.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1491 | PA      | $1468.00      | 0.00%             | 2027-02-18      | Fixed         | 13.10%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10597168.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5328 | PA      | $4995.75      | 0.00%             | 2027-09-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10580454.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7736 | PA      | $7253.99      | 0.00%             | 2027-09-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10326426.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2734 | PA      | $2640.16      | 0.00%             | 2027-07-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10249440.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3013 | PA      | $2863.91      | 0.00%             | 2027-06-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9367720.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1086 | PA      | $1071.27      | 0.00%             | 2027-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10240666.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1297 | PA      | $1146.18      | 0.00%             | 2027-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10005943.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2510 | PA      | $2206.90      | 0.00%             | 2027-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7929408.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1614 | PA      | $12.57        | 0.00%             | 2035-12-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6290686.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       440 | PA      | $0.04         | 0.00%             | 2034-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10213468.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6268 | PA      | $5979.89      | 0.00%             | 2027-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9935659.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1066 | PA      | $1009.20      | 0.00%             | 2027-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2471525.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7462 | PA      | $7290.27      | 0.00%             | 2027-01-20      | Fixed         | 5.57%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6351220.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7497 | PA      | $0.09         | 0.00%             | 2034-07-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9689213.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7465 | PA      | $6757.48      | 0.00%             | 2027-02-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10345746.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1055 | PA      | $1021.47      | 0.00%             | 2027-07-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10335908.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3688 | PA      | $3531.26      | 0.00%             | 2027-07-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10113856.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3276 | PA      | $3169.58      | 0.00%             | 2027-05-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9739833.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9627 | PA      | $7917.50      | 0.00%             | 2027-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10471833.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1442 | PA      | $1345.69      | 0.00%             | 2027-08-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10376180.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9099 | PA      | $8729.47      | 0.00%             | 2027-07-26      | 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        |    121390 | PA      | $94684.47     | 0.04%             | 2026-10-07      | Variable      | 9.77%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10228855.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14261 | PA      | $13527.16     | 0.01%             | 2027-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9650373.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       397 | PA      | $392.38       | 0.00%             | 2027-02-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2655850.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6117 | PA      | $6017.28      | 0.00%             | 2027-02-18      | Fixed         | 11.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6894382.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3927 | PA      | $0.00         | 0.00%             | 2035-02-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9949088.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7212 | PA      | $7051.61      | 0.00%             | 2027-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9823898.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2095 | PA      | $2025.23      | 0.00%             | 2027-03-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9633664.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12800 | PA      | $12446.71     | 0.00%             | 2027-02-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10632239.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2041 | PA      | $1868.52      | 0.00%             | 2027-09-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10507789.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25987 | PA      | $24834.39     | 0.01%             | 2027-08-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6574600.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       466 | PA      | $0.06         | 0.00%             | 2034-10-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8646097.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4126 | PA      | $2694.01      | 0.00%             | 2026-07-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2775042.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       204 | PA      | $200.38       | 0.00%             | 2027-03-14      | Fixed         | 25.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9103471.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21803 | PA      | $12930.84     | 0.00%             | 2026-11-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9991115.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33503 | PA      | $32409.43     | 0.01%             | 2027-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2787940.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5482 | PA      | $3134.52      | 0.00%             | 2027-08-14      | Fixed         | 31.09%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10571795.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11016 | PA      | $10324.82     | 0.00%             | 2027-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9370569.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16614 | PA      | $16426.80     | 0.01%             | 2027-01-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2780155.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       977 | PA      | $315.95       | 0.00%             | 2027-03-14      | Fixed         | 31.91%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10406582.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3657 | PA      | $3507.33      | 0.00%             | 2027-08-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8257567.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       119 | PA      | $95.00        | 0.00%             | 2036-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2786626.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       733 | PA      | $722.37       | 0.00%             | 2027-03-14      | Fixed         | 26.35%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10618754.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4311 | PA      | $3981.60      | 0.00%             | 2027-09-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10475981.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7766 | PA      | $7473.79      | 0.00%             | 2027-08-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8979093.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8631 | PA      | $198.00       | 0.00%             | 2026-10-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10167219.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3226 | PA      | $3121.29      | 0.00%             | 2027-06-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10113042.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4225 | PA      | $4122.02      | 0.00%             | 2027-05-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10463400.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2815 | PA      | $2646.25      | 0.00%             | 2027-08-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9689690.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25356 | PA      | $24889.29     | 0.01%             | 2027-02-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| American Trailer World Corp.                                                | American Trailer World Corp., First Lien, CME Term Loan, B                                        | CUSIP: 03028BAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    386180 | PA      | $328895.88    | 0.13%             | 2028-03-03      | Variable      | 7.52%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9364042.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       540 | PA      | $332.80       | 0.00%             | 2027-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9795005.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3164 | PA      | $3032.45      | 0.00%             | 2027-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8313533.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1816 | PA      | $62.62        | 0.00%             | 2036-04-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10430014.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       899 | PA      | $861.76       | 0.00%             | 2027-08-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2269705.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2256 | PA      | $2220.59      | 0.00%             | 2027-10-17      | Fixed         | 29.70%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6669319.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5727 | PA      | $0.00         | 0.00%             | 2034-11-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2787603.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       332 | PA      | $327.40       | 0.00%             | 2027-03-14      | Fixed         | 30.68%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10219179.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6963 | PA      | $6705.67      | 0.00%             | 2027-06-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10526079.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1956 | PA      | $1794.78      | 0.00%             | 2027-08-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8129955.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       194 | PA      | $4.38         | 0.00%             | 2036-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10586711.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10277 | PA      | $9339.09      | 0.00%             | 2027-09-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8429942.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       751 | PA      | $591.34       | 0.00%             | 2026-05-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6528470.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5896 | PA      | $0.47         | 0.00%             | 2034-09-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6225158.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3256 | PA      | $0.00         | 0.00%             | 2034-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10217445.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1717 | PA      | $1680.34      | 0.00%             | 2027-06-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2480439.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       982 | PA      | $969.02       | 0.00%             | 2027-01-21      | Fixed         | 29.92%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10353612.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5089 | PA      | $4509.71      | 0.00%             | 2027-07-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10314996.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1755 | PA      | $1684.88      | 0.00%             | 2027-07-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8770705.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3956 | PA      | $3639.62      | 0.00%             | 2026-08-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10478302.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8200 | PA      | $7806.20      | 0.00%             | 2027-08-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8484073.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1450 | PA      | $1429.87      | 0.00%             | 2026-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10650461.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17296 | PA      | $16103.69     | 0.01%             | 2027-09-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| VM Consolidated, Inc.                                                       | VM Consolidated, Inc.                                                                             | CUSIP: 91835HAA0<br>LEI: 549300GCTGJLEBXJUK89 | Long             | DBT              | CORP              | US        |    800000 | PA      | $774557.60    | 0.30%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9936208.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     63574 | PA      | $56562.04     | 0.02%             | 2027-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9800983.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       461 | PA      | $439.95       | 0.00%             | 2027-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6946128.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1931 | PA      | $0.00         | 0.00%             | 2035-02-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10590071.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3878 | PA      | $3539.40      | 0.00%             | 2027-09-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10435165.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2788 | PA      | $2552.75      | 0.00%             | 2027-08-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10397659.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3211 | PA      | $3095.42      | 0.00%             | 2027-07-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10394885.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       128 | PA      | $123.31       | 0.00%             | 2027-07-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10428510.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     55063 | PA      | $52610.83     | 0.02%             | 2027-08-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9973653.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1410 | PA      | $1376.60      | 0.00%             | 2027-04-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9828406.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1213 | PA      | $1186.27      | 0.00%             | 2027-03-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7892822.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7563 | PA      | $49.66        | 0.00%             | 2035-12-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10198487.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5682 | PA      | $696.49       | 0.00%             | 2027-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9199363.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       273 | PA      | $266.83       | 0.00%             | 2026-12-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10198597.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1210 | PA      | $1078.24      | 0.00%             | 2027-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10533767.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2766 | PA      | $2596.88      | 0.00%             | 2027-09-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2784873.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2880 | PA      | $2839.03      | 0.00%             | 2027-03-14      | Fixed         | 12.88%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7688136.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14991 | PA      | $85.62        | 0.00%             | 2035-10-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2260770.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       392 | PA      | $386.68       | 0.00%             | 2026-12-16      | Fixed         | 31.08%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9665961.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12627 | PA      | $12361.43     | 0.00%             | 2027-02-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9808800.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8498 | PA      | $8420.78      | 0.00%             | 2027-03-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2782255.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2709 | PA      | $2668.21      | 0.00%             | 2027-03-14      | Fixed         | 22.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10437911.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2439 | PA      | $2323.75      | 0.00%             | 2027-08-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9365019.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       890 | PA      | $835.84       | 0.00%             | 2027-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9951459.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4943 | PA      | $4825.31      | 0.00%             | 2027-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                       | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 3128MJ5M8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1336610 | PA      | $1245761.93   | 0.48%             | 2048-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9214259.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3534 | PA      | $3433.14      | 0.00%             | 2026-12-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10074235.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2203 | PA      | $2101.43      | 0.00%             | 2027-05-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                       | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 31283HX75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     32758 | PA      | $34094.38     | 0.01%             | 2033-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10562530.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5614 | PA      | $5232.78      | 0.00%             | 2027-09-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9243690.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       818 | PA      | $805.21       | 0.00%             | 2026-12-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10587682.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6742 | PA      | $6320.33      | 0.00%             | 2027-09-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9251272.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       769 | PA      | $634.10       | 0.00%             | 2026-12-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2931110.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1290 | PA      | $1275.98      | 0.00%             | 2027-04-11      | Fixed         | 14.92%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10138633.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5620 | PA      | $5504.55      | 0.00%             | 2027-05-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2781244.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2523 | PA      | $1621.47      | 0.00%             | 2027-03-14      | Fixed         | 25.96%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10175216.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2126 | PA      | $2084.20      | 0.00%             | 2027-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9801377.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3611 | PA      | $3322.33      | 0.00%             | 2027-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10395995.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3932 | PA      | $3706.48      | 0.00%             | 2027-07-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9920771.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2578 | PA      | $2519.80      | 0.00%             | 2027-04-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2928800.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       802 | PA      | $790.65       | 0.00%             | 2027-04-11      | Fixed         | 25.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10263895.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2050 | PA      | $1965.75      | 0.00%             | 2027-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10118530.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17150 | PA      | $16651.79     | 0.01%             | 2027-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10398230.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15671 | PA      | $14563.76     | 0.01%             | 2027-07-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10429246.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     63259 | PA      | $60256.42     | 0.02%             | 2027-08-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10660100.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       866 | PA      | $790.24       | 0.00%             | 2027-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9763917.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7027 | PA      | $6811.73      | 0.00%             | 2027-03-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9904440.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1794 | PA      | $1748.70      | 0.00%             | 2027-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10608842.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7865 | PA      | $7331.26      | 0.00%             | 2027-09-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9856158.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       824 | PA      | $802.91       | 0.00%             | 2027-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10463506.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2308 | PA      | $2183.85      | 0.00%             | 2027-08-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10341100.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     34867 | PA      | $33235.14     | 0.01%             | 2027-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                         | Prosper Funding LLC, 1688252.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       651 | PA      | $656.91       | 0.00%             | 2027-01-12      | Fixed         | 16.33%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10187485.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9140 | PA      | $8699.15      | 0.00%             | 2027-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10400669.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31347 | PA      | $29988.38     | 0.01%             | 2027-07-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10498395.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4665 | PA      | $4389.12      | 0.00%             | 2027-08-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10209398.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12279 | PA      | $11713.20     | 0.00%             | 2027-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9772495.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       639 | PA      | $630.74       | 0.00%             | 2027-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8242280.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1941 | PA      | $1345.03      | 0.00%             | 2036-04-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10144345.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1147 | PA      | $1132.74      | 0.00%             | 2027-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7154470.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       573 | PA      | $0.12         | 0.00%             | 2035-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9930599.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2049 | PA      | $2017.01      | 0.00%             | 2027-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10334295.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12729 | PA      | $11178.50     | 0.00%             | 2027-07-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10008771.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7354 | PA      | $7143.14      | 0.00%             | 2027-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9188228.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       576 | PA      | $538.51       | 0.00%             | 2026-12-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9924827.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1528 | PA      | $1491.06      | 0.00%             | 2027-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10583162.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     34260 | PA      | $31791.29     | 0.01%             | 2027-09-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10051118.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9725 | PA      | $9386.49      | 0.00%             | 2027-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10415556.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7447 | PA      | $6689.77      | 0.00%             | 2027-08-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2473064.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       326 | PA      | $321.93       | 0.00%             | 2027-01-20      | Fixed         | 21.20%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2474184.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1178 | PA      | $1162.60      | 0.00%             | 2027-01-20      | Fixed         | 23.79%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10410573.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2787 | PA      | $2652.52      | 0.00%             | 2027-08-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10339744.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1572 | PA      | $1497.38      | 0.00%             | 2027-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10394793.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1845 | PA      | $1730.92      | 0.00%             | 2027-07-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10366780.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1541 | PA      | $1428.93      | 0.00%             | 2027-07-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10327146.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9923 | PA      | $9362.42      | 0.00%             | 2027-07-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9256744.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       345 | PA      | $326.19       | 0.00%             | 2026-12-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2931457.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2202 | PA      | $160.16       | 0.00%             | 2027-09-11      | Fixed         | 11.32%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10496603.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3892 | PA      | $3278.90      | 0.00%             | 2027-08-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10529434.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14048 | PA      | $13183.40     | 0.01%             | 2027-08-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7330370.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2170 | PA      | $1.56         | 0.00%             | 2035-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10343942.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2511 | PA      | $2381.88      | 0.00%             | 2027-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10072312.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2558 | PA      | $2456.90      | 0.00%             | 2027-05-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9915851.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     38210 | PA      | $37374.01     | 0.01%             | 2027-04-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8686960.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6243 | PA      | $136.93       | 0.00%             | 2026-08-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10040686.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2644 | PA      | $2535.88      | 0.00%             | 2027-05-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8890694.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9884 | PA      | $107.90       | 0.00%             | 2026-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7238159.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1425 | PA      | $0.00         | 0.00%             | 2035-05-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10394499.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1826 | PA      | $1696.78      | 0.00%             | 2027-07-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9986635.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1376 | PA      | $1321.52      | 0.00%             | 2027-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8651944.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4157 | PA      | $76.27        | 0.00%             | 2026-07-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Terex Corp.                                                                 | Terex Corp.                                                                                       | CUSIP: 880779BB8<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |    170000 | PA      | $171265.35    | 0.07%             | 2032-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9984902.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2226 | PA      | $2169.10      | 0.00%             | 2027-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10416674.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3584 | PA      | $3402.85      | 0.00%             | 2027-08-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9787510.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21394 | PA      | $16587.14     | 0.01%             | 2027-03-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9341027.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6450 | PA      | $6239.60      | 0.00%             | 2027-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10438127.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     42280 | PA      | $40126.40     | 0.02%             | 2027-08-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Opal Bidco SAS                                                              | Opal Bidco SAS                                                                                    | CUSIP: 68348BAA1<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |    950000 | PA      | $951490.55    | 0.37%             | 2032-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8087076.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2236 | PA      | $1279.74      | 0.00%             | 2036-02-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6036691.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2479 | PA      | $0.32         | 0.00%             | 2034-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10500950.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3035 | PA      | $2898.90      | 0.00%             | 2027-08-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2932516.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       578 | PA      | $569.20       | 0.00%             | 2027-04-12      | Fixed         | 8.41%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                         | Prosper Funding LLC, 1651412.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6013 | PA      | $6050.02      | 0.00%             | 2027-09-10      | Fixed         | 13.60%                | No            |                  3 | On Loan: No      |
| Gloves Buyer, Inc.                                                          | Gloves Buyer, Inc., First Lien, Initial CME Term Loan                                             | CUSIP: 37987UAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    399000 | PA      | $398351.63    | 0.15%             | 2032-05-21      | Variable      | 7.67%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2932838.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       350 | PA      | $344.49       | 0.00%             | 2027-04-12      | Fixed         | 31.12%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10120053.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1183 | PA      | $1142.58      | 0.00%             | 2027-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10363554.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     46758 | PA      | $44063.11     | 0.02%             | 2027-07-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10353704.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5675 | PA      | $5347.05      | 0.00%             | 2027-07-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9855573.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1077 | PA      | $987.62       | 0.00%             | 2027-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                      | UGCard, 992052748.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2028-01-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10424733.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       748 | PA      | $713.63       | 0.00%             | 2027-08-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10129873.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6083 | PA      | $5894.33      | 0.00%             | 2027-05-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6480025.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6855 | PA      | $0.00         | 0.00%             | 2034-09-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6755529.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       356 | PA      | $0.00         | 0.00%             | 2034-12-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9947766.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       946 | PA      | $931.53       | 0.00%             | 2027-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10362534.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3493 | PA      | $3344.10      | 0.00%             | 2027-07-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10101637.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1592 | PA      | $1541.98      | 0.00%             | 2027-05-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10406838.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12900 | PA      | $11836.40     | 0.00%             | 2027-08-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-13386894.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       717 | PA      | $718.03       | 0.00%             | 2026-05-14      | Fixed         | 7.99%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2652650.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2138 | PA      | $152.45       | 0.00%             | 2027-07-18      | Fixed         | 31.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10339725.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       790 | PA      | $744.52       | 0.00%             | 2027-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7223668.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       916 | PA      | $0.85         | 0.00%             | 2035-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9362878.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1355 | PA      | $1340.33      | 0.00%             | 2027-01-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9649777.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1143 | PA      | $1102.49      | 0.00%             | 2027-02-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9585371.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3954 | PA      | $634.42       | 0.00%             | 2027-01-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9085432.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       227 | PA      | $226.87       | 0.00%             | 2026-11-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10011515.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4590 | PA      | $4354.22      | 0.00%             | 2027-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                          | Venture Global Plaquemines LNG LLC                                                                | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    290000 | PA      | $302492.99    | 0.12%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8282366.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       310 | PA      | $235.75       | 0.00%             | 2036-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10077507.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1308 | PA      | $1232.01      | 0.00%             | 2027-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10053512.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23509 | PA      | $20335.51     | 0.01%             | 2027-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9968352.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1050 | PA      | $1024.79      | 0.00%             | 2027-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10424744.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11811 | PA      | $11296.51     | 0.00%             | 2027-08-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6135260.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1443 | PA      | $0.00         | 0.00%             | 2034-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10015336.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2998 | PA      | $2563.99      | 0.00%             | 2027-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10083019.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8686 | PA      | $8455.57      | 0.00%             | 2027-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7386885.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2257 | PA      | $5.22         | 0.00%             | 2035-07-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Ingenovis Health, Inc.                                                      | Ingenovis Health, Inc., First Lien, Initial CME Term Loan                                         | CUSIP: 12510MAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    761208 | PA      | $218318.30    | 0.08%             | 2028-03-06      | Variable      | 8.18%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9643738.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       932 | PA      | $829.09       | 0.00%             | 2027-02-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10590112.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     82544 | PA      | $74869.79     | 0.03%             | 2027-09-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10581856.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30943 | PA      | $28999.93     | 0.01%             | 2027-09-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10523071.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3056 | PA      | $2782.16      | 0.00%             | 2027-08-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10584734.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20592 | PA      | $18634.10     | 0.01%             | 2027-09-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10089959.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9578 | PA      | $9270.51      | 0.00%             | 2027-05-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9880881.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       982 | PA      | $942.81       | 0.00%             | 2027-04-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10051431.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5140 | PA      | $5037.19      | 0.00%             | 2027-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9324450.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1123 | PA      | $1111.93      | 0.00%             | 2027-01-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10567698.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4877 | PA      | $4548.73      | 0.00%             | 2027-09-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6987047.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3612 | PA      | $0.15         | 0.00%             | 2035-03-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9926681.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4295 | PA      | $4206.99      | 0.00%             | 2027-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10538761.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1800 | PA      | $1641.57      | 0.00%             | 2027-09-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9102789.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2748 | PA      | $2741.52      | 0.00%             | 2026-11-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10555388.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7623 | PA      | $7077.99      | 0.00%             | 2027-09-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10391834.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19596 | PA      | $18751.32     | 0.01%             | 2027-07-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6514993.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11666 | PA      | $0.00         | 0.00%             | 2034-09-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9994718.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6698 | PA      | $6513.97      | 0.00%             | 2027-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10546287.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     42107 | PA      | $39508.22     | 0.02%             | 2027-09-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10021270.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     43322 | PA      | $41696.37     | 0.02%             | 2027-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9998048.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2969 | PA      | $2840.78      | 0.00%             | 2027-04-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10292755.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1260 | PA      | $1154.28      | 0.00%             | 2027-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9925794.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5072 | PA      | $4912.02      | 0.00%             | 2027-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10477668.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10811 | PA      | $10333.54     | 0.00%             | 2027-08-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2657406.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3923 | PA      | $3880.49      | 0.00%             | 2027-02-18      | Fixed         | 15.83%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8740298.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       119 | PA      | $106.38       | 0.00%             | 2026-08-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7811729.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1139 | PA      | $8.55         | 0.00%             | 2035-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10341087.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2473 | PA      | $2378.07      | 0.00%             | 2027-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9786555.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3274 | PA      | $3155.98      | 0.00%             | 2027-03-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10283401.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3216 | PA      | $3080.74      | 0.00%             | 2027-07-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10231630.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20779 | PA      | $18614.95     | 0.01%             | 2027-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10122406.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10189 | PA      | $9683.76      | 0.00%             | 2027-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2783570.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1364 | PA      | $863.31       | 0.00%             | 2028-01-14      | Fixed         | 25.53%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8551383.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       394 | PA      | $9.53         | 0.00%             | 2026-07-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8901655.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5772 | PA      | $5382.01      | 0.00%             | 2026-09-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2471752.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1356 | PA      | $1342.14      | 0.00%             | 2027-01-20      | Fixed         | 16.14%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7690007.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1194 | PA      | $7.87         | 0.00%             | 2035-10-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                         | Prosper Funding LLC, 1734281.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2608 | PA      | $2610.42      | 0.00%             | 2027-03-23      | Fixed         | 11.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10087607.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30885 | PA      | $25764.23     | 0.01%             | 2027-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2779594.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1142 | PA      | $1125.50      | 0.00%             | 2027-03-14      | Fixed         | 25.60%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2929809.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4067 | PA      | $3998.48      | 0.00%             | 2027-04-11      | Fixed         | 21.08%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8799069.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       332 | PA      | $319.68       | 0.00%             | 2026-09-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9838834.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3817 | PA      | $3729.57      | 0.00%             | 2027-03-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8971762.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     70854 | PA      | $1507.47      | 0.00%             | 2026-10-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LaserShip, Inc.                                                             | LaserShip, Inc., First Lien, CME Term Loan, D                                                     | CUSIP: 51809EAP0<br>LEI: 254900NGHREGOQUFUT53 | Long             | LON              | CORP              | US        |    242696 | PA      | $59460.60     | 0.02%             | 2029-08-10      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9798659.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2311 | PA      | $2257.59      | 0.00%             | 2027-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9375693.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3720 | PA      | $3623.79      | 0.00%             | 2027-01-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6368537.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       276 | PA      | $0.00         | 0.00%             | 2034-07-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6853583.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1003 | PA      | $0.00         | 0.00%             | 2035-01-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10523565.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1501 | PA      | $1399.35      | 0.00%             | 2027-08-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10325001.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2348 | PA      | $2172.91      | 0.00%             | 2027-07-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9832960.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3457 | PA      | $792.05       | 0.00%             | 2027-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10379930.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     78307 | PA      | $74945.10     | 0.03%             | 2027-07-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| OneDigital Borrower LLC                                                     | OneDigital Borrower LLC, First Lien, 2025 Refinancing CME Term Loan                               | CUSIP: 68277FAN9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     32245 | PA      | $31257.34     | 0.01%             | 2031-07-02      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10433310.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13473 | PA      | $12861.27     | 0.00%             | 2027-08-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2788570.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4576 | PA      | $327.80       | 0.00%             | 2027-08-15      | Fixed         | 30.20%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10424369.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1894 | PA      | $1827.09      | 0.00%             | 2027-08-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9767609.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16173 | PA      | $15048.01     | 0.01%             | 2027-03-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9711910.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2675 | PA      | $2621.92      | 0.00%             | 2027-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9079100.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1900 | PA      | $1607.52      | 0.00%             | 2026-11-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10397822.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3200 | PA      | $3088.80      | 0.00%             | 2027-07-30      | 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        |    300000 | PA      | $280764.93    | 0.11%             | 2031-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6394978.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2823 | PA      | $0.03         | 0.00%             | 2034-08-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10305178.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1217 | PA      | $1164.37      | 0.00%             | 2027-07-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2262304.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2724 | PA      | $2693.96      | 0.00%             | 2026-12-16      | Fixed         | 17.30%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10295727.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4830 | PA      | $4639.73      | 0.00%             | 2027-07-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9474108.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       985 | PA      | $889.32       | 0.00%             | 2027-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8251246.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       378 | PA      | $224.69       | 0.00%             | 2036-04-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10134465.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5469 | PA      | $4660.55      | 0.00%             | 2027-05-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9974795.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1700 | PA      | $1658.69      | 0.00%             | 2027-04-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7255984.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       764 | PA      | $1.15         | 0.00%             | 2035-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9888105.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5378 | PA      | $5250.91      | 0.00%             | 2027-04-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2933662.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6088 | PA      | $5941.86      | 0.00%             | 2027-04-12      | Fixed         | 6.16%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6290705.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2878 | PA      | $0.21         | 0.00%             | 2034-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2262094.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1334 | PA      | $95.40        | 0.00%             | 2027-10-16      | Fixed         | 15.17%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10181184.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2742 | PA      | $1502.01      | 0.00%             | 2027-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                        | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 36202DG70<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1768 | PA      | $1850.71      | 0.00%             | 2030-05-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8956813.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       609 | PA      | $457.82       | 0.00%             | 2026-10-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10401493.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4245 | PA      | $4079.35      | 0.00%             | 2027-08-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8941143.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1279 | PA      | $1043.43      | 0.00%             | 2026-10-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9802689.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     36182 | PA      | $35156.47     | 0.01%             | 2027-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6867235.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4400 | PA      | $0.00         | 0.00%             | 2035-01-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9897240.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1803 | PA      | $1644.83      | 0.00%             | 2027-04-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9356498.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       898 | PA      | $876.39       | 0.00%             | 2027-01-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9689452.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       550 | PA      | $547.40       | 0.00%             | 2027-02-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2476307.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       413 | PA      | $407.56       | 0.00%             | 2027-01-21      | Fixed         | 24.31%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9820788.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21079 | PA      | $20231.36     | 0.01%             | 2027-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10572529.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8427 | PA      | $7856.58      | 0.00%             | 2027-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10335601.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5717 | PA      | $5470.69      | 0.00%             | 2027-07-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7334213.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2715 | PA      | $1.40         | 0.00%             | 2035-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7712891.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3823 | PA      | $23.79        | 0.00%             | 2035-10-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7197003.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       458 | PA      | $12.00        | 0.00%             | 2035-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10340815.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2230 | PA      | $2135.63      | 0.00%             | 2027-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Clue Opco LLC                                                               | Clue Opco LLC, First Lien, CME Term Loan, B                                                       | CUSIP: 18948EAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    382484 | PA      | $373304.05    | 0.14%             | 2030-12-19      | Variable      | 8.17%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10571575.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4296 | PA      | $3907.87      | 0.00%             | 2027-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9830503.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3778 | PA      | $3706.67      | 0.00%             | 2027-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9098528.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6549 | PA      | $4308.68      | 0.00%             | 2026-11-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9896045.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8041 | PA      | $7826.11      | 0.00%             | 2027-04-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10070232.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3276 | PA      | $3207.74      | 0.00%             | 2027-05-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9193546.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1636 | PA      | $1625.20      | 0.00%             | 2026-12-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8298679.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5181 | PA      | $144.86       | 0.00%             | 2036-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10188183.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6672 | PA      | $5990.79      | 0.00%             | 2027-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9075165.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       886 | PA      | $809.06       | 0.00%             | 2026-11-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Qnity Electronics, Inc.                                                     | Qnity Electronics, Inc.                                                                           | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |    140000 | PA      | $141734.18    | 0.05%             | 2033-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CHS/Community Health Systems, Inc.                                          | CHS/Community Health Systems, Inc.                                                                | CUSIP: N/A<br>LEI: 5493007X5NC5XI1BB106       | Long             | DBT              | CORP              | US        |    500000 | PA      | $533282.50    | 0.21%             | 2033-06-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2780763.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       612 | PA      | $603.31       | 0.00%             | 2027-03-14      | Fixed         | 31.16%                | No            |                  3 | On Loan: No      |
| Groundworks LLC                                                             | Groundworks LLC, First Lien, Initial CME Term Loan                                                | CUSIP: 39954EAB9<br>LEI: 254900K8GTHJMCG1DB32 | Long             | LON              | CORP              | US        |    131868 | PA      | $131661.76    | 0.05%             | 2031-03-14      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7418984.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10605 | PA      | $874.81       | 0.00%             | 2035-07-18      | None          | 0.00%                 | No            |                  3 | 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        |    306154 | PA      | $254107.69    | 0.10%             | 2032-04-16      | Variable      | 8.17%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-13134349.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6832 | PA      | $7172.55      | 0.00%             | 2027-04-30      | Fixed         | 21.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10337505.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10280 | PA      | $9697.09      | 0.00%             | 2027-07-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10607063.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14092 | PA      | $13205.84     | 0.01%             | 2027-09-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2474447.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       969 | PA      | $954.22       | 0.00%             | 2027-01-20      | Fixed         | 14.59%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9886858.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8892 | PA      | $8602.58      | 0.00%             | 2027-04-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10024511.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6006 | PA      | $5771.02      | 0.00%             | 2027-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9199860.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1678 | PA      | $1587.65      | 0.00%             | 2026-12-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6271110.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       791 | PA      | $0.13         | 0.00%             | 2034-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10583673.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9781 | PA      | $8937.62      | 0.00%             | 2027-09-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10370385.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21655 | PA      | $20128.31     | 0.01%             | 2027-07-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9866967.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2584 | PA      | $2458.75      | 0.00%             | 2027-03-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2779695.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6028 | PA      | $5934.23      | 0.00%             | 2027-03-14      | Fixed         | 12.07%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9944601.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3150 | PA      | $3032.24      | 0.00%             | 2027-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9324826.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1153 | PA      | $1093.82      | 0.00%             | 2027-01-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10172295.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13651 | PA      | $12957.45     | 0.01%             | 2027-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8473553.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3402 | PA      | $73.55        | 0.00%             | 2026-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8731110.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2090 | PA      | $1455.72      | 0.00%             | 2026-08-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                  | LendingClub Corp. - LCX PM, 187614352.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7258 | PA      | $7399.37      | 0.00%             | 2027-03-30      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10263584.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2525 | PA      | $2325.51      | 0.00%             | 2027-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10410624.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     59368 | PA      | $56884.32     | 0.02%             | 2027-08-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8157489.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1783 | PA      | $733.74       | 0.00%             | 2036-03-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10618094.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9669 | PA      | $9063.22      | 0.00%             | 2027-09-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2269400.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3557 | PA      | $3497.02      | 0.00%             | 2027-10-17      | Fixed         | 29.19%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9685292.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2211 | PA      | $2128.25      | 0.00%             | 2027-02-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8609793.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       981 | PA      | $699.05       | 0.00%             | 2026-07-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10635727.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2049 | PA      | $1920.07      | 0.00%             | 2027-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10446861.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4170 | PA      | $3986.03      | 0.00%             | 2027-08-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10401022.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2719 | PA      | $2624.67      | 0.00%             | 2027-07-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-13659468.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5243 | PA      | $5497.07      | 0.00%             | 2027-10-12      | Fixed         | 26.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9685509.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       660 | PA      | $650.62       | 0.00%             | 2027-02-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8348817.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3564 | PA      | $2533.75      | 0.00%             | 2026-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| IQVIA, Inc.                                                                 | IQVIA, Inc.                                                                                       | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    925000 | PA      | $940485.43    | 0.36%             | 2032-06-01      | Fixed         | 6.25%                 | 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        |    546038 | PA      | $511432.40    | 0.20%             | 2032-04-01      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2481349.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1683 | PA      | $1657.63      | 0.00%             | 2027-01-21      | Fixed         | 14.92%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2785715.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       532 | PA      | $165.38       | 0.00%             | 2027-03-14      | Fixed         | 25.22%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10060835.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17159 | PA      | $16683.89     | 0.01%             | 2027-05-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8872233.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13958 | PA      | $7447.75      | 0.00%             | 2026-09-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9882343.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3845 | PA      | $3721.18      | 0.00%             | 2027-04-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2473631.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       324 | PA      | $319.52       | 0.00%             | 2027-01-20      | Fixed         | 30.87%                | No            |                  3 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                               | Freedom Mortgage Holdings LLC                                                                     | CUSIP: 35641AAA6<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    300000 | PA      | $304288.50    | 0.12%             | 2029-02-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2781770.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       875 | PA      | $862.05       | 0.00%             | 2027-03-14      | Fixed         | 18.09%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2785478.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16187 | PA      | $15958.59     | 0.01%             | 2027-08-14      | Fixed         | 19.34%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9294098.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       612 | PA      | $607.04       | 0.00%             | 2027-01-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9770817.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     38550 | PA      | $27412.97     | 0.01%             | 2027-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10622454.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5575 | PA      | $5225.27      | 0.00%             | 2027-09-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Jane Street Group LLC                                                       | Jane Street Group LLC, First Lien, Extended CME Term Loan                                         | CUSIP: 47077DAM2<br>LEI: 5493002N1IVX6KHGYO08 | Long             | LON              | CORP              | US        |    523807 | PA      | $514878.66    | 0.20%             | 2031-12-15      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8684467.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4968 | PA      | $4315.35      | 0.00%             | 2026-08-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9335345.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4271 | PA      | $4191.98      | 0.00%             | 2027-01-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2475014.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       117 | PA      | $114.66       | 0.00%             | 2027-01-20      | Fixed         | 5.92%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8076049.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       143 | PA      | $81.97        | 0.00%             | 2036-02-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9147144.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4518 | PA      | $2599.65      | 0.00%             | 2026-11-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10481611.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7258 | PA      | $6916.52      | 0.00%             | 2027-08-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2480599.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4629 | PA      | $4555.64      | 0.00%             | 2027-01-21      | Fixed         | 9.99%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10046972.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1313 | PA      | $1279.68      | 0.00%             | 2027-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7425843.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3954 | PA      | $5.85         | 0.00%             | 2035-07-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9169159.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1485 | PA      | $789.28       | 0.00%             | 2026-12-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2787754.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5185 | PA      | $5105.20      | 0.00%             | 2027-03-14      | Fixed         | 11.35%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10086308.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3227 | PA      | $3125.64      | 0.00%             | 2027-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10182635.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1792 | PA      | $1742.63      | 0.00%             | 2027-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2789286.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2794 | PA      | $1708.18      | 0.00%             | 2027-03-14      | Fixed         | 17.58%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2786111.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       333 | PA      | $328.38       | 0.00%             | 2027-03-14      | Fixed         | 25.33%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10642644.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4681 | PA      | $4384.82      | 0.00%             | 2027-09-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10154322.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3429 | PA      | $3311.65      | 0.00%             | 2027-06-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10315524.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       869 | PA      | $811.45       | 0.00%             | 2027-07-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7187451.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5960 | PA      | $0.94         | 0.00%             | 2035-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10004713.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6104 | PA      | $5937.53      | 0.00%             | 2027-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10341484.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6214 | PA      | $5152.49      | 0.00%             | 2027-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9644970.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       146 | PA      | $144.82       | 0.00%             | 2027-02-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9823028.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2442 | PA      | $1896.24      | 0.00%             | 2027-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8384744.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       903 | PA      | $11.75        | 0.00%             | 2026-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10240701.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4440 | PA      | $4286.21      | 0.00%             | 2027-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10173143.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6529 | PA      | $5977.45      | 0.00%             | 2027-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9947909.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3253 | PA      | $3179.12      | 0.00%             | 2027-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9826935.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29562 | PA      | $28614.79     | 0.01%             | 2027-03-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10605854.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2360 | PA      | $2199.38      | 0.00%             | 2027-09-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10582910.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6736 | PA      | $6316.50      | 0.00%             | 2027-09-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10263947.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       918 | PA      | $887.63       | 0.00%             | 2027-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9360487.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1385 | PA      | $1011.02      | 0.00%             | 2027-01-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10156038.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3347 | PA      | $3246.68      | 0.00%             | 2027-06-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7873355.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       552 | PA      | $7.13         | 0.00%             | 2035-12-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2787364.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1708 | PA      | $1682.87      | 0.00%             | 2027-03-14      | Fixed         | 24.92%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9753581.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       315 | PA      | $306.02       | 0.00%             | 2027-03-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10539505.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3724 | PA      | $3424.31      | 0.00%             | 2027-09-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10345718.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1453 | PA      | $1367.53      | 0.00%             | 2027-07-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10296217.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     36027 | PA      | $34284.99     | 0.01%             | 2027-07-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10566207.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9570 | PA      | $8980.13      | 0.00%             | 2027-09-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10536160.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11045 | PA      | $10036.52     | 0.00%             | 2027-09-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10653138.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1476 | PA      | $1382.04      | 0.00%             | 2027-09-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10129598.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9167 | PA      | $8599.85      | 0.00%             | 2027-05-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2934452.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8320 | PA      | $8159.53      | 0.00%             | 2027-04-12      | Fixed         | 10.25%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2785701.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       699 | PA      | $689.29       | 0.00%             | 2027-03-14      | Fixed         | 29.60%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2267364.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       470 | PA      | $462.96       | 0.00%             | 2026-12-17      | Fixed         | 20.36%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW1721612.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       905 | PA      | $891.66       | 0.00%             | 2027-02-16      | Fixed         | 26.87%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6285379.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       295 | PA      | $0.00         | 0.00%             | 2034-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2471019.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       232 | PA      | $228.66       | 0.00%             | 2027-01-20      | Fixed         | 15.35%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7621653.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2220 | PA      | $21.06        | 0.00%             | 2035-09-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10441490.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3815 | PA      | $3620.25      | 0.00%             | 2027-08-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9924737.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       255 | PA      | $251.80       | 0.00%             | 2027-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9658158.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16147 | PA      | $15361.70     | 0.01%             | 2027-02-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Orion US Finco, Inc.                                                        | Orion US Finco, Inc., First Lien, Initial CME Term Loan                                           | CUSIP: 68631KAB5<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |    209607 | PA      | $207903.94    | 0.08%             | 2032-10-08      | Variable      | 7.15%                 | No            |                  2 | On Loan: No      |
| Talen Energy Supply LLC                                                     | Talen Energy Supply LLC, First Lien, Initial CME Term Loan, B                                     | CUSIP: 87422LAV2<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | LON              | CORP              | US        |    205054 | PA      | $205682.52    | 0.08%             | 2030-05-17      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10372884.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3262 | PA      | $3125.20      | 0.00%             | 2027-07-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2789869.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2267 | PA      | $2232.04      | 0.00%             | 2027-03-14      | Fixed         | 21.53%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8340102.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1020 | PA      | $611.13       | 0.00%             | 2026-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Deep Blue Operating I LLC                                                   | Deep Blue Operating I LLC, First Lien, Initial CME Term Loan                                      | CUSIP: 24369TAD3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    119332 | PA      | $119928.41    | 0.05%             | 2032-10-01      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10156341.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     42840 | PA      | $41611.24     | 0.02%             | 2027-06-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10166141.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3642 | PA      | $3414.12      | 0.00%             | 2027-06-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8388857.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21333 | PA      | $15165.67     | 0.01%             | 2026-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9203776.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3158 | PA      | $3004.76      | 0.00%             | 2026-12-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8789760.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4612 | PA      | $67.29        | 0.00%             | 2026-09-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10120966.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6777 | PA      | $6490.40      | 0.00%             | 2027-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10024364.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3378 | PA      | $3145.39      | 0.00%             | 2027-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6526438.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2043 | PA      | $0.03         | 0.00%             | 2034-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2769930.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7227 | PA      | $7090.42      | 0.00%             | 2027-03-14      | Fixed         | 7.96%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8212978.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4722 | PA      | $113.37       | 0.00%             | 2036-03-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10553830.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26003 | PA      | $24063.29     | 0.01%             | 2027-09-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10511431.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13365 | PA      | $12789.78     | 0.00%             | 2027-08-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10392533.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11807 | PA      | $10947.79     | 0.00%             | 2027-07-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9853953.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3341 | PA      | $3273.02      | 0.00%             | 2027-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10177277.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3829 | PA      | $3614.19      | 0.00%             | 2027-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10090496.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6032 | PA      | $5731.34      | 0.00%             | 2027-05-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10496144.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3315 | PA      | $3182.47      | 0.00%             | 2027-08-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2781236.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       364 | PA      | $358.36       | 0.00%             | 2027-03-14      | Fixed         | 25.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9908806.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5559 | PA      | $5361.16      | 0.00%             | 2027-04-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9993980.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1862 | PA      | $1568.02      | 0.00%             | 2027-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8780880.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6313 | PA      | $4392.00      | 0.00%             | 2026-08-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10171899.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       691 | PA      | $601.46       | 0.00%             | 2027-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9302837.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       214 | PA      | $211.65       | 0.00%             | 2027-01-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10371174.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1863 | PA      | $1764.20      | 0.00%             | 2027-07-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10322480.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9424 | PA      | $8026.24      | 0.00%             | 2027-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9901801.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2321 | PA      | $2261.88      | 0.00%             | 2027-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10077416.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7885 | PA      | $7571.10      | 0.00%             | 2027-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10355842.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3025 | PA      | $2882.52      | 0.00%             | 2027-07-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9283554.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2863 | PA      | $2768.08      | 0.00%             | 2027-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7862243.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       530 | PA      | $174.80       | 0.00%             | 2035-12-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Crescent Energy Finance LLC                                                 | Crescent Energy Finance LLC                                                                       | CUSIP: 516806AK2<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    375000 | PA      | $383398.88    | 0.15%             | 2032-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9759829.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2865 | PA      | $2783.41      | 0.00%             | 2027-03-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                      | UGCard, 992588454.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-12-17      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8925319.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1127 | PA      | $989.65       | 0.00%             | 2026-10-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10097694.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5745 | PA      | $5553.76      | 0.00%             | 2027-05-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10463292.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3242 | PA      | $2649.92      | 0.00%             | 2027-08-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LifePoint Health, Inc.                                                      | LifePoint Health, Inc., First Lien, CME Term Loan, B1                                             | CUSIP: 75915TAK8<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |    220372 | PA      | $220689.68    | 0.09%             | 2031-05-19      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10614665.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6007 | PA      | $5475.48      | 0.00%             | 2027-09-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10189805.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2217 | PA      | $1678.72      | 0.00%             | 2027-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10579161.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1430 | PA      | $1301.94      | 0.00%             | 2027-09-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10173887.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1562 | PA      | $1510.09      | 0.00%             | 2027-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                  | LendingClub Corp. - LCX PM, 187621983.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3776 | PA      | $3858.39      | 0.00%             | 2027-03-28      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10232007.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5102 | PA      | $4974.08      | 0.00%             | 2027-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6983907.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5990 | PA      | $0.00         | 0.00%             | 2035-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-13132268.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16371 | PA      | $16941.08     | 0.01%             | 2028-01-01      | Fixed         | 16.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10171681.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3370 | PA      | $3275.20      | 0.00%             | 2027-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| US Anesthesia Partners, Inc.                                                | US Anesthesia Partners, Inc., First Lien, Initial CME Term Loan                                   | CUSIP: 90350HAL3<br>LEI: 549300J001GMNRO7SQ51 | Long             | LON              | CORP              | US        |    631310 | PA      | $632383.21    | 0.24%             | 2028-10-02      | Variable      | 7.78%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10363072.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3414 | PA      | $3238.09      | 0.00%             | 2027-07-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10441992.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12899 | PA      | $12331.70     | 0.00%             | 2027-08-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10077869.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4616 | PA      | $4429.41      | 0.00%             | 2027-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9799329.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8332 | PA      | $8115.06      | 0.00%             | 2027-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8796879.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       614 | PA      | $126.98       | 0.00%             | 2026-09-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2788269.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1418 | PA      | $1396.79      | 0.00%             | 2027-03-14      | Fixed         | 15.76%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7461229.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       877 | PA      | $3.62         | 0.00%             | 2035-08-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10242983.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2041 | PA      | $1794.51      | 0.00%             | 2027-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8662511.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       425 | PA      | $312.90       | 0.00%             | 2026-07-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10377096.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1485 | PA      | $1412.57      | 0.00%             | 2027-07-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2656980.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2190 | PA      | $2158.08      | 0.00%             | 2027-02-18      | Fixed         | 22.68%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9789768.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17160 | PA      | $16878.72     | 0.01%             | 2027-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                      | UGCard, 992310357.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2025-04-16      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2785533.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2608 | PA      | $2548.35      | 0.00%             | 2027-03-14      | Fixed         | 5.87%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10367119.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2336 | PA      | $2225.13      | 0.00%             | 2027-07-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10317496.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2533 | PA      | $2155.64      | 0.00%             | 2027-07-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2926179.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9027 | PA      | $8885.79      | 0.00%             | 2027-04-14      | Fixed         | 14.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10227366.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11225 | PA      | $10547.91     | 0.00%             | 2027-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10501638.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1578 | PA      | $1473.86      | 0.00%             | 2027-08-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9946349.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2351 | PA      | $2326.30      | 0.00%             | 2027-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2111536.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3249 | PA      | $3207.08      | 0.00%             | 2027-04-24      | Fixed         | 24.67%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10091511.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8602 | PA      | $8235.16      | 0.00%             | 2027-05-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10409351.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5262 | PA      | $5034.24      | 0.00%             | 2027-08-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7299309.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8689 | PA      | $21.22        | 0.00%             | 2035-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10049148.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     36033 | PA      | $34312.11     | 0.01%             | 2027-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L1890870.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1025 | PA      | $1012.20      | 0.00%             | 2026-10-21      | Fixed         | 25.37%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10033281.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12687 | PA      | $11295.56     | 0.00%             | 2027-05-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7964426.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1068 | PA      | $517.03       | 0.00%             | 2036-01-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6640951.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3014 | PA      | $0.23         | 0.00%             | 2034-11-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8928211.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3115 | PA      | $2802.90      | 0.00%             | 2026-10-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10231998.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1132 | PA      | $1096.88      | 0.00%             | 2027-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9077953.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       535 | PA      | $534.88       | 0.00%             | 2026-11-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 5994040.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6214 | PA      | $0.00         | 0.00%             | 2034-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10287395.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     48027 | PA      | $46123.50     | 0.02%             | 2027-07-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6317901.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       928 | PA      | $0.84         | 0.00%             | 2034-07-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10141011.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6726 | PA      | $6568.68      | 0.00%             | 2027-05-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10394334.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1292 | PA      | $1231.16      | 0.00%             | 2027-07-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                         | Prosper Funding LLC, 1743894.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9741 | PA      | $9749.63      | 0.00%             | 2027-03-23      | Fixed         | 10.29%                | No            |                  3 | On Loan: No      |
| Aretec Group, Inc.                                                          | Aretec Group, Inc., First Lien, CME Term Loan, B4                                                 | CUSIP: 04009DAJ3<br>LEI: 549300NV2T8A33L0PQ58 | Long             | LON              | CORP              | US        |    740254 | PA      | $731967.20    | 0.28%             | 2030-08-09      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L1722725.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       550 | PA      | $420.24       | 0.00%             | 2027-02-16      | Fixed         | 25.76%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9274316.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       889 | PA      | $877.72       | 0.00%             | 2026-12-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9948191.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1351 | PA      | $1305.55      | 0.00%             | 2027-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Univision Communications, Inc.                                              | Univision Communications, Inc.                                                                    | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    145000 | PA      | $149547.22    | 0.06%             | 2032-08-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9218163.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4137 | PA      | $3898.94      | 0.00%             | 2026-12-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10477072.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3624 | PA      | $3466.48      | 0.00%             | 2027-08-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7244108.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1133 | PA      | $0.16         | 0.00%             | 2035-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                      | UGCard, 992170854.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10533548.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2981 | PA      | $2701.02      | 0.00%             | 2027-09-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10274264.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     53934 | PA      | $51721.76     | 0.02%             | 2027-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2928953.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2132 | PA      | $2051.22      | 0.00%             | 2029-09-11      | Fixed         | 25.86%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10234780.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4994 | PA      | $4282.68      | 0.00%             | 2027-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10532333.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1874 | PA      | $1739.72      | 0.00%             | 2027-08-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9882095.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9741 | PA      | $9328.54      | 0.00%             | 2027-04-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9869105.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       281 | PA      | $271.54       | 0.00%             | 2027-03-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10109803.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2064 | PA      | $2013.53      | 0.00%             | 2027-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10442954.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     47444 | PA      | $44929.31     | 0.02%             | 2027-08-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                      | UGCard, 992333164.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-03-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10423117.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3999 | PA      | $3341.56      | 0.00%             | 2027-08-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10172580.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4128 | PA      | $3426.69      | 0.00%             | 2027-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10545586.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12788 | PA      | $11867.55     | 0.00%             | 2027-09-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2933926.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9893 | PA      | $9738.11      | 0.00%             | 2027-04-12      | Fixed         | 24.54%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10360388.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12217 | PA      | $11490.00     | 0.00%             | 2027-07-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7899376.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       772 | PA      | $125.10       | 0.00%             | 2035-12-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10381972.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33747 | PA      | $32289.64     | 0.01%             | 2027-07-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10500086.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1553 | PA      | $1388.53      | 0.00%             | 2027-08-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7302186.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1118 | PA      | $1.67         | 0.00%             | 2035-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9165058.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17622 | PA      | $17314.54     | 0.01%             | 2026-12-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9154456.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       325 | PA      | $309.59       | 0.00%             | 2026-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9243622.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3024 | PA      | $2113.63      | 0.00%             | 2026-12-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9153027.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27488 | PA      | $19923.65     | 0.01%             | 2026-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9963064.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1072 | PA      | $1036.86      | 0.00%             | 2027-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust                                      | Merrill Lynch Mortgage Investors Trust, Series 2003-OPT1, Class B2                                | CUSIP: 5899295P9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     33301 | PA      | $22187.92     | 0.01%             | 2034-07-25      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9155020.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2005 | PA      | $1866.26      | 0.00%             | 2026-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Jane Street Group / JSG Finance, Inc.                                       | Jane Street Group / JSG Finance, Inc.                                                             | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $609166.80    | 0.24%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2930377.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5039 | PA      | $4985.41      | 0.00%             | 2027-04-11      | Fixed         | 15.57%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10541287.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16518 | PA      | $15231.57     | 0.01%             | 2027-09-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10500659.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2402 | PA      | $2245.16      | 0.00%             | 2027-08-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10424877.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     59834 | PA      | $57205.10     | 0.02%             | 2027-08-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10101357.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9867 | PA      | $9086.16      | 0.00%             | 2027-05-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10014246.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9256 | PA      | $9141.02      | 0.00%             | 2027-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6226524.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2241 | PA      | $0.00         | 0.00%             | 2034-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| IHO Verwaltungs GmbH                                                        | IHO Verwaltungs GmbH                                                                              | CUSIP: 44963BAF5<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |    400000 | PA      | $406908.40    | 0.16%             | 2030-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9715412.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8708 | PA      | $8572.08      | 0.00%             | 2027-02-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10337181.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14464 | PA      | $13734.62     | 0.01%             | 2027-07-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10621496.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30604 | PA      | $28692.88     | 0.01%             | 2027-09-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9655137.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       235 | PA      | $233.17       | 0.00%             | 2027-02-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Smyrna Ready Mix Concrete LLC                                               | Smyrna Ready Mix Concrete LLC, First Lien, 2025 CME Term Loan                                     | CUSIP: 83283EAK9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     55782 | PA      | $55829.04     | 0.02%             | 2029-03-30      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10529886.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21564 | PA      | $19718.09     | 0.01%             | 2027-08-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10370982.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1316 | PA      | $1092.78      | 0.00%             | 2027-07-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8659090.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1573 | PA      | $1558.26      | 0.00%             | 2026-07-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-12792566.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3524 | PA      | $3573.89      | 0.00%             | 2027-02-25      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10211169.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3547 | PA      | $3335.24      | 0.00%             | 2027-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10132700.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5958 | PA      | $5632.99      | 0.00%             | 2027-05-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2782493.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       689 | PA      | $678.73       | 0.00%             | 2027-03-14      | Fixed         | 25.19%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9996281.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1603 | PA      | $1554.72      | 0.00%             | 2027-04-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10091360.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13144 | PA      | $12907.94     | 0.00%             | 2027-05-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10531573.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33658 | PA      | $31584.01     | 0.01%             | 2027-08-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9712402.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1665 | PA      | $1459.06      | 0.00%             | 2027-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10414760.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24373 | PA      | $23347.43     | 0.01%             | 2027-08-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7654737.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1110 | PA      | $4.24         | 0.00%             | 2035-10-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10598623.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5958 | PA      | $5585.61      | 0.00%             | 2027-09-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8914912.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        63 | PA      | $62.28        | 0.00%             | 2026-10-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10462268.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11548 | PA      | $11002.52     | 0.00%             | 2027-08-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9734059.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9834 | PA      | $9532.20      | 0.00%             | 2027-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10290304.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     37007 | PA      | $35534.28     | 0.01%             | 2027-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2930354.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5068 | PA      | $4971.99      | 0.00%             | 2027-04-11      | Fixed         | 8.77%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                         | Prosper Funding LLC, 1698271.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2514 | PA      | $2515.05      | 0.00%             | 2027-01-26      | Fixed         | 11.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9963075.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21764 | PA      | $21407.12     | 0.01%             | 2027-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10471727.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13984 | PA      | $11635.80     | 0.00%             | 2027-08-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10296954.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24076 | PA      | $18006.65     | 0.01%             | 2027-07-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8281351.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       485 | PA      | $9.10         | 0.00%             | 2036-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9009656.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        19 | PA      | $19.12        | 0.00%             | 2026-10-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Froneri Lux FinCo SARL                                                      | Froneri Lux FinCo SARL                                                                            | CUSIP: 35901MAA5<br>LEI: 9845005YBZ75E5AA3B94 | Long             | DBT              | CORP              | LU        |    665000 | PA      | $649021.91    | 0.25%             | 2032-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| First Eagle Holdings, Inc.                                                  | First Eagle Holdings, Inc., First Lien, Initial CME Term Loan                                     | CUSIP: 32009UAD9<br>LEI: 549300ZKYR56QRODD510 | Long             | LON              | CORP              | US        |    563306 | PA      | $556264.97    | 0.21%             | 2032-08-16      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9977380.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1566 | PA      | $1477.19      | 0.00%             | 2027-04-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10581351.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6350 | PA      | $5953.76      | 0.00%             | 2027-09-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2782583.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1508 | PA      | $1486.22      | 0.00%             | 2027-03-14      | Fixed         | 26.76%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10534178.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2165 | PA      | $2018.83      | 0.00%             | 2027-09-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10557140.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6980 | PA      | $6555.40      | 0.00%             | 2027-09-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10469877.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1473 | PA      | $1416.48      | 0.00%             | 2027-08-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10112587.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5598 | PA      | $5296.04      | 0.00%             | 2027-05-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8640538.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1019 | PA      | $16.89        | 0.00%             | 2026-07-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Coronado Finance Pty. Ltd.                                                  | Coronado Finance Pty. Ltd.                                                                        | CUSIP: 21979LAB2<br>LEI: 549300NS5FS0W548RE27 | Long             | DBT              | CORP              | AU        |    550000 | PA      | $497467.11    | 0.19%             | 2029-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10360870.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1695 | PA      | $1620.65      | 0.00%             | 2027-07-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9682242.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9448 | PA      | $9219.13      | 0.00%             | 2027-02-15      | None          | 0.00%                 | No            |                  3 | 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        |    280746 | PA      | $280045.82    | 0.11%             | 2033-02-03      | Variable      | 6.91%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                         | Prosper Funding LLC, 1733504.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3595 | PA      | $3596.17      | 0.00%             | 2027-04-15      | Fixed         | 11.60%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9989803.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       545 | PA      | $538.76       | 0.00%             | 2027-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9990406.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11603 | PA      | $11296.26     | 0.00%             | 2027-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10252769.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4953 | PA      | $4769.01      | 0.00%             | 2027-06-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10577179.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3253 | PA      | $3020.18      | 0.00%             | 2027-09-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10563708.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     97543 | PA      | $90556.83     | 0.03%             | 2027-09-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9966957.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17557 | PA      | $16978.06     | 0.01%             | 2027-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10327350.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4473 | PA      | $4288.36      | 0.00%             | 2027-07-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9963451.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4462 | PA      | $4351.33      | 0.00%             | 2027-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9888698.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4339 | PA      | $2082.30      | 0.00%             | 2027-04-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2928908.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       351 | PA      | $103.75       | 0.00%             | 2027-04-11      | Fixed         | 20.26%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9663799.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2544 | PA      | $1968.63      | 0.00%             | 2027-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10399282.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1878 | PA      | $1780.54      | 0.00%             | 2027-07-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                      | UGCard, 992214041.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2028-01-01      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10431411.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23675 | PA      | $22659.07     | 0.01%             | 2027-08-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10144333.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       221 | PA      | $216.42       | 0.00%             | 2027-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8552265.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        57 | PA      | $55.87        | 0.00%             | 2026-07-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-13060467.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12451 | PA      | $12580.50     | 0.00%             | 2027-03-15      | Fixed         | 11.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10029487.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6237 | PA      | $5915.35      | 0.00%             | 2027-05-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Peraton Corp.                                                               | Peraton Corp., First Lien, CME Term Loan, B                                                       | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |   1388184 | PA      | $1188056.34   | 0.46%             | 2028-02-01      | Variable      | 7.52%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10433768.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3279 | PA      | $3016.26      | 0.00%             | 2027-08-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10638219.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2968 | PA      | $2716.78      | 0.00%             | 2027-09-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7365864.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1280 | PA      | $1.56         | 0.00%             | 2035-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10479878.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14164 | PA      | $13651.29     | 0.01%             | 2027-08-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10051515.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3280 | PA      | $2318.95      | 0.00%             | 2027-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9849867.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6526 | PA      | $6302.38      | 0.00%             | 2027-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2786414.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1605 | PA      | $1579.66      | 0.00%             | 2027-03-14      | Fixed         | 11.10%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2785504.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       564 | PA      | $557.99       | 0.00%             | 2027-03-14      | Fixed         | 15.88%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10390167.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12573 | PA      | $11996.70     | 0.00%             | 2027-07-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10568858.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21932 | PA      | $20581.21     | 0.01%             | 2027-09-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6254118.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10644 | PA      | $0.80         | 0.00%             | 2034-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2930096.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1304 | PA      | $1283.90      | 0.00%             | 2027-04-11      | Fixed         | 24.39%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-12042791.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30053 | PA      | $3446.32      | 0.00%             | 2028-03-30      | Fixed         | 18.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10445897.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6504 | PA      | $6277.06      | 0.00%             | 2027-08-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Industrial F&B Investments III, Inc.                                        | Industrial F&B Investments III, Inc.                                                              | CUSIP: 456142AA6<br>LEI: 254900VSX7CEW7CNTO51 | Long             | DBT              | CORP              | US        |    475000 | PA      | $480345.14    | 0.19%             | 2033-02-11      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8897962.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1384 | PA      | $732.15       | 0.00%             | 2026-09-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10291706.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6171 | PA      | $5999.75      | 0.00%             | 2027-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7077874.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1766 | PA      | $0.00         | 0.00%             | 2035-04-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9895089.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2163 | PA      | $2110.71      | 0.00%             | 2027-04-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8271359.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16788 | PA      | $12302.02     | 0.00%             | 2036-04-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10545779.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3379 | PA      | $3089.31      | 0.00%             | 2027-09-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9909337.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3378 | PA      | $3280.90      | 0.00%             | 2027-04-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9831470.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2698 | PA      | $2620.01      | 0.00%             | 2027-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2785618.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6781 | PA      | $6677.99      | 0.00%             | 2027-03-14      | Fixed         | 22.23%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10394535.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8494 | PA      | $8127.82      | 0.00%             | 2027-07-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7507909.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30984 | PA      | $34.76        | 0.00%             | 2035-08-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10448878.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2720 | PA      | $2595.10      | 0.00%             | 2027-08-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9162917.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7999 | PA      | $68.01        | 0.00%             | 2026-12-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6157908.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1105 | PA      | $0.00         | 0.00%             | 2034-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10390775.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3175 | PA      | $2920.94      | 0.00%             | 2027-07-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2785470.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3045 | PA      | $3003.14      | 0.00%             | 2027-03-14      | Fixed         | 29.28%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9941355.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       874 | PA      | $831.35       | 0.00%             | 2027-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9743591.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4600 | PA      | $4457.07      | 0.00%             | 2027-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9791027.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3387 | PA      | $3317.17      | 0.00%             | 2027-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10472780.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1412 | PA      | $1354.87      | 0.00%             | 2027-08-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2653485.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3221 | PA      | $3175.83      | 0.00%             | 2027-03-04      | Fixed         | 27.32%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10171484.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3492 | PA      | $3265.14      | 0.00%             | 2027-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9630929.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       756 | PA      | $740.27       | 0.00%             | 2027-02-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9889722.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1225 | PA      | $110.36       | 0.00%             | 2027-04-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                      | UGCard, 992451388.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-12-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9773540.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     41990 | PA      | $38226.33     | 0.01%             | 2027-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9955775.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2609 | PA      | $2526.20      | 0.00%             | 2027-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9989652.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2767 | PA      | $2726.50      | 0.00%             | 2027-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2477875.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5547 | PA      | $5513.57      | 0.00%             | 2029-06-21      | Fixed         | 11.39%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9364376.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3108 | PA      | $3029.04      | 0.00%             | 2027-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10038689.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       877 | PA      | $811.20       | 0.00%             | 2027-05-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10637759.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4761 | PA      | $4460.10      | 0.00%             | 2027-09-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10107989.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1652 | PA      | $1600.41      | 0.00%             | 2027-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9800347.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1398 | PA      | $1361.17      | 0.00%             | 2027-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10069149.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16989 | PA      | $16793.91     | 0.01%             | 2027-05-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8955040.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       155 | PA      | $155.03       | 0.00%             | 2026-10-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10523596.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6958 | PA      | $6493.27      | 0.00%             | 2027-08-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9636055.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2228 | PA      | $2186.86      | 0.00%             | 2027-02-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10476425.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16850 | PA      | $16126.83     | 0.01%             | 2027-08-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8997979.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2317 | PA      | $1946.99      | 0.00%             | 2026-10-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10425538.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7362 | PA      | $6578.16      | 0.00%             | 2027-08-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8782555.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4274 | PA      | $3546.71      | 0.00%             | 2026-08-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10532441.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20268 | PA      | $18802.23     | 0.01%             | 2027-08-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9330630.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3771 | PA      | $2412.61      | 0.00%             | 2027-01-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Clover Holdings 2 LLC                                                       | Clover Holdings 2 LLC, First Lien, Initial CME Term Loan                                          | CUSIP: 18914DAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    314331 | PA      | $301757.72    | 0.12%             | 2031-12-09      | Variable      | 7.68%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6011390.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1154 | PA      | $0.00         | 0.00%             | 2034-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10404316.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11353 | PA      | $10885.06     | 0.00%             | 2027-08-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2653926.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3629 | PA      | $3572.54      | 0.00%             | 2027-02-18      | Fixed         | 14.76%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9831611.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14803 | PA      | $14084.87     | 0.01%             | 2027-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2929101.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       482 | PA      | $474.22       | 0.00%             | 2027-04-11      | Fixed         | 27.56%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8779842.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       753 | PA      | $615.43       | 0.00%             | 2026-08-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10472318.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     46890 | PA      | $44740.29     | 0.02%             | 2027-08-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10214328.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6635 | PA      | $6365.51      | 0.00%             | 2027-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9968639.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1553 | PA      | $1536.57      | 0.00%             | 2027-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9283802.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25426 | PA      | $24645.08     | 0.01%             | 2027-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10391829.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1163 | PA      | $1097.42      | 0.00%             | 2027-07-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10056149.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1420 | PA      | $1323.44      | 0.00%             | 2027-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9238885.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2980 | PA      | $2821.60      | 0.00%             | 2026-12-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10281873.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     47971 | PA      | $45992.13     | 0.02%             | 2027-07-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10028735.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4994 | PA      | $4852.03      | 0.00%             | 2027-05-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10335520.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       787 | PA      | $759.41       | 0.00%             | 2027-07-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9821665.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3178 | PA      | $3156.42      | 0.00%             | 2027-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Wayfair LLC                                                                 | Wayfair LLC                                                                                       | CUSIP: 94419NAB3<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |    800000 | PA      | $833525.60    | 0.32%             | 2030-09-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10441954.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2687 | PA      | $2574.36      | 0.00%             | 2027-08-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10545144.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8567 | PA      | $7794.41      | 0.00%             | 2027-09-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7385186.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15580 | PA      | $17.17        | 0.00%             | 2035-07-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10264324.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4252 | PA      | $4039.24      | 0.00%             | 2027-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9973792.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1235 | PA      | $1208.16      | 0.00%             | 2027-04-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                  | LendingClub Corp. - LCX PM, 187751574.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9326 | PA      | $9494.08      | 0.00%             | 2027-03-30      | Fixed         | 20.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10162794.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9083 | PA      | $8158.19      | 0.00%             | 2027-06-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8551592.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1384 | PA      | $1278.31      | 0.00%             | 2026-07-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2931231.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11518 | PA      | $927.33       | 0.00%             | 2027-09-11      | Fixed         | 16.75%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8633800.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       396 | PA      | $375.38       | 0.00%             | 2026-07-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10361173.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16250 | PA      | $15557.52     | 0.01%             | 2027-07-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9845965.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5258 | PA      | $5229.26      | 0.00%             | 2027-03-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10164494.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3639 | PA      | $707.27       | 0.00%             | 2027-06-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10108249.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2114 | PA      | $2030.26      | 0.00%             | 2027-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9615456.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       816 | PA      | $16.97        | 0.00%             | 2027-01-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9869980.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7014 | PA      | $6816.48      | 0.00%             | 2027-03-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10587082.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2580 | PA      | $2351.52      | 0.00%             | 2027-09-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10499775.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31663 | PA      | $30127.76     | 0.01%             | 2027-08-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8167768.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       832 | PA      | $21.61        | 0.00%             | 2036-03-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8432287.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6433 | PA      | $2888.31      | 0.00%             | 2026-05-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Jaguar Land Rover Automotive plc                                            | Jaguar Land Rover Automotive plc                                                                  | CUSIP: 47010BAM6<br>LEI: 529900L73GEWN1O5NH84 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $486654.39    | 0.19%             | 2029-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9676724.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2410 | PA      | $2370.89      | 0.00%             | 2027-02-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7442975.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1775 | PA      | $2.72         | 0.00%             | 2035-07-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6374829.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5779 | PA      | $0.29         | 0.00%             | 2034-08-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7600629.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3898 | PA      | $16.21        | 0.00%             | 2035-09-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9846829.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27058 | PA      | $26287.62     | 0.01%             | 2027-03-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10648136.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5277 | PA      | $4855.35      | 0.00%             | 2027-09-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9775762.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1724 | PA      | $1689.09      | 0.00%             | 2027-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6957706.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       982 | PA      | $0.04         | 0.00%             | 2035-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10085055.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29366 | PA      | $28145.62     | 0.01%             | 2027-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10397877.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2258 | PA      | $2095.56      | 0.00%             | 2027-07-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9958120.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5638 | PA      | $5388.93      | 0.00%             | 2027-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10088310.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8054 | PA      | $7895.26      | 0.00%             | 2027-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2781077.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       374 | PA      | $369.05       | 0.00%             | 2027-03-14      | Fixed         | 31.22%                | No            |                  3 | On Loan: No      |
| OPAL US LLC                                                                 | OPAL US LLC, First Lien, CME Term Loan, B4                                                        | CUSIP: F7000QAC5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    696500 | PA      | $696935.31    | 0.27%             | 2032-04-28      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10203322.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9184 | PA      | $8848.40      | 0.00%             | 2027-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9154995.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       683 | PA      | $669.98       | 0.00%             | 2026-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10515618.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     38238 | PA      | $36450.34     | 0.01%             | 2027-08-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| AthenaHealth Group, Inc.                                                    | AthenaHealth Group, Inc., First Lien, Initial CME Term Loan                                       | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |   1719167 | PA      | $1690156.19   | 0.65%             | 2029-02-15      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10304940.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7475 | PA      | $6154.14      | 0.00%             | 2027-07-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9746040.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2406 | PA      | $1705.81      | 0.00%             | 2027-03-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10120856.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1176 | PA      | $1135.88      | 0.00%             | 2027-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2781099.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       883 | PA      | $64.03        | 0.00%             | 2027-03-14      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9726852.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2108 | PA      | $2055.51      | 0.00%             | 2027-02-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9262440.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1515 | PA      | $1469.85      | 0.00%             | 2026-12-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10219055.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1539 | PA      | $1110.58      | 0.00%             | 2027-06-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10072030.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6034 | PA      | $5916.16      | 0.00%             | 2027-05-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                          | Venture Global Plaquemines LNG LLC                                                                | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    485000 | PA      | $514003.97    | 0.20%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9833953.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13295 | PA      | $12843.73     | 0.00%             | 2027-03-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10280130.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1173 | PA      | $1126.55      | 0.00%             | 2027-07-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10540538.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33258 | PA      | $30682.37     | 0.01%             | 2027-09-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-12840175.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1108 | PA      | $1109.10      | 0.00%             | 2027-04-01      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9815365.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10412 | PA      | $8193.66      | 0.00%             | 2027-03-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9837926.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16306 | PA      | $15974.50     | 0.01%             | 2027-03-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10200655.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     44334 | PA      | $43087.32     | 0.02%             | 2027-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10638252.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10544 | PA      | $9815.28      | 0.00%             | 2027-09-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2472901.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2714 | PA      | $2673.98      | 0.00%             | 2027-02-01      | Fixed         | 21.26%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10052893.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14189 | PA      | $13770.95     | 0.01%             | 2027-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10632183.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5591 | PA      | $5183.57      | 0.00%             | 2027-09-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10606412.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11798 | PA      | $11056.72     | 0.00%             | 2027-09-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2780882.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4046 | PA      | $3985.39      | 0.00%             | 2027-08-14      | Fixed         | 22.29%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7806075.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1024 | PA      | $8.25         | 0.00%             | 2035-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2930626.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       200 | PA      | $196.14       | 0.00%             | 2027-09-11      | Fixed         | 30.39%                | No            |                  3 | On Loan: No      |
| Directv Financing LLC / Directv Financing Co-Obligor, Inc.                  | Directv Financing LLC / Directv Financing Co-Obligor, Inc.                                        | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     82000 | PA      | $81964.02     | 0.03%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10363433.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2677 | PA      | $2538.94      | 0.00%             | 2027-07-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10309220.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22424 | PA      | $21601.69     | 0.01%             | 2027-07-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8934541.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         5 | PA      | $4.81         | 0.00%             | 2026-10-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10605269.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5239 | PA      | $4781.66      | 0.00%             | 2027-09-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9671574.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18904 | PA      | $18437.96     | 0.01%             | 2027-02-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10108354.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5844 | PA      | $5716.69      | 0.00%             | 2027-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10561697.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6244 | PA      | $5817.10      | 0.00%             | 2027-09-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8911064.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2747 | PA      | $36.62        | 0.00%             | 2026-10-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9702639.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       760 | PA      | $719.11       | 0.00%             | 2027-02-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8883131.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1963 | PA      | $1416.15      | 0.00%             | 2026-09-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9920607.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3397 | PA      | $2775.70      | 0.00%             | 2027-04-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8667081.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6339 | PA      | $4812.79      | 0.00%             | 2026-07-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10353078.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2636 | PA      | $2542.39      | 0.00%             | 2027-07-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| TTM Technologies, Inc.                                                      | TTM Technologies, Inc.                                                                            | CUSIP: 87305RAK5<br>LEI: 549300SC4BDOIS008048 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $961209.17    | 0.37%             | 2029-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8502495.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       243 | PA      | $140.66       | 0.00%             | 2026-06-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10281574.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14518 | PA      | $13980.77     | 0.01%             | 2027-07-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-12800972.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7566 | PA      | $7808.31      | 0.00%             | 2027-04-17      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2782188.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5639 | PA      | $5541.33      | 0.00%             | 2027-08-14      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9314461.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       833 | PA      | $799.30       | 0.00%             | 2027-01-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9244317.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2787 | PA      | $2717.21      | 0.00%             | 2026-12-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| PRA Group, Inc.                                                             | PRA Group, Inc.                                                                                   | CUSIP: 69354NAD8<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |    300000 | PA      | $277231.11    | 0.11%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10138508.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4419 | PA      | $4112.76      | 0.00%             | 2027-05-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8423748.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27432 | PA      | $583.24       | 0.00%             | 2026-05-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7875047.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       205 | PA      | $29.30        | 0.00%             | 2035-12-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9980864.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19837 | PA      | $19357.79     | 0.01%             | 2027-04-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8867899.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       984 | PA      | $947.83       | 0.00%             | 2026-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9803954.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1357 | PA      | $959.72       | 0.00%             | 2027-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8347607.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8705 | PA      | $6558.01      | 0.00%             | 2026-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10321836.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2918 | PA      | $2609.35      | 0.00%             | 2027-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9982127.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1047 | PA      | $997.86       | 0.00%             | 2027-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10038677.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1407 | PA      | $1353.33      | 0.00%             | 2027-05-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7003117.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       715 | PA      | $0.00         | 0.00%             | 2035-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10503639.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4894 | PA      | $4672.83      | 0.00%             | 2027-08-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9682695.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25172 | PA      | $24812.31     | 0.01%             | 2027-02-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9874080.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4223 | PA      | $3700.36      | 0.00%             | 2027-04-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9882947.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30940 | PA      | $27466.75     | 0.01%             | 2027-04-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10502479.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17239 | PA      | $16400.65     | 0.01%             | 2027-08-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10561420.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6771 | PA      | $6348.91      | 0.00%             | 2027-09-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10534374.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9490 | PA      | $8706.66      | 0.00%             | 2027-09-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2779732.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2886 | PA      | $2845.58      | 0.00%             | 2027-03-14      | Fixed         | 18.53%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9027592.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1463 | PA      | $33.39        | 0.00%             | 2026-10-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10480672.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2836 | PA      | $2707.65      | 0.00%             | 2027-08-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2784675.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       733 | PA      | $723.35       | 0.00%             | 2027-03-14      | Fixed         | 30.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10048375.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9389 | PA      | $9061.93      | 0.00%             | 2027-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2932813.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3945 | PA      | $3886.56      | 0.00%             | 2027-04-12      | Fixed         | 19.07%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW1893402.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1212 | PA      | $1196.85      | 0.00%             | 2026-10-21      | Fixed         | 27.14%                | No            |                  3 | On Loan: No      |
| Cornerstone Building Brands, Inc.                                           | Cornerstone Building Brands, Inc.                                                                 | CUSIP: 21925DAA7<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $205000.00    | 0.08%             | 2029-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9335570.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10374 | PA      | $2185.70      | 0.00%             | 2027-01-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10484731.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2330 | PA      | $2034.01      | 0.00%             | 2027-08-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10651890.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4970 | PA      | $4545.75      | 0.00%             | 2027-09-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10337954.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     53147 | PA      | $46683.75     | 0.02%             | 2027-07-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9622230.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4167 | PA      | $3946.34      | 0.00%             | 2027-01-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                         | Prosper Funding LLC, 1750606.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2975 | PA      | $394.93       | 0.00%             | 2027-04-07      | Fixed         | 12.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8939134.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18243 | PA      | $16311.43     | 0.01%             | 2026-10-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9676425.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2385 | PA      | $2344.56      | 0.00%             | 2027-02-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9885656.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8151 | PA      | $7308.68      | 0.00%             | 2027-04-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10629043.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     94486 | PA      | $87598.12     | 0.03%             | 2027-09-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2763354.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3019 | PA      | $2975.16      | 0.00%             | 2027-03-14      | Fixed         | 24.72%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10598830.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11016 | PA      | $10045.77     | 0.00%             | 2027-09-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10010462.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4224 | PA      | $3615.02      | 0.00%             | 2027-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10353252.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19207 | PA      | $18301.00     | 0.01%             | 2027-07-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                  | LendingClub Corp. - LCX PM, 187670705.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10976 | PA      | $10944.88     | 0.00%             | 2027-03-29      | Fixed         | 17.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8983642.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9303 | PA      | $6372.15      | 0.00%             | 2026-10-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Beach Acquisition Bidco LLC                                                 | Beach Acquisition Bidco LLC                                                                       | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |    758915 | PA      | $808807.83    | 0.31%             | 2033-07-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7530909.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       727 | PA      | $2.24         | 0.00%             | 2035-08-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10654535.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27133 | PA      | $25412.19     | 0.01%             | 2027-09-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7650606.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1604 | PA      | $6.17         | 0.00%             | 2035-10-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10134263.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4800 | PA      | $4627.05      | 0.00%             | 2027-05-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8214128.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1340 | PA      | $32.37        | 0.00%             | 2036-03-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9357880.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       357 | PA      | $330.66       | 0.00%             | 2027-01-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10496405.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31719 | PA      | $30254.88     | 0.01%             | 2027-08-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7187557.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3412 | PA      | $0.00         | 0.00%             | 2035-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10071125.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9143 | PA      | $8326.10      | 0.00%             | 2027-05-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2785752.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6254 | PA      | $3397.88      | 0.00%             | 2027-08-14      | Fixed         | 15.55%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10543139.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7155 | PA      | $6715.34      | 0.00%             | 2027-09-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9234342.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       550 | PA      | $6.32         | 0.00%             | 2026-12-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-10617769.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       433 | PA      | $436.61       | 0.00%             | 2026-06-30      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10655027.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22891 | PA      | $21437.00     | 0.01%             | 2027-09-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-10916888.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2816 | PA      | $2839.96      | 0.00%             | 2026-12-14      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                      | UGCard, 992122276.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2025-03-05      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7298379.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12186 | PA      | $22.51        | 0.00%             | 2035-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                      | UGCard, 992420593.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2028-02-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6259245.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       616 | PA      | $0.04         | 0.00%             | 2034-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10241991.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1197 | PA      | $1134.72      | 0.00%             | 2027-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                         | Prosper Funding LLC, 1740508.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1750 | PA      | $1751.98      | 0.00%             | 2027-03-23      | Fixed         | 11.60%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8522951.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5100 | PA      | $2112.85      | 0.00%             | 2026-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2787310.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       259 | PA      | $255.51       | 0.00%             | 2027-03-14      | Fixed         | 14.70%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10462947.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12280 | PA      | $11694.06     | 0.00%             | 2027-08-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10168410.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2616 | PA      | $2547.56      | 0.00%             | 2027-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10438908.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       792 | PA      | $756.97       | 0.00%             | 2027-08-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10086115.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7344 | PA      | $6955.96      | 0.00%             | 2027-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9639320.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10535 | PA      | $10255.64     | 0.00%             | 2027-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10076368.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1319 | PA      | $942.87       | 0.00%             | 2027-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7329113.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10623 | PA      | $43.14        | 0.00%             | 2035-06-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                  | LendingClub Corp. - LCX PM, 187829994.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10194 | PA      | $10494.06     | 0.00%             | 2027-04-15      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10280972.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5868 | PA      | $5636.81      | 0.00%             | 2027-07-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2783463.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2742 | PA      | $2691.57      | 0.00%             | 2027-03-14      | Fixed         | 13.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10111449.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1441 | PA      | $1342.59      | 0.00%             | 2027-05-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10409211.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14698 | PA      | $14019.22     | 0.01%             | 2027-08-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10099061.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8589 | PA      | $8162.86      | 0.00%             | 2027-05-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9177726.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3907 | PA      | $407.04       | 0.00%             | 2026-12-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-12944703.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       308 | PA      | $308.72       | 0.00%             | 2027-04-23      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10136008.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2609 | PA      | $2213.96      | 0.00%             | 2027-05-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10394896.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17415 | PA      | $16635.73     | 0.01%             | 2027-07-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7411162.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33263 | PA      | $51.51        | 0.00%             | 2035-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10193547.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5525 | PA      | $4953.69      | 0.00%             | 2027-06-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9182307.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1757 | PA      | $1472.11      | 0.00%             | 2026-12-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10396038.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1260 | PA      | $1174.10      | 0.00%             | 2027-07-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10055982.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18170 | PA      | $16154.08     | 0.01%             | 2027-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9342970.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       726 | PA      | $715.18       | 0.00%             | 2027-01-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10663768.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3973 | PA      | $3719.27      | 0.00%             | 2027-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9788608.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7525 | PA      | $7175.06      | 0.00%             | 2027-03-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                      | UGCard, 992375134.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2028-02-20      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10014533.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6149 | PA      | $5969.20      | 0.00%             | 2027-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9345846.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5823 | PA      | $5560.58      | 0.00%             | 2027-01-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2780255.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11299 | PA      | $11130.15     | 0.00%             | 2027-03-14      | Fixed         | 15.79%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8732814.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2158 | PA      | $24.31        | 0.00%             | 2026-08-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10515484.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2650 | PA      | $2532.28      | 0.00%             | 2027-08-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10340427.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1824 | PA      | $1746.22      | 0.00%             | 2027-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9236750.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3813 | PA      | $3770.35      | 0.00%             | 2026-12-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9311236.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2800 | PA      | $2765.79      | 0.00%             | 2027-01-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10173723.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5245 | PA      | $5091.66      | 0.00%             | 2027-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7845896.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2769 | PA      | $17.51        | 0.00%             | 2035-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8546179.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       555 | PA      | $484.99       | 0.00%             | 2026-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9702673.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17793 | PA      | $17600.72     | 0.01%             | 2027-02-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10203590.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       938 | PA      | $920.84       | 0.00%             | 2027-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10298390.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14945 | PA      | $14198.79     | 0.01%             | 2027-07-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10143121.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3536 | PA      | $3436.80      | 0.00%             | 2027-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10063219.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2076 | PA      | $1803.16      | 0.00%             | 2027-05-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9765024.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3961 | PA      | $3794.87      | 0.00%             | 2027-03-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7370739.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4173 | PA      | $4.12         | 0.00%             | 2035-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10207158.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14608 | PA      | $13449.62     | 0.01%             | 2027-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                  | LendingClub Corp. - LCX PM, 186624355.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3278 | PA      | $3325.57      | 0.00%             | 2027-03-15      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9639711.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3227 | PA      | $2781.26      | 0.00%             | 2027-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10478582.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2261 | PA      | $1948.03      | 0.00%             | 2027-08-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                      | UGCard, 992238434.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       325 | PA      | $335.14       | 0.00%             | 2026-11-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2267234.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       215 | PA      | $211.80       | 0.00%             | 2026-12-17      | Fixed         | 28.03%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9885892.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       461 | PA      | $450.64       | 0.00%             | 2027-04-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9818319.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1901 | PA      | $1708.97      | 0.00%             | 2027-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9890934.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9239 | PA      | $9072.85      | 0.00%             | 2027-04-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9897432.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       306 | PA      | $268.31       | 0.00%             | 2027-04-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10372749.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1121 | PA      | $1072.23      | 0.00%             | 2027-07-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9021446.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       571 | PA      | $556.01       | 0.00%             | 2026-10-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9948764.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3052 | PA      | $61.09        | 0.00%             | 2027-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Northriver Midstream Finance LP                                             | Northriver Midstream Finance LP                                                                   | CUSIP: 66679NAB6<br>LEI: 549300SOLNLY3BL6GF18 | Long             | DBT              | CORP              | CA        |   1100000 | PA      | $1104010.60   | 0.43%             | 2032-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10476850.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8245 | PA      | $7836.51      | 0.00%             | 2027-08-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9795267.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2563 | PA      | $2479.55      | 0.00%             | 2027-03-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9632503.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       790 | PA      | $781.78       | 0.00%             | 2027-02-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| American Airlines, Inc. / AAdvantage Loyalty IP Ltd.                        | American Airlines, Inc. / AAdvantage Loyalty IP Ltd.                                              | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     83333 | PA      | $83448.34     | 0.03%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10356007.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10118 | PA      | $9717.58      | 0.00%             | 2027-07-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9933971.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1460 | PA      | $1389.45      | 0.00%             | 2027-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                        | FNMA, 30 Year                                                                                     | CUSIP: 3138XMK66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       553 | PA      | $545.76       | 0.00%             | 2044-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10157481.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8484 | PA      | $8184.74      | 0.00%             | 2027-06-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10306824.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6116 | PA      | $5868.70      | 0.00%             | 2027-07-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10638658.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1893 | PA      | $1722.92      | 0.00%             | 2027-09-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Mohegan Tribal Gaming Authority / MS Digital Entertainment Holdings LLC     | Mohegan Tribal Gaming Authority / MS Digital Entertainment Holdings LLC                           | CUSIP: 60832QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    650000 | PA      | $665866.50    | 0.26%             | 2030-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                        | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 36202DGE5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2328 | PA      | $2422.48      | 0.00%             | 2030-03-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7334461.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       166 | PA      | $4.24         | 0.00%             | 2035-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8062268.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       697 | PA      | $7.94         | 0.00%             | 2036-02-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9651441.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6545 | PA      | $4827.34      | 0.00%             | 2027-02-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10030767.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       138 | PA      | $130.76       | 0.00%             | 2027-05-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10533834.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6162 | PA      | $5784.07      | 0.00%             | 2027-09-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Grand Canyon University                                                     | Grand Canyon University                                                                           | CUSIP: 38528UAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $494195.15    | 0.19%             | 2028-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PetSmart LLC                                                                | PetSmart LLC, First Lien, Initial CME Term Loan                                                   | CUSIP: 71677HAN5<br>LEI: 894500NGJMHSFNESGA67 | Long             | LON              | CORP              | US        |    400000 | PA      | $398100.00    | 0.15%             | 2032-08-18      | Variable      | 7.67%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2788480.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2477 | PA      | $2433.67      | 0.00%             | 2027-08-14      | Fixed         | 20.56%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9251976.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1820 | PA      | $967.07       | 0.00%             | 2026-12-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10605247.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3614 | PA      | $3351.72      | 0.00%             | 2027-09-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10366111.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2087 | PA      | $2009.61      | 0.00%             | 2027-07-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9902675.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23701 | PA      | $23153.11     | 0.01%             | 2027-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9293370.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12710 | PA      | $12435.07     | 0.00%             | 2027-01-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9982436.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       832 | PA      | $784.20       | 0.00%             | 2027-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10091556.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3025 | PA      | $2931.10      | 0.00%             | 2027-05-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10051103.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       937 | PA      | $893.21       | 0.00%             | 2027-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Viking Cruises Ltd.                                                         | Viking Cruises Ltd.                                                                               | CUSIP: 92676XAF4<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    600000 | PA      | $601406.40    | 0.23%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9316452.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       370 | PA      | $367.18       | 0.00%             | 2027-01-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Transocean International Ltd.                                               | Transocean International Ltd.                                                                     | CUSIP: 893814AA1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |     90000 | PA      | $96227.10     | 0.04%             | 2032-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9146262.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       606 | PA      | $586.69       | 0.00%             | 2026-11-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8842754.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1445 | PA      | $1033.74      | 0.00%             | 2026-09-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9290749.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2107 | PA      | $2080.32      | 0.00%             | 2027-01-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-12119588.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3119 | PA      | $3151.87      | 0.00%             | 2027-04-11      | Fixed         | 13.74%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                         | Prosper Funding LLC, 1687689.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3281 | PA      | $3333.96      | 0.00%             | 2026-12-17      | Fixed         | 16.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9995231.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2021 | PA      | $1949.43      | 0.00%             | 2027-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8886793.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       210 | PA      | $202.75       | 0.00%             | 2026-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9326164.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5786 | PA      | $3698.49      | 0.00%             | 2027-01-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9795303.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3298 | PA      | $3224.46      | 0.00%             | 2027-03-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10422924.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10703 | PA      | $10219.04     | 0.00%             | 2027-08-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2782045.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5793 | PA      | $909.18       | 0.00%             | 2028-01-14      | Fixed         | 19.92%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10279736.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2660 | PA      | $2554.86      | 0.00%             | 2027-07-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10645579.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7077 | PA      | $6454.34      | 0.00%             | 2027-09-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9268637.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       547 | PA      | $543.34       | 0.00%             | 2026-12-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Banijay Entertainment SAS                                                   | Banijay Entertainment SAS                                                                         | CUSIP: 060335AB2<br>LEI: 969500CE0IE2EZ5VBG13 | Long             | DBT              | CORP              | FR        |   1100000 | PA      | $1134267.20   | 0.44%             | 2029-05-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10458078.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19957 | PA      | $19053.34     | 0.01%             | 2027-08-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8716827.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2119 | PA      | $48.03        | 0.00%             | 2026-08-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10289555.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9198 | PA      | $8742.91      | 0.00%             | 2027-07-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9147142.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       168 | PA      | $163.05       | 0.00%             | 2026-11-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7174416.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1948 | PA      | $0.50         | 0.00%             | 2035-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10259494.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4141 | PA      | $3979.75      | 0.00%             | 2027-06-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10164210.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1305 | PA      | $1241.30      | 0.00%             | 2027-06-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10448088.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28915 | PA      | $27046.69     | 0.01%             | 2027-08-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10472803.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9963 | PA      | $9448.13      | 0.00%             | 2027-08-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8213530.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5213 | PA      | $46.71        | 0.00%             | 2036-03-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10599162.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14684 | PA      | $13392.84     | 0.01%             | 2027-09-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7863145.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7065 | PA      | $65.31        | 0.00%             | 2035-12-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9820639.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5687 | PA      | $5458.51      | 0.00%             | 2027-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9048170.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       442 | PA      | $123.83       | 0.00%             | 2026-11-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9697009.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1720 | PA      | $1686.91      | 0.00%             | 2027-02-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9709548.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       600 | PA      | $590.68       | 0.00%             | 2027-02-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10132351.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3240 | PA      | $3140.64      | 0.00%             | 2027-05-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2933170.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6392 | PA      | $6267.64      | 0.00%             | 2027-04-12      | Fixed         | 10.92%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10076874.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1556 | PA      | $1482.82      | 0.00%             | 2027-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10158227.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     52356 | PA      | $50640.11     | 0.02%             | 2027-06-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Oceankey US II Corp.                                                        | Oceankey US II Corp., First Lien, Initial CME Term Loan                                           | CUSIP: 67526KAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    296144 | PA      | $279670.94    | 0.11%             | 2028-12-15      | Variable      | 7.27%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2783427.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1822 | PA      | $1794.06      | 0.00%             | 2027-03-14      | Fixed         | 12.77%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10086662.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10943 | PA      | $9650.18      | 0.00%             | 2027-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10319110.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1639 | PA      | $1570.13      | 0.00%             | 2027-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10534442.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2275 | PA      | $2073.74      | 0.00%             | 2027-09-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10636682.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16836 | PA      | $15774.76     | 0.01%             | 2027-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10054039.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5551 | PA      | $3846.66      | 0.00%             | 2027-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2266678.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2606 | PA      | $2566.60      | 0.00%             | 2026-12-16      | Fixed         | 14.84%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-14420972.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5589 | PA      | $5680.39      | 0.00%             | 2027-07-26      | Fixed         | 14.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2109993.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1122 | PA      | $1110.23      | 0.00%             | 2026-11-24      | Fixed         | 28.34%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9215439.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       726 | PA      | $666.66       | 0.00%             | 2026-12-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Gray Media, Inc.                                                            | Gray Media, Inc.                                                                                  | CUSIP: 389286AA3<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    300000 | PA      | $223003.50    | 0.09%             | 2031-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10067376.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3972 | PA      | $3388.26      | 0.00%             | 2027-05-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10285648.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9170 | PA      | $8811.68      | 0.00%             | 2027-07-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10603257.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5762 | PA      | $5342.50      | 0.00%             | 2027-09-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10390508.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1580 | PA      | $1506.24      | 0.00%             | 2027-07-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9971870.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2945 | PA      | $2879.66      | 0.00%             | 2027-04-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9353593.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1480 | PA      | $1369.78      | 0.00%             | 2027-01-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2928577.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       434 | PA      | $427.82       | 0.00%             | 2027-04-11      | Fixed         | 31.19%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9935107.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13270 | PA      | $12949.32     | 0.01%             | 2027-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10183072.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1284 | PA      | $1237.24      | 0.00%             | 2027-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10131300.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2228 | PA      | $2163.75      | 0.00%             | 2027-05-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                  | LendingClub Corp. - LCX PM, 187071023.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4163 | PA      | $4184.28      | 0.00%             | 2027-03-11      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9101475.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8754 | PA      | $190.92       | 0.00%             | 2026-11-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9906462.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20948 | PA      | $20617.34     | 0.01%             | 2027-04-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                         | Prosper Funding LLC, 1688213.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1794 | PA      | $1810.14      | 0.00%             | 2027-01-12      | Fixed         | 15.03%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10335540.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4515 | PA      | $4310.48      | 0.00%             | 2027-07-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9241126.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2133 | PA      | $351.59       | 0.00%             | 2026-12-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10202989.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3327 | PA      | $3207.80      | 0.00%             | 2027-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9937361.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19547 | PA      | $16893.80     | 0.01%             | 2027-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10228709.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1856 | PA      | $1736.34      | 0.00%             | 2027-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8559060.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3025 | PA      | $1859.98      | 0.00%             | 2026-07-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10081091.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2200 | PA      | $2122.22      | 0.00%             | 2027-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10584932.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7173 | PA      | $6525.14      | 0.00%             | 2027-09-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6687486.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1208 | PA      | $0.00         | 0.00%             | 2034-11-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| BlueMountain CLO XXXI Ltd.                                                  | BlueMountain CLO XXXI Ltd., Series 2021-31A, Class D                                              | CUSIP: 09631BAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $978750.39    | 0.38%             | 2034-04-19      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10600350.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6406 | PA      | $5966.34      | 0.00%             | 2027-09-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2656455.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7314 | PA      | $7168.33      | 0.00%             | 2027-07-27      | Fixed         | 11.03%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9335523.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2907 | PA      | $2705.46      | 0.00%             | 2027-01-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10103941.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9873 | PA      | $9119.36      | 0.00%             | 2027-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10139614.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7107 | PA      | $6801.08      | 0.00%             | 2027-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10322532.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13178 | PA      | $12653.09     | 0.00%             | 2027-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9884201.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28547 | PA      | $28030.39     | 0.01%             | 2027-04-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10352394.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3599 | PA      | $3447.80      | 0.00%             | 2027-07-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10175772.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       866 | PA      | $736.52       | 0.00%             | 2027-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10340254.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1801 | PA      | $1715.57      | 0.00%             | 2027-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10031367.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6326 | PA      | $6054.11      | 0.00%             | 2027-05-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10431752.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20765 | PA      | $18167.85     | 0.01%             | 2027-08-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9947797.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       901 | PA      | $840.54       | 0.00%             | 2027-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10325536.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17589 | PA      | $16869.57     | 0.01%             | 2027-07-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10029410.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1518 | PA      | $1375.99      | 0.00%             | 2027-05-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10400248.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28428 | PA      | $27188.61     | 0.01%             | 2027-07-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8955682.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3813 | PA      | $24.48        | 0.00%             | 2026-10-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10311290.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6040 | PA      | $5765.16      | 0.00%             | 2027-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9365501.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3850 | PA      | $74.33        | 0.00%             | 2027-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Standard Building Solutions, Inc.                                           | Standard Building Solutions, Inc.                                                                 | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    900000 | PA      | $901261.80    | 0.35%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9143958.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4732 | PA      | $4547.36      | 0.00%             | 2026-11-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9708467.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1354 | PA      | $1305.76      | 0.00%             | 2027-02-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-12801776.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6221 | PA      | $6380.74      | 0.00%             | 2027-02-15      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9241643.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        70 | PA      | $67.07        | 0.00%             | 2026-12-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10279127.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5726 | PA      | $5473.82      | 0.00%             | 2027-07-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8681652.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       940 | PA      | $842.52       | 0.00%             | 2026-08-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                      | UGCard, 992288452.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-04-14      | Fixed         | 19.30%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10250804.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3976 | PA      | $3780.54      | 0.00%             | 2027-06-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9857257.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7050 | PA      | $6888.04      | 0.00%             | 2027-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9821455.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1713 | PA      | $1611.37      | 0.00%             | 2027-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9643692.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2785 | PA      | $2330.90      | 0.00%             | 2027-02-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9821777.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4693 | PA      | $4597.27      | 0.00%             | 2027-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8989674.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2269 | PA      | $580.00       | 0.00%             | 2026-10-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10293718.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       919 | PA      | $877.96       | 0.00%             | 2027-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9988320.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6865 | PA      | $6668.04      | 0.00%             | 2027-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10217946.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       528 | PA      | $472.20       | 0.00%             | 2027-06-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8042105.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       611 | PA      | $382.91       | 0.00%             | 2036-01-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10256104.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6396 | PA      | $4860.27      | 0.00%             | 2027-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10139809.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3612 | PA      | $3504.85      | 0.00%             | 2027-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10394360.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4282 | PA      | $3968.35      | 0.00%             | 2027-07-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9820297.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       371 | PA      | $368.80       | 0.00%             | 2027-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6983184.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2759 | PA      | $0.00         | 0.00%             | 2035-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9073615.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       163 | PA      | $161.72       | 0.00%             | 2026-11-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9071710.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1012 | PA      | $943.63       | 0.00%             | 2026-11-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10292455.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2192 | PA      | $2097.34      | 0.00%             | 2027-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Great Canadian Gaming Corp.                                                 | Great Canadian Gaming Corp. / Raptor LLC                                                          | CUSIP: 389925AA6<br>LEI: 549300FU60SSFLTE0M84 | Long             | DBT              | CORP              | US        |    900000 | PA      | $878603.85    | 0.34%             | 2029-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2785328.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1713 | PA      | $1686.88      | 0.00%             | 2027-03-14      | Fixed         | 11.77%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10473134.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21497 | PA      | $20417.46     | 0.01%             | 2027-08-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9767362.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4073 | PA      | $3889.13      | 0.00%             | 2027-03-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9926887.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11369 | PA      | $11176.69     | 0.00%             | 2027-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-11799619.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5709 | PA      | $5935.12      | 0.00%             | 2027-02-21      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8489082.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       232 | PA      | $110.44       | 0.00%             | 2026-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9681989.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2624 | PA      | $2561.64      | 0.00%             | 2027-02-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7928943.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       506 | PA      | $249.57       | 0.00%             | 2035-12-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10045359.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22614 | PA      | $21791.74     | 0.01%             | 2027-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2785302.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2526 | PA      | $2489.66      | 0.00%             | 2027-03-14      | Fixed         | 24.36%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10060769.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1387 | PA      | $1350.29      | 0.00%             | 2027-05-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6830425.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1050 | PA      | $0.00         | 0.00%             | 2035-01-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10612135.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5173 | PA      | $4764.55      | 0.00%             | 2027-09-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9951323.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19788 | PA      | $11394.72     | 0.00%             | 2027-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                        | GNMA I, Single-family, 30 Year                                                                    | CUSIP: 36201SG60<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     24950 | PA      | $25280.61     | 0.01%             | 2032-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10465433.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1781 | PA      | $1701.89      | 0.00%             | 2027-08-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8369250.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5499 | PA      | $4462.79      | 0.00%             | 2026-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8871439.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       843 | PA      | $833.67       | 0.00%             | 2026-09-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Peer Holding III BV                                                         | Peer Holding III BV, First Lien, CME Term Loan, B5B                                               | CUSIP: N6872NAN6<br>LEI: 7245002S0K5Q59JCVQ03 | Long             | LON              | CORP              | NL        |    337319 | PA      | $337055.43    | 0.13%             | 2031-07-01      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10378488.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10857 | PA      | $9463.88      | 0.00%             | 2027-07-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8442301.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20473 | PA      | $342.56       | 0.00%             | 2026-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9049870.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1917 | PA      | $1904.81      | 0.00%             | 2026-11-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2787434.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       730 | PA      | $719.17       | 0.00%             | 2027-03-14      | Fixed         | 25.69%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10185445.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4740 | PA      | $4669.90      | 0.00%             | 2027-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10400611.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2050 | PA      | $1902.94      | 0.00%             | 2027-07-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9827400.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11229 | PA      | $11084.81     | 0.00%             | 2027-03-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9759271.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20123 | PA      | $19485.02     | 0.01%             | 2027-03-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9803860.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1418 | PA      | $1252.39      | 0.00%             | 2027-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2784794.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1237 | PA      | $1218.38      | 0.00%             | 2027-03-14      | Fixed         | 24.59%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9340881.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6185 | PA      | $5918.65      | 0.00%             | 2027-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10293802.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     63132 | PA      | $60410.30     | 0.02%             | 2027-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-13405408.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6147 | PA      | $6442.10      | 0.00%             | 2027-03-30      | Fixed         | 23.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9652003.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18309 | PA      | $17898.94     | 0.01%             | 2027-02-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8889880.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     39260 | PA      | $34226.83     | 0.01%             | 2026-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7728570.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       790 | PA      | $283.42       | 0.00%             | 2035-10-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Ontario Gaming GTA LP                                                       | Ontario Gaming GTA LP, First Lien, CME Term Loan, B                                               | CUSIP: C6907UAB7<br>LEI: 894500EC9KLZLOC3V025 | Long             | LON              | CORP              | CA        |    415605 | PA      | $390484.05    | 0.15%             | 2030-08-01      | Variable      | 7.95%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9999927.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2200 | PA      | $2116.02      | 0.00%             | 2027-04-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10293688.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1931 | PA      | $1855.09      | 0.00%             | 2027-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9897150.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1774 | PA      | $1714.76      | 0.00%             | 2027-04-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10188685.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16945 | PA      | $16508.57     | 0.01%             | 2027-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10572190.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     32449 | PA      | $30431.51     | 0.01%             | 2027-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10515965.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15351 | PA      | $14654.12     | 0.01%             | 2027-08-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10515887.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10567 | PA      | $10039.43     | 0.00%             | 2027-08-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6399808.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5425 | PA      | $0.00         | 0.00%             | 2034-08-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10246080.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2862 | PA      | $2735.46      | 0.00%             | 2027-06-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6335477.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       557 | PA      | $0.01         | 0.00%             | 2034-07-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9872215.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4050 | PA      | $3856.67      | 0.00%             | 2027-04-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9677575.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26468 | PA      | $24943.19     | 0.01%             | 2027-02-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10218767.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9948 | PA      | $9720.09      | 0.00%             | 2027-06-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-13424293.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5655 | PA      | $5706.46      | 0.00%             | 2027-05-01      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10491905.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21146 | PA      | $20157.39     | 0.01%             | 2027-08-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2786517.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4084 | PA      | $4028.32      | 0.00%             | 2027-03-14      | Fixed         | 20.90%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                         | Prosper Funding LLC, 1687862.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1776 | PA      | $1829.21      | 0.00%             | 2027-01-12      | Fixed         | 21.09%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9832443.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7954 | PA      | $6829.88      | 0.00%             | 2027-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9907573.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25271 | PA      | $24733.15     | 0.01%             | 2027-04-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10432083.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5614 | PA      | $5390.59      | 0.00%             | 2027-08-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10285308.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6588 | PA      | $6316.32      | 0.00%             | 2027-07-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9106638.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2454 | PA      | $344.89       | 0.00%             | 2026-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9948001.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9092 | PA      | $7844.49      | 0.00%             | 2027-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9027676.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     44021 | PA      | $915.27       | 0.00%             | 2026-10-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9377147.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2375 | PA      | $2331.30      | 0.00%             | 2027-01-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| BlueMountain CLO XXVI Ltd.                                                  | BlueMountain CLO XXVI Ltd., Series 2019-26A, Class CR                                             | CUSIP: 09630GAS2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2002047.06   | 0.77%             | 2034-10-20      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9857685.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4068 | PA      | $3465.73      | 0.00%             | 2027-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Scientific Games Holdings LP                                                | Scientific Games Holdings LP, First Lien, 2024 Refinancing Dollar CME Term Loan                   | CUSIP: 80875CAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    387347 | PA      | $382129.22    | 0.15%             | 2029-04-04      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                         | Prosper Funding LLC, 1652735.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1173 | PA      | $1171.95      | 0.00%             | 2026-11-16      | Fixed         | 10.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7707363.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       629 | PA      | $4.09         | 0.00%             | 2035-10-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2657769.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2823 | PA      | $2782.80      | 0.00%             | 2027-02-18      | Fixed         | 24.23%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10405165.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2112 | PA      | $1955.97      | 0.00%             | 2027-08-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10256819.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4251 | PA      | $4112.86      | 0.00%             | 2027-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8085688.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        59 | PA      | $39.55        | 0.00%             | 2036-02-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10227990.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7513 | PA      | $7202.58      | 0.00%             | 2027-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10395269.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4450 | PA      | $4275.55      | 0.00%             | 2027-07-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10508696.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2569 | PA      | $2480.16      | 0.00%             | 2027-08-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                  | LendingClub Corp. - LCX PM, 187644231.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5147 | PA      | $5260.25      | 0.00%             | 2027-03-28      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10250829.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2196 | PA      | $2095.22      | 0.00%             | 2027-06-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9326275.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6261 | PA      | $6068.30      | 0.00%             | 2027-01-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9145148.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       989 | PA      | $971.20       | 0.00%             | 2026-11-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10613570.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5193 | PA      | $4799.64      | 0.00%             | 2027-09-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2927958.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6159 | PA      | $6046.39      | 0.00%             | 2027-09-26      | Fixed         | 15.19%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2016021.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2781 | PA      | $2735.19      | 0.00%             | 2026-11-10      | Fixed         | 29.96%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10112725.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7763 | PA      | $7476.55      | 0.00%             | 2027-05-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10293064.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1734 | PA      | $1644.20      | 0.00%             | 2027-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10256386.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3837 | PA      | $3674.57      | 0.00%             | 2027-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9313107.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3819 | PA      | $11.96        | 0.00%             | 2027-01-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-13441350.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3095 | PA      | $3167.33      | 0.00%             | 2027-05-01      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-14545674.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4061 | PA      | $4222.93      | 0.00%             | 2027-08-03      | Fixed         | 26.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                         | Prosper Funding LLC, 1755237.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3326 | PA      | $3370.25      | 0.00%             | 2027-04-08      | Fixed         | 16.02%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9166259.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        41 | PA      | $40.64        | 0.00%             | 2026-12-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2474789.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7101 | PA      | $6975.65      | 0.00%             | 2027-06-20      | Fixed         | 13.64%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9378231.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28085 | PA      | $27346.51     | 0.01%             | 2027-01-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9742407.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12909 | PA      | $12508.62     | 0.00%             | 2027-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6443705.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1309 | PA      | $0.00         | 0.00%             | 2034-08-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6302451.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     48897 | PA      | $0.00         | 0.00%             | 2034-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Connect Finco SARL / Connect US Finco LLC                                   | Connect Finco SARL / Connect US Finco LLC                                                         | CUSIP: 20752TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $841432.00    | 0.33%             | 2029-09-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9685344.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3287 | PA      | $3211.06      | 0.00%             | 2027-02-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9979555.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4933 | PA      | $4037.67      | 0.00%             | 2027-04-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9048839.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1853 | PA      | $1812.40      | 0.00%             | 2026-11-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8059635.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2858 | PA      | $35.04        | 0.00%             | 2036-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8170418.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2451 | PA      | $1333.47      | 0.00%             | 2036-03-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8155739.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11144 | PA      | $167.65       | 0.00%             | 2036-03-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Adient US LLC                                                               | Adient US LLC, First Lien, CME Term Loan, B2                                                      | CUSIP: 00687MAH4<br>LEI: 213800SOTRCDGZUHL712 | Long             | LON              | CORP              | US        |    465161 | PA      | $465052.12    | 0.18%             | 2031-01-31      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10413652.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17718 | PA      | $16933.50     | 0.01%             | 2027-08-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9993786.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3085 | PA      | $2761.03      | 0.00%             | 2027-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8027604.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4651 | PA      | $98.12        | 0.00%             | 2036-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9792343.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16300 | PA      | $14776.83     | 0.01%             | 2027-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10641048.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1561 | PA      | $1462.23      | 0.00%             | 2027-09-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10660638.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3148 | PA      | $2869.35      | 0.00%             | 2027-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Smyrna Ready Mix Concrete LLC                                               | Smyrna Ready Mix Concrete LLC                                                                     | CUSIP: 83283WAE3<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |    700000 | PA      | $722382.50    | 0.28%             | 2031-11-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10187638.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7123 | PA      | $6647.63      | 0.00%             | 2027-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10548043.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2374 | PA      | $2146.19      | 0.00%             | 2027-09-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8905890.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       740 | PA      | $9.24         | 0.00%             | 2026-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8897924.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4706 | PA      | $1270.29      | 0.00%             | 2026-09-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10069811.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9947 | PA      | $9677.56      | 0.00%             | 2027-05-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10188293.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13444 | PA      | $9563.74      | 0.00%             | 2027-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-13644113.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4376 | PA      | $4387.74      | 0.00%             | 2027-05-15      | Fixed         | 14.34%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7565647.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1102 | PA      | $2.50         | 0.00%             | 2035-09-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10346145.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14415 | PA      | $13688.88     | 0.01%             | 2027-07-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9979370.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1593 | PA      | $160.93       | 0.00%             | 2027-04-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9736173.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2047 | PA      | $1959.94      | 0.00%             | 2027-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6126546.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19042 | PA      | $0.00         | 0.00%             | 2034-05-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8739830.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1552 | PA      | $643.48       | 0.00%             | 2026-08-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Millrose Properties, Inc.                                                   | Millrose Properties, Inc.                                                                         | CUSIP: 601137AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1125409.39   | 0.43%             | 2030-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7069074.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2638 | PA      | $0.00         | 0.00%             | 2035-04-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10118456.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3298 | PA      | $2907.17      | 0.00%             | 2027-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10538072.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3115 | PA      | $2923.20      | 0.00%             | 2027-09-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8681406.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       818 | PA      | $423.93       | 0.00%             | 2026-08-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7516754.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       774 | PA      | $3.07         | 0.00%             | 2035-08-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Directv Financing LLC                                                       | Directv Financing LLC                                                                             | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $149853.80    | 0.06%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10225223.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1385 | PA      | $1272.42      | 0.00%             | 2027-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10070124.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1677 | PA      | $1514.21      | 0.00%             | 2027-05-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| News Corp.                                                                  | News Corp.                                                                                        | CUSIP: 65249BAA7<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1158377.59   | 0.45%             | 2029-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10636543.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3768 | PA      | $3480.13      | 0.00%             | 2027-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10030521.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3879 | PA      | $3744.43      | 0.00%             | 2027-05-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8935698.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       977 | PA      | $917.57       | 0.00%             | 2026-10-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10606864.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3337 | PA      | $3129.45      | 0.00%             | 2027-09-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6255882.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       515 | PA      | $0.00         | 0.00%             | 2034-06-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10588971.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3330 | PA      | $3123.22      | 0.00%             | 2027-09-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9616693.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1058 | PA      | $1029.38      | 0.00%             | 2027-01-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7780421.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8201 | PA      | $3261.92      | 0.00%             | 2035-11-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10371233.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1667 | PA      | $1599.24      | 0.00%             | 2027-07-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9292586.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       404 | PA      | $316.69       | 0.00%             | 2027-01-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10360602.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23644 | PA      | $22635.39     | 0.01%             | 2027-07-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9268208.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2667 | PA      | $2516.16      | 0.00%             | 2026-12-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                      | UGCard, 992494028.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2028-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9128076.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5259 | PA      | $5121.09      | 0.00%             | 2026-11-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9765400.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12560 | PA      | $11960.33     | 0.00%             | 2027-03-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10447013.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8197 | PA      | $7256.28      | 0.00%             | 2027-08-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8690231.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4817 | PA      | $3082.45      | 0.00%             | 2026-08-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2655259.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1539 | PA      | $1518.88      | 0.00%             | 2027-02-18      | Fixed         | 30.90%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8203626.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       406 | PA      | $246.96       | 0.00%             | 2036-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10278078.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       957 | PA      | $927.05       | 0.00%             | 2027-07-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-13649694.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5426 | PA      | $5633.07      | 0.00%             | 2027-06-30      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9641767.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       811 | PA      | $781.47       | 0.00%             | 2027-02-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8492838.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2867 | PA      | $98.28        | 0.00%             | 2026-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9921427.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6677 | PA      | $6486.63      | 0.00%             | 2027-04-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9650639.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8621 | PA      | $7882.60      | 0.00%             | 2027-02-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Qnity Electronics, Inc.                                                     | Qnity Electronics, Inc.                                                                           | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |    240000 | PA      | $240585.84    | 0.09%             | 2032-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9615154.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5982 | PA      | $5908.02      | 0.00%             | 2027-01-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2931962.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       265 | PA      | $260.85       | 0.00%             | 2027-04-11      | Fixed         | 31.16%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10394450.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1397 | PA      | $1331.42      | 0.00%             | 2027-07-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9814382.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5718 | PA      | $5451.05      | 0.00%             | 2027-03-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10322634.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1475 | PA      | $1415.58      | 0.00%             | 2027-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9743887.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1333 | PA      | $1320.28      | 0.00%             | 2027-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10263623.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4990 | PA      | $4595.96      | 0.00%             | 2027-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8638821.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2519 | PA      | $61.44        | 0.00%             | 2026-07-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Pathway Vet Alliance LLC                                                    | Pathway Vet Alliance LLC, First Lien, CME Term Loan, A                                            | CUSIP: 70323KAH1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    196885 | PA      | $195309.81    | 0.08%             | 2028-06-30      | Variable      | 8.67%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10127207.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2576 | PA      | $2489.29      | 0.00%             | 2027-05-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10278795.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24206 | PA      | $23068.56     | 0.01%             | 2027-07-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10600962.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       936 | PA      | $849.52       | 0.00%             | 2027-09-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10533352.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3863 | PA      | $3481.43      | 0.00%             | 2027-09-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10103365.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1329 | PA      | $1200.70      | 0.00%             | 2027-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-10780937.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1377 | PA      | $1392.18      | 0.00%             | 2026-11-24      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9925419.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1959 | PA      | $1919.33      | 0.00%             | 2027-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| MPH Acquisition Holdings LLC                                                | MPH Acquisition Holdings LLC                                                                      | CUSIP: 553283AG7<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |     90027 | PA      | $68970.18     | 0.03%             | 2030-12-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7044311.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2555 | PA      | $0.12         | 0.00%             | 2035-03-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9951179.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6327 | PA      | $6138.39      | 0.00%             | 2027-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9776634.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4149 | PA      | $4069.17      | 0.00%             | 2027-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9223506.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5254 | PA      | $5129.94      | 0.00%             | 2026-12-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Gap, Inc. (The)                                                             | Gap, Inc. (The)                                                                                   | CUSIP: 364760AP3<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |    700000 | PA      | $654388.00    | 0.25%             | 2029-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10000413.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7702 | PA      | $7474.86      | 0.00%             | 2027-04-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10205931.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3970 | PA      | $3559.55      | 0.00%             | 2027-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10087862.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     48345 | PA      | $43909.92     | 0.02%             | 2027-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10410223.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2067 | PA      | $1922.99      | 0.00%             | 2027-08-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2478078.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3131 | PA      | $3100.10      | 0.00%             | 2029-01-21      | Fixed         | 21.42%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9303026.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       935 | PA      | $868.55       | 0.00%             | 2027-01-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9979254.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3156 | PA      | $3081.54      | 0.00%             | 2027-04-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6174157.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1917 | PA      | $0.00         | 0.00%             | 2034-05-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9678093.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15479 | PA      | $14092.47     | 0.01%             | 2027-02-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10508076.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6434 | PA      | $6153.07      | 0.00%             | 2027-08-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9649717.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       832 | PA      | $812.96       | 0.00%             | 2027-02-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10511402.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3591 | PA      | $3452.28      | 0.00%             | 2027-08-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                         | Prosper Funding LLC, 1734077.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3119 | PA      | $76.61        | 0.00%             | 2027-04-22      | Fixed         | 14.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10581587.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15494 | PA      | $14531.72     | 0.01%             | 2027-09-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10537049.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8162 | PA      | $7611.59      | 0.00%             | 2027-09-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9344980.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       944 | PA      | $702.62       | 0.00%             | 2027-01-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9057321.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       155 | PA      | $150.12       | 0.00%             | 2026-11-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10613523.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3278 | PA      | $3018.14      | 0.00%             | 2027-09-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10336656.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12489 | PA      | $11903.78     | 0.00%             | 2027-07-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10203964.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15168 | PA      | $14587.94     | 0.01%             | 2027-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2471471.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1447 | PA      | $1427.81      | 0.00%             | 2027-01-20      | Fixed         | 19.65%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10154093.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2556 | PA      | $2434.37      | 0.00%             | 2027-06-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8876656.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2469 | PA      | $2376.67      | 0.00%             | 2026-09-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10223059.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9971 | PA      | $9569.36      | 0.00%             | 2027-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-14531089.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1899 | PA      | $1911.14      | 0.00%             | 2027-08-22      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10479767.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5672 | PA      | $5038.37      | 0.00%             | 2027-08-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10030610.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1364 | PA      | $1298.67      | 0.00%             | 2027-05-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9330827.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1141 | PA      | $1117.07      | 0.00%             | 2027-01-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7621327.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2410 | PA      | $16.00        | 0.00%             | 2035-09-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10572840.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1844 | PA      | $1727.72      | 0.00%             | 2027-09-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2780777.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       947 | PA      | $934.03       | 0.00%             | 2027-03-14      | Fixed         | 21.29%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10488681.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8719 | PA      | $8311.91      | 0.00%             | 2027-08-19      | None          | 0.00%                 | No            |                  3 | 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        |    127045 | PA      | $126793.29    | 0.05%             | 2030-08-15      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10207545.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8609 | PA      | $8343.89      | 0.00%             | 2027-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7769434.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       364 | PA      | $39.32        | 0.00%             | 2035-11-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Altice France Lux 3 / Altice Holdings 1                                     | Altice France Lux 3 / Altice Holdings 1                                                           | CUSIP: 020956AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    400000 | PA      | $363995.16    | 0.14%             | 2033-01-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9767401.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       945 | PA      | $931.22       | 0.00%             | 2027-03-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9777078.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1230 | PA      | $1218.69      | 0.00%             | 2027-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9964233.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1352 | PA      | $1279.19      | 0.00%             | 2027-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10432937.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8776 | PA      | $8284.51      | 0.00%             | 2027-08-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10107718.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       614 | PA      | $601.69       | 0.00%             | 2027-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10468384.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4287 | PA      | $3985.62      | 0.00%             | 2027-08-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8786823.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3492 | PA      | $76.96        | 0.00%             | 2026-08-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10647025.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5162 | PA      | $4834.03      | 0.00%             | 2027-09-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10510943.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1016 | PA      | $966.36       | 0.00%             | 2027-08-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2263842.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3534 | PA      | $3480.82      | 0.00%             | 2026-12-17      | Fixed         | 22.41%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9386699.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10729 | PA      | $10544.78     | 0.00%             | 2027-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10030786.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10899 | PA      | $9128.67      | 0.00%             | 2027-05-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2656585.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1577 | PA      | $1555.28      | 0.00%             | 2027-02-18      | Fixed         | 25.76%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6983514.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1054 | PA      | $0.17         | 0.00%             | 2035-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                         | Prosper Funding LLC, 1647155.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4691 | PA      | $4828.92      | 0.00%             | 2026-10-29      | Fixed         | 18.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8540292.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1310 | PA      | $698.78       | 0.00%             | 2026-06-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10465573.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11943 | PA      | $11230.02     | 0.00%             | 2027-08-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9176675.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       365 | PA      | $328.27       | 0.00%             | 2026-12-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10014053.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1428 | PA      | $1288.44      | 0.00%             | 2027-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7624372.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2463 | PA      | $6.33         | 0.00%             | 2035-09-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2480894.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2598 | PA      | $2558.50      | 0.00%             | 2027-01-21      | Fixed         | 14.25%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9629306.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8002 | PA      | $7810.05      | 0.00%             | 2027-02-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9606772.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3981 | PA      | $3855.24      | 0.00%             | 2027-01-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10296606.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19591 | PA      | $18677.06     | 0.01%             | 2027-07-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10435293.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19270 | PA      | $18434.31     | 0.01%             | 2027-08-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10120719.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2677 | PA      | $2048.76      | 0.00%             | 2027-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10260907.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9546 | PA      | $9163.46      | 0.00%             | 2027-06-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10403943.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1665 | PA      | $1593.31      | 0.00%             | 2027-08-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9627622.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       337 | PA      | $335.28       | 0.00%             | 2027-02-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10641423.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5703 | PA      | $5205.10      | 0.00%             | 2027-09-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2783023.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1942 | PA      | $1912.63      | 0.00%             | 2027-03-23      | Fixed         | 22.68%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9988185.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1801 | PA      | $1792.33      | 0.00%             | 2027-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7508979.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       481 | PA      | $0.91         | 0.00%             | 2035-08-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Jefferson Capital Holdings LLC                                              | Jefferson Capital Holdings LLC                                                                    | CUSIP: 472481AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $500660.00    | 0.19%             | 2026-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8101882.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10769 | PA      | $77.72        | 0.00%             | 2036-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10433199.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7721 | PA      | $7397.21      | 0.00%             | 2027-08-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9896617.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3061 | PA      | $2969.24      | 0.00%             | 2027-04-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10014456.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5158 | PA      | $4960.91      | 0.00%             | 2027-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9960781.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1186 | PA      | $1138.72      | 0.00%             | 2027-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9302356.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1637 | PA      | $1603.06      | 0.00%             | 2027-01-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Newell Brands, Inc.                                                         | Newell Brands, Inc.                                                                               | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206550.00    | 0.08%             | 2028-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10513344.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3724 | PA      | $3557.33      | 0.00%             | 2027-08-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2784886.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4755 | PA      | $344.34       | 0.00%             | 2027-08-14      | Fixed         | 14.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10233367.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1501 | PA      | $1301.80      | 0.00%             | 2027-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9822523.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6376 | PA      | $6218.75      | 0.00%             | 2027-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10258081.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18150 | PA      | $17300.02     | 0.01%             | 2027-06-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10448514.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8672 | PA      | $8203.78      | 0.00%             | 2027-08-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10073657.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7778 | PA      | $6750.54      | 0.00%             | 2027-05-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10252393.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20588 | PA      | $19625.50     | 0.01%             | 2027-06-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Sovos Compliance LLC                                                        | Sovos Compliance LLC, First Lien, Amendment No. 3 Replacement CME Term Loan                       | CUSIP: 84611YAF7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    610007 | PA      | $580879.56    | 0.22%             | 2029-08-13      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10253628.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6414 | PA      | $6190.52      | 0.00%             | 2027-06-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-10482503.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1380 | PA      | $1391.21      | 0.00%             | 2026-10-28      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9654799.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5850 | PA      | $5706.19      | 0.00%             | 2027-02-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2781613.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1055 | PA      | $1040.26      | 0.00%             | 2027-03-14      | Fixed         | 26.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10183206.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4495 | PA      | $4187.60      | 0.00%             | 2027-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9037429.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7702 | PA      | $6889.83      | 0.00%             | 2026-11-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10555527.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26388 | PA      | $23976.66     | 0.01%             | 2027-09-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9661872.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4885 | PA      | $4808.14      | 0.00%             | 2027-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8845741.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1753 | PA      | $1649.30      | 0.00%             | 2026-09-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8846802.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1048 | PA      | $15.62        | 0.00%             | 2026-09-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10596807.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18891 | PA      | $17602.15     | 0.01%             | 2027-09-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2784227.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1166 | PA      | $1148.76      | 0.00%             | 2027-03-14      | Fixed         | 22.62%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10541444.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33791 | PA      | $30951.39     | 0.01%             | 2027-09-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9608786.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7880 | PA      | $7731.76      | 0.00%             | 2027-01-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6792899.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15687 | PA      | $0.16         | 0.00%             | 2034-12-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                         | Prosper Funding LLC, 1740124.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4863 | PA      | $4922.20      | 0.00%             | 2027-03-22      | Fixed         | 11.61%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10133420.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9719 | PA      | $9304.60      | 0.00%             | 2027-05-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9705300.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12155 | PA      | $11931.18     | 0.00%             | 2027-02-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9156672.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1677 | PA      | $1237.28      | 0.00%             | 2026-12-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9711833.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4726 | PA      | $4634.30      | 0.00%             | 2027-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                        | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 36202DPG0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       727 | PA      | $736.77       | 0.00%             | 2031-08-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2478466.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2030 | PA      | $1984.05      | 0.00%             | 2027-01-21      | Fixed         | 5.39%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6603320.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2923 | PA      | $0.00         | 0.00%             | 2034-10-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9884877.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18367 | PA      | $18019.17     | 0.01%             | 2027-04-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-13423683.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       713 | PA      | $712.69       | 0.00%             | 2026-05-01      | Fixed         | 9.99%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2480584.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1205 | PA      | $1185.95      | 0.00%             | 2027-01-21      | Fixed         | 10.82%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8602305.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3429 | PA      | $2943.40      | 0.00%             | 2026-07-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10048554.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9879 | PA      | $9639.83      | 0.00%             | 2027-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10177524.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1732 | PA      | $1663.86      | 0.00%             | 2027-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10372537.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5915 | PA      | $5655.48      | 0.00%             | 2027-07-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9965140.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       559 | PA      | $552.08       | 0.00%             | 2027-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2780183.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2315 | PA      | $2280.35      | 0.00%             | 2027-03-14      | Fixed         | 23.06%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8609977.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5916 | PA      | $54.48        | 0.00%             | 2026-07-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8007842.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       829 | PA      | $10.61        | 0.00%             | 2036-01-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10372196.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3592 | PA      | $3438.41      | 0.00%             | 2027-07-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10046022.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8982 | PA      | $8571.96      | 0.00%             | 2027-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2783471.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2987 | PA      | $2946.08      | 0.00%             | 2027-03-14      | Fixed         | 21.41%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10253700.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21241 | PA      | $20404.34     | 0.01%             | 2027-06-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9324331.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6456 | PA      | $3038.70      | 0.00%             | 2027-01-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10217582.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2436 | PA      | $2345.63      | 0.00%             | 2027-06-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9795247.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       127 | PA      | $125.93       | 0.00%             | 2027-03-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10241937.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6004 | PA      | $5605.76      | 0.00%             | 2027-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2263485.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       474 | PA      | $467.38       | 0.00%             | 2026-12-16      | Fixed         | 24.71%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10655680.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9693 | PA      | $8838.81      | 0.00%             | 2027-09-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9637637.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10447 | PA      | $9530.55      | 0.00%             | 2027-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8491909.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       240 | PA      | $234.39       | 0.00%             | 2026-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9183910.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       314 | PA      | $311.99       | 0.00%             | 2026-12-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2269543.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3954 | PA      | $3891.76      | 0.00%             | 2027-05-17      | Fixed         | 24.98%                | No            |                  3 | On Loan: No      |
| McGraw-Hill Education, Inc.                                                 | McGraw-Hill Education, Inc., First Lien, CME Term Loan, B                                         | CUSIP: 58063DAG8<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | LON              | CORP              | US        |    287628 | PA      | $287628.36    | 0.11%             | 2031-08-06      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10401107.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2593 | PA      | $2491.32      | 0.00%             | 2027-08-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Birch Permian Holdings, Inc.                                                | Birch Permian Holdings, Inc.                                                                      | CUSIP: 09075C203<br>LEI: 5493008GXCEAUIZGCH60 | Long             | EC               | CORP              | US        |     17998 | NS      | $104388.40    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10328366.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6222 | PA      | $5898.13      | 0.00%             | 2027-07-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10046489.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22360 | PA      | $20190.05     | 0.01%             | 2027-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10585837.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     43979 | PA      | $41253.35     | 0.02%             | 2027-09-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Speed Midco 3 SARL                                                          | Speed Midco 3 SARL, First Lien, USD CME Term Loan, B                                              | CUSIP: L9002RAB2<br>LEI: 2549003UA52U0RYFOG67 | Long             | LON              | CORP              | LU        |    204167 | PA      | $201359.38    | 0.08%             | 2032-10-07      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9736309.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5939 | PA      | $4082.51      | 0.00%             | 2027-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10649546.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7521 | PA      | $6860.67      | 0.00%             | 2027-09-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9994772.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16705 | PA      | $16461.63     | 0.01%             | 2027-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8678042.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9071 | PA      | $4574.31      | 0.00%             | 2026-07-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10177551.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3002 | PA      | $2924.42      | 0.00%             | 2027-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8468141.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3610 | PA      | $72.86        | 0.00%             | 2026-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10155983.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3532 | PA      | $3382.50      | 0.00%             | 2027-06-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9662276.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       732 | PA      | $707.66       | 0.00%             | 2027-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7326549.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1103 | PA      | $2.40         | 0.00%             | 2035-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8561850.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3978 | PA      | $46.62        | 0.00%             | 2026-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10472144.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9922 | PA      | $9373.24      | 0.00%             | 2027-08-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9145702.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20453 | PA      | $15452.21     | 0.01%             | 2026-11-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10557276.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15845 | PA      | $14772.07     | 0.01%             | 2027-09-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10491359.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     47599 | PA      | $43351.32     | 0.02%             | 2027-08-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Archrock Services LP / Archrock Partners Finance Corp.                      | Archrock Services LP / Archrock Partners Finance Corp.                                            | CUSIP: 03958CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    450000 | PA      | $445863.63    | 0.17%             | 2034-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10297908.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3619 | PA      | $3444.45      | 0.00%             | 2027-07-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7815586.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2713 | PA      | $26.07        | 0.00%             | 2035-11-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10020275.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8396 | PA      | $8236.18      | 0.00%             | 2027-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2270652.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       591 | PA      | $585.00       | 0.00%             | 2026-12-17      | Fixed         | 17.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7340466.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6487 | PA      | $5.44         | 0.00%             | 2035-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10297820.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2538 | PA      | $2435.92      | 0.00%             | 2027-07-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L1893967.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       259 | PA      | $255.96       | 0.00%             | 2026-10-21      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10071856.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11873 | PA      | $10436.85     | 0.00%             | 2027-05-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9951518.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2892 | PA      | $2810.67      | 0.00%             | 2027-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7695591.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5123 | PA      | $34.64        | 0.00%             | 2035-10-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10503577.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2094 | PA      | $1978.80      | 0.00%             | 2027-08-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10040627.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3695 | PA      | $3551.83      | 0.00%             | 2027-05-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10392013.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       479 | PA      | $459.31       | 0.00%             | 2027-07-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10105435.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3181 | PA      | $3082.20      | 0.00%             | 2027-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6214585.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2893 | PA      | $0.00         | 0.00%             | 2034-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Sunoco LP                                                                   | Sunoco LP                                                                                         | CUSIP: 86765KAM1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    285000 | PA      | $282916.96    | 0.11%             | 2031-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10120770.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3454 | PA      | $3226.87      | 0.00%             | 2027-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10662465.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17568 | PA      | $16446.85     | 0.01%             | 2027-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6807255.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3694 | PA      | $0.05         | 0.00%             | 2034-12-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9720601.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13075 | PA      | $7148.86      | 0.00%             | 2027-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9924926.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1531 | PA      | $1390.10      | 0.00%             | 2027-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2236916.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       961 | PA      | $947.21       | 0.00%             | 2026-12-16      | Fixed         | 25.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9785852.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13202 | PA      | $12647.75     | 0.00%             | 2027-03-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10515415.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4571 | PA      | $4212.37      | 0.00%             | 2027-08-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10086202.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6383 | PA      | $6181.23      | 0.00%             | 2027-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10320684.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1758 | PA      | $1672.11      | 0.00%             | 2027-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance plc | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance plc                       | CUSIP: 03969YAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1374587.10   | 0.53%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9817851.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1507 | PA      | $1483.40      | 0.00%             | 2027-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10207477.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3067 | PA      | $1630.41      | 0.00%             | 2027-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                        | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 36202DLH2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       891 | PA      | $925.61       | 0.00%             | 2031-01-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Penn Entertainment, Inc.                                                    | Penn Entertainment, Inc., First Lien, CME Term Loan, B                                            | CUSIP: 70757DAZ2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    106082 | PA      | $106494.10    | 0.04%             | 2029-05-03      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8024997.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       999 | PA      | $571.93       | 0.00%             | 2036-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9276732.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7012 | PA      | $6891.28      | 0.00%             | 2026-12-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                  | FHLMC Pool, 15 Year                                                                               | CUSIP: 3132D55X6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         0 | PA      | $0.00         | 0.00%             | 2035-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10400651.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1389 | PA      | $1300.72      | 0.00%             | 2027-07-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2773530.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2642 | PA      | $2606.31      | 0.00%             | 2027-03-15      | Fixed         | 21.60%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10575702.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2755 | PA      | $2522.30      | 0.00%             | 2027-09-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2929355.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       500 | PA      | $491.41       | 0.00%             | 2027-04-11      | Fixed         | 22.65%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6755599.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3652 | PA      | $0.00         | 0.00%             | 2034-12-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2784561.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2181 | PA      | $2147.27      | 0.00%             | 2027-03-14      | Fixed         | 22.05%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10366060.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2811 | PA      | $2691.17      | 0.00%             | 2027-07-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9890776.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4384 | PA      | $4239.44      | 0.00%             | 2027-04-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                         | Prosper Funding LLC, 1754328.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4419 | PA      | $177.68       | 0.00%             | 2027-10-07      | Fixed         | 13.10%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9706803.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6903 | PA      | $6837.31      | 0.00%             | 2027-02-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10590002.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5270 | PA      | $4939.69      | 0.00%             | 2027-09-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9264764.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       374 | PA      | $370.85       | 0.00%             | 2026-12-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10254535.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2035 | PA      | $1946.53      | 0.00%             | 2027-06-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9065269.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15746 | PA      | $9986.63      | 0.00%             | 2026-11-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10085881.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2481 | PA      | $2422.82      | 0.00%             | 2027-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9680547.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1709 | PA      | $1685.77      | 0.00%             | 2027-02-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9105728.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28839 | PA      | $24022.19     | 0.01%             | 2026-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6611834.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6514 | PA      | $0.09         | 0.00%             | 2034-10-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10391444.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10549 | PA      | $9946.46      | 0.00%             | 2027-07-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2657275.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       541 | PA      | $532.84       | 0.00%             | 2027-02-18      | Fixed         | 28.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9209637.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3010 | PA      | $2959.68      | 0.00%             | 2026-12-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10052822.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       987 | PA      | $968.84       | 0.00%             | 2027-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-12933712.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4868 | PA      | $5004.47      | 0.00%             | 2027-04-14      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8255434.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2020 | PA      | $1231.44      | 0.00%             | 2036-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2270802.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       212 | PA      | $209.21       | 0.00%             | 2026-12-17      | Fixed         | 17.83%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9823933.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       716 | PA      | $708.30       | 0.00%             | 2027-03-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6191126.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1433 | PA      | $0.06         | 0.00%             | 2034-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9942645.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16336 | PA      | $16094.69     | 0.01%             | 2027-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9124194.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1777 | PA      | $1758.67      | 0.00%             | 2026-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10163613.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4210 | PA      | $4051.50      | 0.00%             | 2027-06-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8091224.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1367 | PA      | $760.19       | 0.00%             | 2036-02-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10217689.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8483 | PA      | $7247.10      | 0.00%             | 2027-06-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8650179.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2563 | PA      | $2092.02      | 0.00%             | 2026-07-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6429072.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       513 | PA      | $0.00         | 0.00%             | 2034-08-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10411499.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1862 | PA      | $1783.95      | 0.00%             | 2027-08-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9880228.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13251 | PA      | $12641.96     | 0.00%             | 2027-04-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10030252.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5165 | PA      | $5011.08      | 0.00%             | 2027-05-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10502204.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5467 | PA      | $5199.52      | 0.00%             | 2027-08-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10406193.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5832 | PA      | $5587.35      | 0.00%             | 2027-08-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-14541253.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15381 | PA      | $8815.45      | 0.00%             | 2027-07-31      | Fixed         | 13.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9012625.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4819 | PA      | $4584.89      | 0.00%             | 2026-10-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10365051.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20568 | PA      | $19417.78     | 0.01%             | 2027-07-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                         | Prosper Funding LLC, 1689002.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1453 | PA      | $1473.95      | 0.00%             | 2027-01-13      | Fixed         | 19.23%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9855885.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5098 | PA      | $4972.29      | 0.00%             | 2027-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7974222.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       719 | PA      | $10.73        | 0.00%             | 2036-01-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8680760.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       877 | PA      | $264.21       | 0.00%             | 2026-08-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9738785.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1079 | PA      | $1070.82      | 0.00%             | 2027-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2259052.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1396 | PA      | $1374.17      | 0.00%             | 2026-12-17      | Fixed         | 14.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10547079.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       852 | PA      | $779.54       | 0.00%             | 2027-09-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10061715.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10014 | PA      | $9736.81      | 0.00%             | 2027-05-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8812752.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        72 | PA      | $72.38        | 0.00%             | 2026-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10579543.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23839 | PA      | $22042.67     | 0.01%             | 2027-09-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10620043.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7714 | PA      | $7228.74      | 0.00%             | 2027-09-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10421318.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15766 | PA      | $15115.19     | 0.01%             | 2027-08-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Broadstreet Partners Group LLC                                              | Broadstreet Partners Group LLC, First Lien, 2024 CME Term Loan, B                                 | CUSIP: 11132VAY5<br>LEI: 549300BS9N54G8DD0R75 | Long             | LON              | CORP              | US        |    216252 | PA      | $211292.61    | 0.08%             | 2031-06-16      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2786540.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1278 | PA      | $1254.29      | 0.00%             | 2027-03-14      | Fixed         | 8.81%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10411750.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6073 | PA      | $5648.09      | 0.00%             | 2027-08-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8773519.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12595 | PA      | $216.93       | 0.00%             | 2026-08-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8988877.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1389 | PA      | $1100.65      | 0.00%             | 2026-10-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7973285.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5331 | PA      | $152.30       | 0.00%             | 2036-01-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2264681.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1016 | PA      | $1001.78      | 0.00%             | 2026-12-16      | Fixed         | 29.13%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2656918.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1707 | PA      | $1682.86      | 0.00%             | 2027-02-18      | Fixed         | 25.32%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9144848.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3381 | PA      | $219.25       | 0.00%             | 2026-11-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9902185.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       959 | PA      | $947.14       | 0.00%             | 2027-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10374181.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9713 | PA      | $9273.54      | 0.00%             | 2027-07-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9299087.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15484 | PA      | $170.70       | 0.00%             | 2027-01-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                        | FNMA, 15 Year                                                                                     | CUSIP: 31418DSM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    581708 | PA      | $537061.83    | 0.21%             | 2035-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10217115.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5324 | PA      | $4368.26      | 0.00%             | 2027-06-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8888258.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       524 | PA      | $482.96       | 0.00%             | 2026-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10292840.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8822 | PA      | $8480.84      | 0.00%             | 2027-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10322736.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       960 | PA      | $906.26       | 0.00%             | 2027-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6681713.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4188 | PA      | $0.00         | 0.00%             | 2034-11-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2271105.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4556 | PA      | $4482.23      | 0.00%             | 2026-12-17      | Fixed         | 9.17%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9971631.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1930 | PA      | $1875.12      | 0.00%             | 2027-04-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10622695.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8866 | PA      | $8310.29      | 0.00%             | 2027-09-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9739769.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1228 | PA      | $1071.21      | 0.00%             | 2027-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10430801.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24852 | PA      | $23545.54     | 0.01%             | 2027-08-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10618988.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2481 | PA      | $2278.29      | 0.00%             | 2027-09-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10655648.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1206 | PA      | $1099.59      | 0.00%             | 2027-09-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10425783.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17062 | PA      | $16289.39     | 0.01%             | 2027-08-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2784504.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1361 | PA      | $1341.14      | 0.00%             | 2027-03-14      | Fixed         | 24.71%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10201491.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3549 | PA      | $3438.41      | 0.00%             | 2027-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6381758.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2586 | PA      | $0.00         | 0.00%             | 2034-08-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7781650.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1313 | PA      | $438.69       | 0.00%             | 2035-11-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10435914.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3049 | PA      | $2915.83      | 0.00%             | 2027-08-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2932660.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6950 | PA      | $6880.54      | 0.00%             | 2027-04-12      | Fixed         | 19.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8286613.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        60 | PA      | $48.24        | 0.00%             | 2036-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10062861.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9653 | PA      | $9274.00      | 0.00%             | 2027-05-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9067932.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2962 | PA      | $2880.03      | 0.00%             | 2026-11-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10406636.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2107 | PA      | $2031.05      | 0.00%             | 2027-08-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9948750.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1893 | PA      | $1827.52      | 0.00%             | 2027-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10109899.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11959 | PA      | $11630.72     | 0.00%             | 2027-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                         | Prosper Funding LLC, 1701273.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4919 | PA      | $4912.67      | 0.00%             | 2027-02-12      | Fixed         | 14.68%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10327752.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23219 | PA      | $13435.94     | 0.01%             | 2027-07-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9090243.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2503 | PA      | $2463.24      | 0.00%             | 2026-11-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-11737338.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7225 | PA      | $7314.66      | 0.00%             | 2026-12-22      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8540471.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4409 | PA      | $4043.58      | 0.00%             | 2026-06-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10275278.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     53368 | PA      | $51126.23     | 0.02%             | 2027-07-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9743094.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       706 | PA      | $700.80       | 0.00%             | 2027-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Stonex Escrow Issuer LLC                                                    | Stonex Escrow Issuer LLC                                                                          | CUSIP: 86189AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    285000 | PA      | $288228.20    | 0.11%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10501608.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1870 | PA      | $1800.77      | 0.00%             | 2027-08-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9690837.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6745 | PA      | $6346.21      | 0.00%             | 2027-02-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10397264.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28127 | PA      | $26866.37     | 0.01%             | 2027-07-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9806964.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2663 | PA      | $2571.40      | 0.00%             | 2027-03-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10563460.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16391 | PA      | $15098.06     | 0.01%             | 2027-09-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Madison IAQ LLC                                                             | Madison IAQ LLC, First Lien, Initial CME Term Loan                                                | CUSIP: 55759VAB4<br>LEI: 549300IXDNBXNHUPBU73 | Long             | LON              | CORP              | US        |    969856 | PA      | $970738.80    | 0.38%             | 2028-06-21      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10407469.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3815 | PA      | $3615.98      | 0.00%             | 2027-08-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                        | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 21H060648<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   9060000 | PA      | $9213679.80   | 3.56%             | 2056-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7385816.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       442 | PA      | $49.08        | 0.00%             | 2035-07-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-12231617.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2188 | PA      | $2224.16      | 0.00%             | 2026-06-26      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6062778.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       305 | PA      | $0.06         | 0.00%             | 2034-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9981953.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8152 | PA      | $7791.27      | 0.00%             | 2027-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6551325.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1077 | PA      | $0.00         | 0.00%             | 2034-10-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                        | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 36202DFH9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        90 | PA      | $94.60        | 0.00%             | 2030-01-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8943820.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13560 | PA      | $257.00       | 0.00%             | 2026-10-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8783807.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3123 | PA      | $1474.90      | 0.00%             | 2026-08-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2935322.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       507 | PA      | $499.23       | 0.00%             | 2027-04-12      | Fixed         | 15.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8929323.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1766 | PA      | $1296.04      | 0.00%             | 2026-10-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10503601.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       977 | PA      | $933.54       | 0.00%             | 2027-08-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9795216.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1835 | PA      | $1809.68      | 0.00%             | 2027-03-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10389795.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16883 | PA      | $16214.81     | 0.01%             | 2027-07-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6681160.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11154 | PA      | $0.51         | 0.00%             | 2034-11-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2784328.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14329 | PA      | $7534.76      | 0.00%             | 2027-08-14      | Fixed         | 10.71%                | No            |                  3 | On Loan: No      |
| Kaseya, Inc.                                                                | Kaseya, Inc., First Lien, Initial CME Term Loan                                                   | CUSIP: 48578AAB4<br>LEI: 254900MISXMLRZ63NH46 | Long             | LON              | CORP              | US        |    591526 | PA      | $554117.48    | 0.21%             | 2032-03-22      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9154577.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10279 | PA      | $10026.20     | 0.00%             | 2026-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6800164.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       921 | PA      | $0.00         | 0.00%             | 2034-12-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8720068.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29932 | PA      | $10942.70     | 0.00%             | 2026-08-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10372349.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5080 | PA      | $4389.80      | 0.00%             | 2027-07-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10312265.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28473 | PA      | $26230.83     | 0.01%             | 2027-07-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10647910.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11171 | PA      | $10461.90     | 0.00%             | 2027-09-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7410871.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       185 | PA      | $0.45         | 0.00%             | 2035-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10562197.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11295 | PA      | $10597.25     | 0.00%             | 2027-09-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8473287.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1983 | PA      | $789.37       | 0.00%             | 2026-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2785554.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6074 | PA      | $5990.58      | 0.00%             | 2027-08-16      | Fixed         | 23.22%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2478138.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6915 | PA      | $6808.58      | 0.00%             | 2027-06-21      | Fixed         | 20.35%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10242926.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2708 | PA      | $2083.08      | 0.00%             | 2027-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                      | UGCard, 992228318.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2029-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Arcosa, Inc.                                                                | Arcosa, Inc.                                                                                      | CUSIP: 039653AC4<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102541.30    | 0.04%             | 2032-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2779895.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1363 | PA      | $1345.56      | 0.00%             | 2027-03-14      | Fixed         | 14.52%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9780843.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     57300 | PA      | $41333.74     | 0.02%             | 2027-03-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6568787.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2085 | PA      | $0.19         | 0.00%             | 2034-10-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9993414.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18875 | PA      | $18391.96     | 0.01%             | 2027-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10604418.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1889 | PA      | $1747.42      | 0.00%             | 2027-09-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9856866.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1626 | PA      | $1583.02      | 0.00%             | 2027-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7200153.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16216 | PA      | $3.16         | 0.00%             | 2035-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Apex Group Treasury LLC                                                     | Apex Group Treasury LLC, First Lien, 2025 Refinancing CME Term Loan, B                            | CUSIP: G0472CAK1<br>LEI: 254900N6HRPDDNW7HP03 | Long             | LON              | CORP              | US        |    196921 | PA      | $180018.17    | 0.07%             | 2032-02-27      | Variable      | 7.17%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9204558.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1534 | PA      | $1438.70      | 0.00%             | 2026-12-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9630264.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11439 | PA      | $9927.04      | 0.00%             | 2027-02-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9726324.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       894 | PA      | $675.65       | 0.00%             | 2027-02-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9147028.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1269 | PA      | $235.99       | 0.00%             | 2026-11-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9776244.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       988 | PA      | $953.50       | 0.00%             | 2027-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7030479.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       133 | PA      | $0.53         | 0.00%             | 2035-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10026284.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15370 | PA      | $14005.56     | 0.01%             | 2027-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9163696.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4434 | PA      | $4408.03      | 0.00%             | 2026-12-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10324253.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3740 | PA      | $3588.60      | 0.00%             | 2027-07-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Golden State Foods                                                          | Golden State Foods LLC, First Lien, Initial CME Term Loan                                         | CUSIP: 38121NAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    195273 | PA      | $195777.08    | 0.08%             | 2031-12-04      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10448796.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3775 | PA      | $3335.26      | 0.00%             | 2027-08-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7656219.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10946 | PA      | $86.02        | 0.00%             | 2035-10-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10345643.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2314 | PA      | $2144.92      | 0.00%             | 2027-07-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10533071.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5260 | PA      | $4867.18      | 0.00%             | 2027-08-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6269741.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7237 | PA      | $0.76         | 0.00%             | 2034-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10131606.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10875 | PA      | $10487.21     | 0.00%             | 2027-05-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10181253.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3266 | PA      | $3136.68      | 0.00%             | 2027-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9894911.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2875 | PA      | $2833.31      | 0.00%             | 2027-04-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10228622.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2315 | PA      | $1809.19      | 0.00%             | 2027-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10490855.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13635 | PA      | $13029.18     | 0.01%             | 2027-08-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10004897.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2374 | PA      | $1485.38      | 0.00%             | 2027-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10019735.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2763 | PA      | $2701.74      | 0.00%             | 2027-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9975749.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5298 | PA      | $5128.86      | 0.00%             | 2027-04-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Commercial Metals Co.                                                       | Commercial Metals Co.                                                                             | CUSIP: 201723AV5<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |    445000 | PA      | $439159.60    | 0.17%             | 2035-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8732659.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5637 | PA      | $4060.14      | 0.00%             | 2026-08-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7192584.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5371 | PA      | $1.34         | 0.00%             | 2035-05-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2790293.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       916 | PA      | $903.58       | 0.00%             | 2027-03-14      | Fixed         | 30.94%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10416108.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12221 | PA      | $11677.42     | 0.00%             | 2027-08-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10631103.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26592 | PA      | $24912.82     | 0.01%             | 2027-09-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Iron Mountain, Inc.                                                         | Iron Mountain, Inc.                                                                               | CUSIP: 46284VAP6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1019881.00   | 0.39%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10368936.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       460 | PA      | $429.04       | 0.00%             | 2027-07-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-14550089.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7703 | PA      | $7952.15      | 0.00%             | 2027-08-06      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8339553.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         8 | PA      | $6.14         | 0.00%             | 2026-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10640604.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3998 | PA      | $3741.68      | 0.00%             | 2027-09-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8997175.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3001 | PA      | $2944.61      | 0.00%             | 2026-10-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10058376.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8175 | PA      | $8000.18      | 0.00%             | 2027-05-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7628146.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11216 | PA      | $20.24        | 0.00%             | 2035-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6546339.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3311 | PA      | $0.23         | 0.00%             | 2034-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8533163.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7699 | PA      | $4020.41      | 0.00%             | 2026-06-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10108491.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4713 | PA      | $4561.00      | 0.00%             | 2027-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10242421.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14478 | PA      | $13943.90     | 0.01%             | 2027-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10121177.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2014 | PA      | $1928.58      | 0.00%             | 2027-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                         | Prosper Funding LLC, 1733513.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1946 | PA      | $1946.01      | 0.00%             | 2027-03-26      | Fixed         | 11.70%                | No            |                  3 | On Loan: No      |
| UGCard                                                                      | UGCard, 992219983.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2029-03-08      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8687514.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12872 | PA      | $4126.86      | 0.00%             | 2026-08-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10530910.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1518 | PA      | $1414.70      | 0.00%             | 2027-08-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10275991.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10023 | PA      | $9688.31      | 0.00%             | 2027-07-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10105192.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1365 | PA      | $1291.90      | 0.00%             | 2027-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9324541.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2475 | PA      | $2399.52      | 0.00%             | 2027-01-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7199276.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     32102 | PA      | $0.00         | 0.00%             | 2035-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2461602.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9669 | PA      | $9487.04      | 0.00%             | 2027-01-21      | Fixed         | 7.51%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10496391.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4027 | PA      | $3817.18      | 0.00%             | 2027-08-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8509782.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6250 | PA      | $4823.67      | 0.00%             | 2026-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7561072.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        80 | PA      | $20.99        | 0.00%             | 2035-09-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9023258.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4821 | PA      | $4337.51      | 0.00%             | 2026-10-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9705672.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2641 | PA      | $2465.59      | 0.00%             | 2027-02-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8017283.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2763 | PA      | $46.18        | 0.00%             | 2036-01-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7253125.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9228 | PA      | $3.61         | 0.00%             | 2035-05-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10610061.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2937 | PA      | $2691.38      | 0.00%             | 2027-09-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10340845.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       283 | PA      | $273.69       | 0.00%             | 2027-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2927882.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2944 | PA      | $2922.36      | 0.00%             | 2029-04-11      | Fixed         | 26.42%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10320040.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15926 | PA      | $15230.28     | 0.01%             | 2027-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10555468.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5127 | PA      | $4693.32      | 0.00%             | 2027-09-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7348182.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       319 | PA      | $8.93         | 0.00%             | 2035-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7633344.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1025 | PA      | $4.06         | 0.00%             | 2035-09-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10617377.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3664 | PA      | $3337.06      | 0.00%             | 2027-09-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8189740.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7590 | PA      | $139.09       | 0.00%             | 2036-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10375400.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8413 | PA      | $8055.51      | 0.00%             | 2027-07-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9246582.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11277 | PA      | $11097.02     | 0.00%             | 2026-12-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10613663.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18765 | PA      | $17588.68     | 0.01%             | 2027-09-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10032988.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9882 | PA      | $9402.85      | 0.00%             | 2027-05-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2930145.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2058 | PA      | $2033.33      | 0.00%             | 2027-04-15      | Fixed         | 19.64%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10105218.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9231 | PA      | $8825.60      | 0.00%             | 2027-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9769811.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2422 | PA      | $2345.70      | 0.00%             | 2027-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8086140.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1088 | PA      | $208.59       | 0.00%             | 2036-02-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9164636.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6711 | PA      | $6437.33      | 0.00%             | 2026-12-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10516692.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5536 | PA      | $5266.11      | 0.00%             | 2027-08-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| PHH Escrow Issuer LLC                                                       | PHH Escrow Issuer LLC / PHH Corp.                                                                 | CUSIP: 716964AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1738586.34   | 0.67%             | 2029-11-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10533910.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10686 | PA      | $10026.87     | 0.00%             | 2027-09-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9677143.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       233 | PA      | $230.60       | 0.00%             | 2027-02-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7534396.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       985 | PA      | $3.34         | 0.00%             | 2035-08-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6941232.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14274 | PA      | $0.00         | 0.00%             | 2035-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9995277.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       208 | PA      | $201.39       | 0.00%             | 2027-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10526480.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7384 | PA      | $6929.31      | 0.00%             | 2027-08-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10067956.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13440 | PA      | $13059.00     | 0.01%             | 2027-05-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2112445.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       542 | PA      | $536.57       | 0.00%             | 2026-11-24      | Fixed         | 15.34%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10170444.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5163 | PA      | $5035.81      | 0.00%             | 2027-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10173945.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10397 | PA      | $9999.92      | 0.00%             | 2027-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9821854.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17454 | PA      | $16647.11     | 0.01%             | 2027-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10083506.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     42451 | PA      | $40877.03     | 0.02%             | 2027-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8479375.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1281 | PA      | $1095.90      | 0.00%             | 2026-06-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6963703.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4914 | PA      | $0.46         | 0.00%             | 2035-02-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10122544.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27958 | PA      | $26747.91     | 0.01%             | 2027-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9312601.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       622 | PA      | $597.34       | 0.00%             | 2027-01-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10231872.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14611 | PA      | $13966.67     | 0.01%             | 2027-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| OAK-Eagle Acquireco, Inc.                                                   | OAK-Eagle Acquireco, Inc.                                                                         | CUSIP: 67124CAB9<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |    260000 | PA      | $272362.13    | 0.11%             | 2034-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10143966.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5150 | PA      | $4945.11      | 0.00%             | 2027-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10320782.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2116 | PA      | $1984.85      | 0.00%             | 2027-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2785473.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2541 | PA      | $2502.56      | 0.00%             | 2027-03-14      | Fixed         | 22.94%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10345407.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5828 | PA      | $5583.77      | 0.00%             | 2027-07-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7447921.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       350 | PA      | $105.35       | 0.00%             | 2035-07-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9633648.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       229 | PA      | $227.14       | 0.00%             | 2027-02-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8666605.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       506 | PA      | $420.51       | 0.00%             | 2026-07-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10204531.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5826 | PA      | $5296.75      | 0.00%             | 2027-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7033869.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2930 | PA      | $0.00         | 0.00%             | 2035-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-14267906.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4657 | PA      | $4718.65      | 0.00%             | 2027-06-24      | Fixed         | 11.59%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2268079.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       860 | PA      | $847.36       | 0.00%             | 2026-12-17      | Fixed         | 20.72%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10579244.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2178 | PA      | $2029.06      | 0.00%             | 2027-09-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-14385385.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10643 | PA      | $11027.53     | 0.00%             | 2027-06-28      | Fixed         | 19.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10162981.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7066 | PA      | $6852.86      | 0.00%             | 2027-06-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9817282.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19171 | PA      | $18668.80     | 0.01%             | 2027-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2789283.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5139 | PA      | $5060.68      | 0.00%             | 2027-03-14      | Fixed         | 12.43%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10488856.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20157 | PA      | $19230.69     | 0.01%             | 2027-08-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10515503.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9570 | PA      | $8945.29      | 0.00%             | 2027-08-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10410594.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4311 | PA      | $4107.65      | 0.00%             | 2027-08-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-13430284.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3731 | PA      | $3843.84      | 0.00%             | 2027-05-01      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7353627.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18930 | PA      | $1623.69      | 0.00%             | 2035-06-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7860462.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4552 | PA      | $54.53        | 0.00%             | 2035-12-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10197979.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11387 | PA      | $11120.93     | 0.00%             | 2027-06-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8782013.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25994 | PA      | $586.62       | 0.00%             | 2026-08-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9271717.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5760 | PA      | $4738.48      | 0.00%             | 2026-12-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9654068.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2001 | PA      | $1955.66      | 0.00%             | 2027-02-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8599492.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       342 | PA      | $124.65       | 0.00%             | 2026-07-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10571960.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7341 | PA      | $6883.32      | 0.00%             | 2027-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-13155858.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5387 | PA      | $5441.15      | 0.00%             | 2027-03-16      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10510834.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4537 | PA      | $4282.93      | 0.00%             | 2027-08-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GTCR Everest Borrower LLC                                                   | GTCR Everest Borrower LLC, First Lien, 2026-1 CME Term Loan                                       | CUSIP: 36269YAF2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    157222 | PA      | $156289.55    | 0.06%             | 2031-09-05      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                      | UGCard, 992223722.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2025-03-13      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9358673.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5805 | PA      | $5713.32      | 0.00%             | 2027-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10208173.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2230 | PA      | $2160.69      | 0.00%             | 2027-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9992198.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12983 | PA      | $12480.43     | 0.00%             | 2027-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10305920.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1548 | PA      | $1481.36      | 0.00%             | 2027-07-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9723221.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2446 | PA      | $2408.44      | 0.00%             | 2027-02-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2932289.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       795 | PA      | $782.41       | 0.00%             | 2027-04-11      | Fixed         | 24.85%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10327493.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15168 | PA      | $14276.77     | 0.01%             | 2027-07-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10498505.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7735 | PA      | $7380.70      | 0.00%             | 2027-08-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2934062.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3433 | PA      | $3399.42      | 0.00%             | 2028-02-12      | Fixed         | 16.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9979036.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10220 | PA      | $9820.94      | 0.00%             | 2027-04-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9236686.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       476 | PA      | $10.46        | 0.00%             | 2026-12-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7939562.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14116 | PA      | $7463.65      | 0.00%             | 2035-12-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7983120.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        36 | PA      | $5.50         | 0.00%             | 2036-01-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9771469.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13137 | PA      | $12827.41     | 0.00%             | 2027-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7914364.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3173 | PA      | $38.51        | 0.00%             | 2035-12-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10233391.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2575 | PA      | $2303.24      | 0.00%             | 2027-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9644867.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       955 | PA      | $942.74       | 0.00%             | 2027-02-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8451510.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       246 | PA      | $231.63       | 0.00%             | 2026-06-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9329329.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3632 | PA      | $2893.87      | 0.00%             | 2027-01-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9743268.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       875 | PA      | $859.02       | 0.00%             | 2027-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10154151.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1062 | PA      | $1031.07      | 0.00%             | 2027-06-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9794769.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6017 | PA      | $5826.93      | 0.00%             | 2027-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                         | Prosper Funding LLC, 1734284.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       604 | PA      | $616.87       | 0.00%             | 2027-04-22      | Fixed         | 16.90%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10092843.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1816 | PA      | $1216.02      | 0.00%             | 2027-05-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10292768.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5553 | PA      | $5187.20      | 0.00%             | 2027-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2928645.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1301 | PA      | $93.11        | 0.00%             | 2028-03-11      | Fixed         | 26.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10659734.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7661 | PA      | $7172.89      | 0.00%             | 2027-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10210939.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2273 | PA      | $2204.38      | 0.00%             | 2027-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10277868.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3834 | PA      | $3672.80      | 0.00%             | 2027-07-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10036854.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22320 | PA      | $21422.48     | 0.01%             | 2027-05-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9943480.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4141 | PA      | $4045.81      | 0.00%             | 2027-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9734029.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1012 | PA      | $995.51       | 0.00%             | 2027-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10003560.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3925 | PA      | $3715.01      | 0.00%             | 2027-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9636499.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15278 | PA      | $14943.96     | 0.01%             | 2027-02-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10154289.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       633 | PA      | $615.94       | 0.00%             | 2027-06-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9102613.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1447 | PA      | $1395.81      | 0.00%             | 2026-11-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9734686.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4758 | PA      | $4687.72      | 0.00%             | 2027-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10468732.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3511 | PA      | $3325.85      | 0.00%             | 2027-08-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9896287.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7963 | PA      | $2548.70      | 0.00%             | 2027-04-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10277950.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4011 | PA      | $3847.57      | 0.00%             | 2027-07-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9767874.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1496 | PA      | $1478.69      | 0.00%             | 2027-03-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2270132.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       333 | PA      | $328.59       | 0.00%             | 2026-12-17      | Fixed         | 20.75%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9743292.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6442 | PA      | $5822.62      | 0.00%             | 2027-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10147245.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3724 | PA      | $2993.69      | 0.00%             | 2027-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10058215.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2408 | PA      | $2325.96      | 0.00%             | 2027-05-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8365780.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1207 | PA      | $32.94        | 0.00%             | 2026-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9991963.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14029 | PA      | $13663.72     | 0.01%             | 2027-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9693520.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20339 | PA      | $14186.88     | 0.01%             | 2027-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Fortress Intermediate 3, Inc.                                               | Fortress Intermediate 3, Inc., First Lien, CME Term Loan, B                                       | CUSIP: 34966LAD6<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | LON              | CORP              | US        |    523526 | PA      | $520253.55    | 0.20%             | 2031-06-27      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9671001.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9502 | PA      | $6736.87      | 0.00%             | 2027-02-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6662402.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16704 | PA      | $0.00         | 0.00%             | 2034-11-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10063267.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12858 | PA      | $12586.20     | 0.00%             | 2027-05-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10232375.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1531 | PA      | $1469.02      | 0.00%             | 2027-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FMC Corp.                                                                   | FMC Corp.                                                                                         | CUSIP: 302491AZ8<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    300000 | PA      | $193427.91    | 0.07%             | 2055-11-01      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9668168.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1945 | PA      | $1912.81      | 0.00%             | 2027-02-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Weekley Homes LLC / Weekley Finance Corp.                                   | Weekley Homes LLC / Weekley Finance Corp.                                                         | CUSIP: 948565AF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1010000 | PA      | $968586.87    | 0.37%             | 2034-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10208101.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2361 | PA      | $2319.47      | 0.00%             | 2027-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10463539.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6359 | PA      | $6078.10      | 0.00%             | 2027-08-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9973915.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26025 | PA      | $13962.33     | 0.01%             | 2027-04-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9822675.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2166 | PA      | $2101.93      | 0.00%             | 2027-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10311694.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1760 | PA      | $1608.61      | 0.00%             | 2027-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10239734.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     36297 | PA      | $34158.21     | 0.01%             | 2027-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8929651.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1833 | PA      | $1270.89      | 0.00%             | 2026-10-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10133414.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       870 | PA      | $846.28       | 0.00%             | 2027-05-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10000374.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       886 | PA      | $715.87       | 0.00%             | 2027-04-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10103427.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14322 | PA      | $13818.29     | 0.01%             | 2027-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Transocean International Ltd.                                               | Transocean International Ltd.                                                                     | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |    100000 | PA      | $103387.90    | 0.04%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9702571.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       904 | PA      | $885.14       | 0.00%             | 2027-02-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                         | Prosper Funding LLC, 1750876.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9185 | PA      | $9157.22      | 0.00%             | 2027-04-07      | Fixed         | 10.29%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10530330.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4521 | PA      | $4182.78      | 0.00%             | 2027-08-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10127631.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3793 | PA      | $3682.57      | 0.00%             | 2027-05-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2929019.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1555 | PA      | $1529.68      | 0.00%             | 2027-09-11      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10500973.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3360 | PA      | $3094.44      | 0.00%             | 2027-08-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Flynn Restaurant Group LP                                                   | Flynn Restaurant Group LP, First Lien, 2025 CME Term Loan                                         | CUSIP: 34410JAG6<br>LEI: 5493008VE8TQONGO3817 | Long             | LON              | CORP              | US        |    920604 | PA      | $906302.66    | 0.35%             | 2032-01-28      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8210620.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6930 | PA      | $187.87       | 0.00%             | 2036-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                         | Prosper Funding LLC, 1744730.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4110 | PA      | $4170.47      | 0.00%             | 2027-11-06      | Fixed         | 16.02%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10459022.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1438 | PA      | $1384.78      | 0.00%             | 2027-08-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9262854.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4664 | PA      | $1918.01      | 0.00%             | 2026-12-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8436420.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5537 | PA      | $4256.88      | 0.00%             | 2026-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6286529.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       439 | PA      | $0.02         | 0.00%             | 2034-07-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8994465.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7470 | PA      | $6763.95      | 0.00%             | 2026-10-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9711490.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8179 | PA      | $395.19       | 0.00%             | 2027-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10063788.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4825 | PA      | $4395.99      | 0.00%             | 2027-05-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10163498.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2745 | PA      | $2692.72      | 0.00%             | 2027-06-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10343707.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1484 | PA      | $1429.14      | 0.00%             | 2027-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10507499.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18273 | PA      | $17395.62     | 0.01%             | 2027-08-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9753901.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29200 | PA      | $26772.20     | 0.01%             | 2027-03-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7423364.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5514 | PA      | $31.95        | 0.00%             | 2035-07-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8389216.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2640 | PA      | $30.90        | 0.00%             | 2026-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10364438.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2020 | PA      | $1924.24      | 0.00%             | 2027-07-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9344588.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       788 | PA      | $766.46       | 0.00%             | 2027-01-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9129648.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       316 | PA      | $315.32       | 0.00%             | 2026-11-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9738017.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2985 | PA      | $2922.82      | 0.00%             | 2027-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8793066.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2425 | PA      | $18.91        | 0.00%             | 2026-09-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10204518.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1172 | PA      | $1126.87      | 0.00%             | 2027-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2780197.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3818 | PA      | $3759.23      | 0.00%             | 2027-03-14      | Fixed         | 12.84%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9742732.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7897 | PA      | $7749.91      | 0.00%             | 2027-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9886587.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2941 | PA      | $2854.04      | 0.00%             | 2027-04-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10060459.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       500 | PA      | $489.01       | 0.00%             | 2027-05-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10138004.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5321 | PA      | $5050.60      | 0.00%             | 2027-05-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10433653.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10280 | PA      | $9534.97      | 0.00%             | 2027-08-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9954389.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24991 | PA      | $24202.07     | 0.01%             | 2027-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2785594.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       980 | PA      | $965.17       | 0.00%             | 2027-03-14      | Fixed         | 13.62%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10170343.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       696 | PA      | $679.42       | 0.00%             | 2027-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9124557.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14312 | PA      | $7880.50      | 0.00%             | 2026-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9923414.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       841 | PA      | $780.49       | 0.00%             | 2027-04-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10634747.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     57100 | PA      | $53185.23     | 0.02%             | 2027-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8642969.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3659 | PA      | $3435.11      | 0.00%             | 2026-07-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7107852.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22699 | PA      | $0.00         | 0.00%             | 2035-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9257421.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4584 | PA      | $4464.83      | 0.00%             | 2026-12-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10070582.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1794 | PA      | $1599.10      | 0.00%             | 2027-05-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10140698.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4050 | PA      | $3921.21      | 0.00%             | 2027-05-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10278152.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11050 | PA      | $9652.25      | 0.00%             | 2027-07-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10213733.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1617 | PA      | $1576.68      | 0.00%             | 2027-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9637016.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1198 | PA      | $168.49       | 0.00%             | 2027-02-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2782011.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2859 | PA      | $2819.94      | 0.00%             | 2027-08-22      | Fixed         | 23.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10409602.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21911 | PA      | $20898.04     | 0.01%             | 2027-08-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10631478.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13731 | PA      | $12643.31     | 0.00%             | 2027-09-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10516527.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       954 | PA      | $892.31       | 0.00%             | 2027-08-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9097978.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4838 | PA      | $4150.91      | 0.00%             | 2026-11-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8957766.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       717 | PA      | $659.44       | 0.00%             | 2026-10-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8966041.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4932 | PA      | $4826.77      | 0.00%             | 2026-10-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8302396.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4226 | PA      | $138.62       | 0.00%             | 2036-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10397092.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5732 | PA      | $5260.77      | 0.00%             | 2027-07-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6685416.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       182 | PA      | $0.01         | 0.00%             | 2034-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9656020.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2045 | PA      | $1984.08      | 0.00%             | 2027-02-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10279551.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3242 | PA      | $3014.53      | 0.00%             | 2027-07-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9698221.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2250 | PA      | $2179.45      | 0.00%             | 2027-02-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8710592.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1555 | PA      | $570.24       | 0.00%             | 2026-08-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9958254.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3190 | PA      | $3114.11      | 0.00%             | 2027-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                      | UGCard, 992548955.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-12-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10646882.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1664 | PA      | $1537.47      | 0.00%             | 2027-09-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9363611.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1872 | PA      | $1838.50      | 0.00%             | 2027-01-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8875261.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2425 | PA      | $26.65        | 0.00%             | 2026-09-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2782861.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1037 | PA      | $1017.28      | 0.00%             | 2028-01-14      | Fixed         | 13.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10092474.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2677 | PA      | $2492.62      | 0.00%             | 2027-05-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6277193.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1122 | PA      | $0.00         | 0.00%             | 2034-07-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9622395.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3978 | PA      | $3924.09      | 0.00%             | 2027-01-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Genmab A/S / Genmab Finance LLC                                             | Genmab A/S / Genmab Finance LLC                                                                   | CUSIP: 37230JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |    480000 | PA      | $492459.36    | 0.19%             | 2032-12-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                  | LendingClub Corp. - LCX PM, 185547681.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2577 | PA      | $2608.70      | 0.00%             | 2027-01-31      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10168059.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8211 | PA      | $6696.71      | 0.00%             | 2027-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7868442.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2341 | PA      | $32.66        | 0.00%             | 2035-12-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10294907.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6836 | PA      | $5500.62      | 0.00%             | 2027-07-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10256221.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1611 | PA      | $1571.28      | 0.00%             | 2027-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7972214.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6798 | PA      | $961.70       | 0.00%             | 2036-01-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10374923.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25175 | PA      | $24138.94     | 0.01%             | 2027-07-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2783945.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2804 | PA      | $2762.19      | 0.00%             | 2027-03-14      | Fixed         | 16.32%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9311348.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1074 | PA      | $782.84       | 0.00%             | 2027-01-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7884915.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1897 | PA      | $23.63        | 0.00%             | 2035-12-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7269934.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1563 | PA      | $1.03         | 0.00%             | 2035-05-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10229434.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10564 | PA      | $10013.48     | 0.00%             | 2027-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2267445.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4094 | PA      | $4028.00      | 0.00%             | 2027-05-17      | Fixed         | 24.36%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-12803304.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4274 | PA      | $523.59       | 0.00%             | 2036-03-31      | Fixed         | 18.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10296011.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14026 | PA      | $13408.42     | 0.01%             | 2027-07-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10632062.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1236 | PA      | $1128.15      | 0.00%             | 2027-09-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Magnera Corp.                                                               | Magnera Corp., First Lien, CME Term Loan                                                          | CUSIP: 89458XAB3<br>LEI: 549300LDQLQBT38QDY28 | Long             | LON              | CORP              | US        |    539675 | PA      | $519437.34    | 0.20%             | 2031-11-04      | Variable      | 7.92%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10430024.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       901 | PA      | $846.00       | 0.00%             | 2027-08-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10489742.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7729 | PA      | $7375.75      | 0.00%             | 2027-08-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-12932776.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3320 | PA      | $3356.44      | 0.00%             | 2027-03-02      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10292982.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4799 | PA      | $4600.48      | 0.00%             | 2027-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6048225.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8214 | PA      | $0.31         | 0.00%             | 2034-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10089898.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2625 | PA      | $2531.11      | 0.00%             | 2027-05-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10118163.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1396 | PA      | $1357.05      | 0.00%             | 2027-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10198815.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1867 | PA      | $1781.47      | 0.00%             | 2027-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10167474.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1325 | PA      | $1087.38      | 0.00%             | 2027-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9876716.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1051 | PA      | $904.55       | 0.00%             | 2027-04-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Weatherford International Ltd.                                              | Weatherford International Ltd.                                                                    | CUSIP: 947075AU1<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |    256000 | PA      | $261061.89    | 0.10%             | 2030-04-30      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Cipher Compute LLC                                                          | Cipher Compute LLC                                                                                | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    385000 | PA      | $399352.42    | 0.15%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10509318.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1933 | PA      | $1848.77      | 0.00%             | 2027-08-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10541099.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9444 | PA      | $8862.35      | 0.00%             | 2027-09-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-13423039.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15205 | PA      | $15491.67     | 0.01%             | 2027-09-14      | Fixed         | 14.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9817188.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3908 | PA      | $3709.55      | 0.00%             | 2027-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2788462.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2796 | PA      | $2756.48      | 0.00%             | 2027-03-14      | Fixed         | 18.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9857338.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14884 | PA      | $12691.24     | 0.00%             | 2027-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7849316.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        87 | PA      | $13.72        | 0.00%             | 2035-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2782909.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1343 | PA      | $1323.32      | 0.00%             | 2027-03-14      | Fixed         | 23.52%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9888397.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15443 | PA      | $13198.58     | 0.01%             | 2027-04-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9935489.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1697 | PA      | $1479.49      | 0.00%             | 2027-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2482047.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5389 | PA      | $1795.25      | 0.00%             | 2027-01-21      | Fixed         | 32.18%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10254606.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2556 | PA      | $2461.86      | 0.00%             | 2027-06-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7590174.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7270 | PA      | $25.42        | 0.00%             | 2035-09-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8635886.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4525 | PA      | $3882.97      | 0.00%             | 2026-07-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10145780.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10819 | PA      | $10448.61     | 0.00%             | 2027-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9825675.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       587 | PA      | $584.46       | 0.00%             | 2027-03-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9925310.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       843 | PA      | $809.98       | 0.00%             | 2027-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8875759.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       522 | PA      | $311.80       | 0.00%             | 2026-09-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9638414.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3253 | PA      | $3152.85      | 0.00%             | 2027-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2787230.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2356 | PA      | $2322.01      | 0.00%             | 2027-03-14      | Fixed         | 25.75%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8344256.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       698 | PA      | $498.54       | 0.00%             | 2026-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10527066.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15754 | PA      | $14694.24     | 0.01%             | 2027-08-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8937602.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       369 | PA      | $362.30       | 0.00%             | 2026-10-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9955908.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5562 | PA      | $5345.22      | 0.00%             | 2027-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10156104.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10683 | PA      | $10316.82     | 0.00%             | 2027-06-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8517643.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11599 | PA      | $7435.38      | 0.00%             | 2026-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10076784.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1441 | PA      | $1413.56      | 0.00%             | 2027-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10170357.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1643 | PA      | $1569.53      | 0.00%             | 2027-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2476171.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       940 | PA      | $927.16       | 0.00%             | 2027-01-21      | Fixed         | 24.01%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8998493.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11313 | PA      | $207.84       | 0.00%             | 2026-10-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8647688.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       304 | PA      | $141.35       | 0.00%             | 2026-07-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| SCIH Salt Holdings, Inc.                                                    | SCIH Salt Holdings, Inc., First Lien, CME Term Loan, B1                                           | CUSIP: 78397GAM3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1359945 | PA      | $1358244.60   | 0.52%             | 2029-01-31      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8251921.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10837 | PA      | $398.72       | 0.00%             | 2036-04-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10660483.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5664 | PA      | $5302.62      | 0.00%             | 2027-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2789351.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3972 | PA      | $3911.58      | 0.00%             | 2027-03-14      | Fixed         | 15.12%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9907539.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1304 | PA      | $1239.94      | 0.00%             | 2027-04-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9746144.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       114 | PA      | $109.34       | 0.00%             | 2027-03-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10545255.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27491 | PA      | $25797.57     | 0.01%             | 2027-09-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9799598.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2028 | PA      | $1978.64      | 0.00%             | 2027-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9676960.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2398 | PA      | $396.20       | 0.00%             | 2027-02-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10014376.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1746 | PA      | $1711.30      | 0.00%             | 2027-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10171909.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3116 | PA      | $2981.33      | 0.00%             | 2027-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                      | UGCard, 992161777.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10114668.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1925 | PA      | $1858.05      | 0.00%             | 2027-05-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2783944.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2776 | PA      | $2737.42      | 0.00%             | 2027-03-14      | Fixed         | 18.73%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10503912.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       890 | PA      | $833.18       | 0.00%             | 2027-08-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10100509.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1480 | PA      | $1336.75      | 0.00%             | 2027-05-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9901443.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       422 | PA      | $419.32       | 0.00%             | 2027-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9938276.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11680 | PA      | $11415.85     | 0.00%             | 2027-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA or FHLMC                                                               | Uniform Mortgage-Backed Securities                                                                | CUSIP: 01F052649<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3010000 | PA      | $3024334.10   | 1.17%             | 2056-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2265533.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2602 | PA      | $2021.32      | 0.00%             | 2026-12-16      | Fixed         | 19.85%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8325733.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       955 | PA      | $667.62       | 0.00%             | 2036-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2787639.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1631 | PA      | $1606.21      | 0.00%             | 2027-03-14      | Fixed         | 13.93%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2480389.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1460 | PA      | $1432.59      | 0.00%             | 2027-01-21      | Fixed         | 7.87%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                         | Prosper Funding LLC, 1692950.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3437 | PA      | $3443.47      | 0.00%             | 2027-01-20      | Fixed         | 9.81%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10541717.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10399 | PA      | $9754.45      | 0.00%             | 2027-09-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10222790.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8772 | PA      | $8631.49      | 0.00%             | 2027-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9084999.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5226 | PA      | $4050.30      | 0.00%             | 2026-11-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                         | Prosper Funding LLC, 1739653.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5611 | PA      | $5721.72      | 0.00%             | 2027-03-22      | Fixed         | 18.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7248608.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1522 | PA      | $1.14         | 0.00%             | 2035-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10501517.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5935 | PA      | $5606.27      | 0.00%             | 2027-08-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9996740.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       874 | PA      | $818.67       | 0.00%             | 2027-04-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10391704.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14858 | PA      | $14077.17     | 0.01%             | 2027-07-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                        | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 36202DGS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       132 | PA      | $135.08       | 0.00%             | 2030-04-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9874450.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     44636 | PA      | $43714.30     | 0.02%             | 2027-04-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10102565.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13801 | PA      | $13029.45     | 0.01%             | 2027-05-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7472315.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       610 | PA      | $1.30         | 0.00%             | 2035-08-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| NRG Energy, Inc.                                                            | NRG Energy, Inc.                                                                                  | CUSIP: 629377DD1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    665000 | PA      | $659348.90    | 0.25%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9231498.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16533 | PA      | $16255.55     | 0.01%             | 2026-12-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10171061.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       810 | PA      | $765.24       | 0.00%             | 2027-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6268263.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1775 | PA      | $0.00         | 0.00%             | 2034-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9828776.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     35660 | PA      | $26253.52     | 0.01%             | 2027-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2928512.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4938 | PA      | $4856.41      | 0.00%             | 2027-09-16      | Fixed         | 24.85%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10057882.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1669 | PA      | $1616.43      | 0.00%             | 2027-05-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10516714.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     95724 | PA      | $91143.91     | 0.04%             | 2027-08-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10605174.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3385 | PA      | $3089.94      | 0.00%             | 2027-09-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9720182.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31298 | PA      | $14261.41     | 0.01%             | 2027-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9129793.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       484 | PA      | $482.90       | 0.00%             | 2026-11-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2780158.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       537 | PA      | $529.51       | 0.00%             | 2027-03-14      | Fixed         | 30.52%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9875354.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1074 | PA      | $1036.94      | 0.00%             | 2027-04-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2780976.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1397 | PA      | $880.59       | 0.00%             | 2027-03-14      | Fixed         | 24.53%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2788004.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4834 | PA      | $4743.72      | 0.00%             | 2027-03-14      | Fixed         | 9.90%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2784113.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2562 | PA      | $2513.53      | 0.00%             | 2027-03-14      | Fixed         | 7.90%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10369713.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15977 | PA      | $15230.16     | 0.01%             | 2027-07-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9996931.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24648 | PA      | $23796.49     | 0.01%             | 2027-04-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10436692.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11666 | PA      | $11138.94     | 0.00%             | 2027-08-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Arcosa, Inc.                                                                | Arcosa, Inc.                                                                                      | CUSIP: 039653AA8<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |    300000 | PA      | $289672.56    | 0.11%             | 2029-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9893505.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       343 | PA      | $335.58       | 0.00%             | 2027-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10230195.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3184 | PA      | $2195.06      | 0.00%             | 2027-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9269747.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       647 | PA      | $591.84       | 0.00%             | 2026-12-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9926396.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6018 | PA      | $5809.71      | 0.00%             | 2027-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2928839.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2017 | PA      | $1977.01      | 0.00%             | 2027-04-11      | Fixed         | 7.91%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6905725.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2638 | PA      | $0.09         | 0.00%             | 2035-02-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8944752.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1508 | PA      | $1484.82      | 0.00%             | 2026-10-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9076452.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       712 | PA      | $662.24       | 0.00%             | 2026-11-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9776819.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5919 | PA      | $5768.67      | 0.00%             | 2027-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Outfront Media Capital LLC / Outfront Media Capital Corp.                   | Outfront Media Capital LLC / Outfront Media Capital Corp.                                         | CUSIP: 69007TAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $72406.95     | 0.03%             | 2030-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10027944.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8432 | PA      | $8299.95      | 0.00%             | 2027-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6789729.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23677 | PA      | $0.00         | 0.00%             | 2034-12-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9011573.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       221 | PA      | $216.78       | 0.00%             | 2026-10-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                  | LendingClub Corp. - LCX PM, 187345456.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9931 | PA      | $10323.15     | 0.00%             | 2027-07-18      | Fixed         | 25.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10602293.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     40240 | PA      | $37102.47     | 0.01%             | 2027-09-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10576215.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18586 | PA      | $17432.43     | 0.01%             | 2027-09-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8536923.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6614 | PA      | $4369.11      | 0.00%             | 2026-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10256860.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2242 | PA      | $2141.97      | 0.00%             | 2027-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10618949.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1033 | PA      | $945.59       | 0.00%             | 2027-09-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9640440.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5393 | PA      | $5256.34      | 0.00%             | 2027-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10638247.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1154 | PA      | $1051.75      | 0.00%             | 2027-09-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Digicel Group Holdings Ltd.                                                 | Digicel Group Holdings Ltd.                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     35583 | PA      | $1125.99      | 0.00%             | 2033-11-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10292812.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2509 | PA      | $2356.50      | 0.00%             | 2027-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10249341.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2545 | PA      | $2475.03      | 0.00%             | 2027-06-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10606510.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4373 | PA      | $4056.29      | 0.00%             | 2027-09-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9937588.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       789 | PA      | $770.49       | 0.00%             | 2027-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10340119.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3295 | PA      | $3162.03      | 0.00%             | 2027-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10496366.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12808 | PA      | $12108.81     | 0.00%             | 2027-08-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10209564.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       149 | PA      | $147.84       | 0.00%             | 2027-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| US Fertility Enterprises LLC                                                | US Fertility Enterprises LLC, First Lien, Initial CME Term Loan                                   | CUSIP: 90356EAG5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    173684 | PA      | $173630.37    | 0.07%             | 2032-12-10      | Variable      | 7.17%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-13396243.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4324 | PA      | $4374.98      | 0.00%             | 2027-05-15      | Fixed         | 11.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8135171.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       521 | PA      | $314.43       | 0.00%             | 2036-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2262822.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       662 | PA      | $652.08       | 0.00%             | 2026-12-16      | Fixed         | 20.38%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9922128.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1873 | PA      | $1640.02      | 0.00%             | 2027-04-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-14531705.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3185 | PA      | $3288.71      | 0.00%             | 2027-05-15      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9352805.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4716 | PA      | $782.34       | 0.00%             | 2027-01-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10211201.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1477 | PA      | $1422.94      | 0.00%             | 2027-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10185005.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1913 | PA      | $1904.09      | 0.00%             | 2027-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10322912.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       667 | PA      | $640.79       | 0.00%             | 2027-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                         | Prosper Funding LLC, 1752906.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4070 | PA      | $4081.51      | 0.00%             | 2027-04-06      | Fixed         | 16.33%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9690650.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12935 | PA      | $12509.13     | 0.00%             | 2027-02-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10320734.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       867 | PA      | $832.55       | 0.00%             | 2027-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10546839.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20177 | PA      | $18479.52     | 0.01%             | 2027-09-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10291975.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7873 | PA      | $7562.27      | 0.00%             | 2027-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9623689.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1400 | PA      | $1371.72      | 0.00%             | 2027-01-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-11790590.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7298 | PA      | $7517.31      | 0.00%             | 2027-02-13      | Fixed         | 17.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8145418.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12225 | PA      | $203.62       | 0.00%             | 2036-03-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10311039.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16976 | PA      | $16260.56     | 0.01%             | 2027-07-09      | None          | 0.00%                 | No            |                  3 | 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        |    610000 | PA      | $603343.41    | 0.23%             | 2031-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10579785.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       910 | PA      | $832.08       | 0.00%             | 2027-09-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2471859.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3186 | PA      | $3136.25      | 0.00%             | 2027-01-20      | Fixed         | 12.54%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10256801.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1635 | PA      | $1517.58      | 0.00%             | 2027-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10193397.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5093 | PA      | $4942.14      | 0.00%             | 2027-06-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2785546.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1798 | PA      | $1770.91      | 0.00%             | 2027-08-14      | Fixed         | 27.15%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10534352.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1299 | PA      | $1179.74      | 0.00%             | 2027-09-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10131065.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1415 | PA      | $1340.53      | 0.00%             | 2027-05-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10389474.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     41478 | PA      | $39783.41     | 0.02%             | 2027-07-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9778049.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6036 | PA      | $5750.08      | 0.00%             | 2027-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10532391.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5248 | PA      | $4923.81      | 0.00%             | 2027-08-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9989747.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2256 | PA      | $2167.74      | 0.00%             | 2027-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10027446.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       879 | PA      | $810.12       | 0.00%             | 2027-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9210711.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13172 | PA      | $229.64       | 0.00%             | 2026-12-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Gray Media, Inc.                                                            | Gray Media, Inc., First Lien, CME Term Loan, D                                                    | CUSIP: 389376AZ7<br>LEI: 529900TM5726KDN7UU35 | Long             | LON              | CORP              | US        |    155756 | PA      | $156005.53    | 0.06%             | 2028-12-01      | Variable      | 6.78%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10005690.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1090 | PA      | $1052.11      | 0.00%             | 2027-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2784027.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4994 | PA      | $4925.73      | 0.00%             | 2027-03-14      | Fixed         | 29.23%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10655408.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8522 | PA      | $7802.06      | 0.00%             | 2027-09-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10170386.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4546 | PA      | $4372.17      | 0.00%             | 2027-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2785487.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10606 | PA      | $10445.01     | 0.00%             | 2027-03-14      | Fixed         | 15.19%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6252808.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5809 | PA      | $0.09         | 0.00%             | 2034-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9644467.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17354 | PA      | $17111.30     | 0.01%             | 2027-02-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9759943.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1254 | PA      | $1226.97      | 0.00%             | 2027-03-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7959962.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9955 | PA      | $1612.92      | 0.00%             | 2036-01-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9643374.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9623 | PA      | $9272.58      | 0.00%             | 2027-02-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9723348.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3201 | PA      | $3141.20      | 0.00%             | 2027-02-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9795082.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8850 | PA      | $8619.92      | 0.00%             | 2027-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| CoreLogic, Inc.                                                             | CoreLogic, Inc., First Lien, Initial CME Term Loan                                                | CUSIP: 21870FBA6<br>LEI: 54930086CD8K2UIL0516 | Long             | LON              | CORP              | US        |    588196 | PA      | $563935.76    | 0.22%             | 2028-06-02      | Variable      | 7.28%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10500935.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1227 | PA      | $1173.60      | 0.00%             | 2027-08-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2783063.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2963 | PA      | $2921.97      | 0.00%             | 2027-03-21      | Fixed         | 21.08%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2010804.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3169 | PA      | $3114.73      | 0.00%             | 2026-11-10      | Fixed         | 24.21%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                  | LendingClub Corp. - LCX PM, 186007586.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3698 | PA      | $3803.96      | 0.00%             | 2027-02-15      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                         | Prosper Funding LLC, 1657068.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3837 | PA      | $3990.59      | 0.00%             | 2026-12-21      | Fixed         | 21.90%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7814352.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3498 | PA      | $35.17        | 0.00%             | 2035-11-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10076977.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6711 | PA      | $6529.68      | 0.00%             | 2027-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10390822.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2766 | PA      | $2648.41      | 0.00%             | 2027-07-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10317559.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2703 | PA      | $2590.77      | 0.00%             | 2027-07-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10606401.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       808 | PA      | $737.75       | 0.00%             | 2027-09-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Neon Maple US Debt Mergersub, Inc.                                          | Neon Maple US Debt Mergersub, Inc., First Lien, CME Term Loan, B1                                 | CUSIP: 69425BAD9<br>LEI: 254900L3D6CI0XH2P605 | Long             | LON              | CORP              | US        |    449037 | PA      | $440617.15    | 0.17%             | 2031-11-17      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9818805.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6943 | PA      | $6523.06      | 0.00%             | 2027-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9685468.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4020 | PA      | $1922.55      | 0.00%             | 2027-02-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9048487.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4478 | PA      | $64.97        | 0.00%             | 2026-11-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10589786.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18697 | PA      | $17019.04     | 0.01%             | 2027-09-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8518824.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4617 | PA      | $93.59        | 0.00%             | 2026-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8228053.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23240 | PA      | $332.78       | 0.00%             | 2036-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10513201.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15064 | PA      | $13378.37     | 0.01%             | 2027-08-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8131129.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       782 | PA      | $528.94       | 0.00%             | 2036-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9944425.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1590 | PA      | $1544.89      | 0.00%             | 2027-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8937160.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       633 | PA      | $614.65       | 0.00%             | 2026-10-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Amplify Energy Corp.                                                        | Amplify Energy Corp.                                                                              | CUSIP: 03212B103<br>LEI: J0TW5YQRAZXYN7VEU787 | Long             | EC               | CORP              | US        |       281 | NS      | $1753.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Weatherford International Ltd.                                              | Weatherford International Ltd.                                                                    | CUSIP: 947075AW7<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |    540000 | PA      | $552106.26    | 0.21%             | 2033-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10172689.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10875 | PA      | $10495.82     | 0.00%             | 2027-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10437760.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4493 | PA      | $4249.87      | 0.00%             | 2027-08-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Mermaid Bidco, Inc.                                                         | Mermaid Bidco, Inc., First Lien, USD CME Term Loan, B                                             | CUSIP: 59012CAL9<br>LEI: 254900765HT42I3EW691 | Long             | LON              | CORP              | US        |     65870 | PA      | $64635.07     | 0.02%             | 2031-07-03      | Variable      | 6.91%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-13057143.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8952 | PA      | $9059.33      | 0.00%             | 2027-04-26      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6169281.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       242 | PA      | $0.00         | 0.00%             | 2034-05-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9873237.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        40 | PA      | $39.66        | 0.00%             | 2027-04-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10232207.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3545 | PA      | $3320.86      | 0.00%             | 2027-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Cogent Communications Group LLC / Cogent Finance, Inc.                      | Cogent Communications Group LLC / Cogent Finance, Inc.                                            | CUSIP: 19240WAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $691686.10    | 0.27%             | 2027-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Endo Finance Holdings LP                                                    | Endo Finance Holdings LP                                                                          | CUSIP: 29281RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $209569.80    | 0.08%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10604370.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3294 | PA      | $3019.53      | 0.00%             | 2027-09-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10473080.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4646 | PA      | $4458.47      | 0.00%             | 2027-08-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10251554.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22886 | PA      | $21982.42     | 0.01%             | 2027-06-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| MPH Acquisition Holdings LLC                                                | MPH Acquisition Holdings LLC                                                                      | CUSIP: 553283AF9<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |    144760 | PA      | $130998.06    | 0.05%             | 2030-12-31      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10631961.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3931 | PA      | $3582.90      | 0.00%             | 2027-09-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10100353.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1725 | PA      | $1668.92      | 0.00%             | 2027-05-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9925487.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2436 | PA      | $2357.97      | 0.00%             | 2027-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2261462.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       683 | PA      | $675.63       | 0.00%             | 2026-12-16      | Fixed         | 16.62%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10653935.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8451 | PA      | $7867.61      | 0.00%             | 2027-09-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10213543.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3747 | PA      | $3603.64      | 0.00%             | 2027-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9338705.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4521 | PA      | $4417.51      | 0.00%             | 2027-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8293129.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1030 | PA      | $621.46       | 0.00%             | 2036-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9364862.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1392 | PA      | $1050.07      | 0.00%             | 2027-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-11806403.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6745 | PA      | $6996.77      | 0.00%             | 2027-04-11      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10198767.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3580 | PA      | $3487.21      | 0.00%             | 2027-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10112252.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1541 | PA      | $1096.09      | 0.00%             | 2027-05-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9838297.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1388 | PA      | $1334.12      | 0.00%             | 2027-03-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9982583.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2262 | PA      | $2219.60      | 0.00%             | 2027-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8405836.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18954 | PA      | $14527.43     | 0.01%             | 2026-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10253564.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1467 | PA      | $1442.74      | 0.00%             | 2027-06-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2785495.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1028 | PA      | $1018.27      | 0.00%             | 2027-03-14      | Fixed         | 17.96%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6642924.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       918 | PA      | $0.00         | 0.00%             | 2034-11-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9726453.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6134 | PA      | $6018.05      | 0.00%             | 2027-02-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6499466.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2079 | PA      | $0.00         | 0.00%             | 2034-09-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp.                               | CCO Holdings LLC / CCO Holdings Capital Corp.                                                     | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1003709.00   | 0.39%             | 2029-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10500708.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1877 | PA      | $1682.95      | 0.00%             | 2027-08-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Cengage Learning, Inc.,                                                     | Cengage Learning, Inc., First Lien, 2026 Refinancing CME Term Loan                                | CUSIP: 15131YAR6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    831146 | PA      | $815906.65    | 0.32%             | 2031-03-24      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2783030.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3177 | PA      | $3130.78      | 0.00%             | 2027-03-14      | Fixed         | 25.34%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9821569.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1127 | PA      | $1020.43      | 0.00%             | 2027-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10534342.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2025 | PA      | $1899.72      | 0.00%             | 2027-09-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Weekley Homes LLC / Weekley Finance Corp.                                   | Weekley Homes LLC / Weekley Finance Corp.                                                         | CUSIP: 948565AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $775419.44    | 0.30%             | 2028-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7616557.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11359 | PA      | $53.37        | 0.00%             | 2035-09-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8245816.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1224 | PA      | $546.61       | 0.00%             | 2036-04-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10492693.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     77783 | PA      | $73225.20     | 0.03%             | 2027-08-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Madison Park Funding L Ltd.                                                 | Madison Park Funding L Ltd., Series 2021-50A, Class AR                                            | CUSIP: 55821FAJ6<br>LEI: 549300XQII222AK58E79 | Long             | ABS-CBDO         | CORP              | KY        |   1100000 | PA      | $1099413.14   | 0.42%             | 2034-04-19      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10189124.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12697 | PA      | $12054.81     | 0.00%             | 2027-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9640786.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10535 | PA      | $10435.87     | 0.00%             | 2027-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2110828.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       280 | PA      | $277.22       | 0.00%             | 2026-11-24      | Fixed         | 31.10%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6883683.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11390 | PA      | $0.66         | 0.00%             | 2035-01-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-14427403.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6178 | PA      | $6496.85      | 0.00%             | 2027-06-24      | Fixed         | 24.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10636968.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7390 | PA      | $6923.10      | 0.00%             | 2027-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7233660.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       658 | PA      | $0.31         | 0.00%             | 2035-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2934270.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       467 | PA      | $460.04       | 0.00%             | 2027-04-12      | Fixed         | 25.32%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                         | Prosper Funding LLC, 1751047.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7433 | PA      | $7536.85      | 0.00%             | 2027-04-07      | Fixed         | 19.30%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2783689.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2896 | PA      | $2853.67      | 0.00%             | 2027-03-14      | Fixed         | 25.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9254874.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14317 | PA      | $14141.36     | 0.01%             | 2026-12-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10263492.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3289 | PA      | $3164.79      | 0.00%             | 2027-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6259203.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       445 | PA      | $0.14         | 0.00%             | 2034-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9778124.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10390 | PA      | $10103.48     | 0.00%             | 2027-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10432563.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1770 | PA      | $1546.15      | 0.00%             | 2027-08-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                  | LendingClub Corp. - LCX PM, 187264368.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3463 | PA      | $662.58       | 0.00%             | 2027-03-29      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2781791.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7176 | PA      | $7041.84      | 0.00%             | 2027-03-20      | Fixed         | 8.25%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10008342.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27377 | PA      | $26805.21     | 0.01%             | 2027-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9850021.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33191 | PA      | $32113.24     | 0.01%             | 2027-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10514407.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19851 | PA      | $16118.72     | 0.01%             | 2027-08-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9239061.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       378 | PA      | $265.17       | 0.00%             | 2026-12-20      | None          | 0.00%                 | No            |                  3 | 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        |    812865 | PA      | $812560.54    | 0.31%             | 2032-01-23      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2784706.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2319 | PA      | $165.59       | 0.00%             | 2027-03-14      | Fixed         | 31.51%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6510199.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3748 | PA      | $0.22         | 0.00%             | 2034-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10408450.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3339 | PA      | $3170.08      | 0.00%             | 2027-08-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9671540.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       953 | PA      | $927.41       | 0.00%             | 2027-02-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10336019.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12003 | PA      | $11490.93     | 0.00%             | 2027-07-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10128252.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5428 | PA      | $5230.96      | 0.00%             | 2027-05-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 41 Ltd.                                  | Neuberger Berman Loan Advisers CLO 41 Ltd., Series 2021-41A, Class AR                             | CUSIP: 64134BAJ9<br>LEI: 549300RYH1PYRU661D66 | Long             | ABS-CBDO         | CORP              | KY        |   1425000 | PA      | $1425851.21   | 0.55%             | 2034-04-15      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10188851.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15384 | PA      | $14994.33     | 0.01%             | 2027-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| WWEX Uni Topco Holdings LLC                                                 | WWEX Uni Topco Holdings LLC, First Lien, Initial CME Term Loan                                    | CUSIP: 00435UAF5<br>LEI: 254900XFGYPZZSG8I385 | Long             | LON              | CORP              | US        |    590746 | PA      | $591944.71    | 0.23%             | 2028-07-26      | Variable      | 7.70%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2755133.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2978 | PA      | $2933.97      | 0.00%             | 2027-03-14      | Fixed         | 23.90%                | No            |                  3 | On Loan: No      |
| Nissan Motor Co. Ltd.                                                       | Nissan Motor Co. Ltd.                                                                             | CUSIP: 654922AD5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    565000 | PA      | $581803.85    | 0.22%             | 2035-07-17      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10374518.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19187 | PA      | $18348.58     | 0.01%             | 2027-07-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9065236.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       152 | PA      | $148.36       | 0.00%             | 2026-11-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Venture Global LNG, Inc.                                                    | Venture Global LNG, Inc.                                                                          | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    500000 | PA      | $520247.67    | 0.20%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2779974.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1293 | PA      | $1275.61      | 0.00%             | 2027-03-14      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2017369.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       700 | PA      | $688.23       | 0.00%             | 2026-11-10      | Fixed         | 30.83%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9976677.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10323 | PA      | $9906.56      | 0.00%             | 2027-04-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8927594.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1646 | PA      | $20.21        | 0.00%             | 2026-10-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10490643.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13288 | PA      | $12659.83     | 0.00%             | 2027-08-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9180406.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5552 | PA      | $5460.09      | 0.00%             | 2026-12-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10177723.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15287 | PA      | $14775.74     | 0.01%             | 2027-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9982824.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     32251 | PA      | $27942.15     | 0.01%             | 2027-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8629935.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1538 | PA      | $1280.61      | 0.00%             | 2026-07-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                         | Prosper Funding LLC, 1701030.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5875 | PA      | $5971.89      | 0.00%             | 2027-01-12      | Fixed         | 18.25%                | No            |                  3 | On Loan: No      |
| Axon Enterprise, Inc.                                                       | Axon Enterprise, Inc.                                                                             | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255397.75    | 0.10%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10540983.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5148 | PA      | $4830.19      | 0.00%             | 2027-09-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7101547.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1547 | PA      | $0.00         | 0.00%             | 2035-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10370954.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3976 | PA      | $3795.24      | 0.00%             | 2027-07-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2931144.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2167 | PA      | $2114.75      | 0.00%             | 2027-04-11      | Fixed         | 5.51%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9788952.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14542 | PA      | $14246.71     | 0.01%             | 2027-03-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10501713.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11953 | PA      | $11289.70     | 0.00%             | 2027-08-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2771933.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       771 | PA      | $760.61       | 0.00%             | 2027-08-14      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10564853.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       996 | PA      | $902.67       | 0.00%             | 2027-09-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10311236.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5670 | PA      | $5462.56      | 0.00%             | 2027-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9924760.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2213 | PA      | $1919.40      | 0.00%             | 2027-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9187365.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2522 | PA      | $2471.14      | 0.00%             | 2026-12-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10201641.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6396 | PA      | $6195.25      | 0.00%             | 2027-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10177422.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4733 | PA      | $4603.98      | 0.00%             | 2027-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8292753.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1216 | PA      | $944.71       | 0.00%             | 2036-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6157628.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4793 | PA      | $0.08         | 0.00%             | 2034-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-13319688.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8661 | PA      | $8833.88      | 0.00%             | 2027-05-30      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2268457.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2616 | PA      | $2577.13      | 0.00%             | 2026-12-17      | Fixed         | 22.16%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8662960.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       819 | PA      | $309.89       | 0.00%             | 2026-07-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9271433.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2922 | PA      | $2767.84      | 0.00%             | 2026-12-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10145553.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5126 | PA      | $4923.80      | 0.00%             | 2027-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Project Alpha Intermediate Holding, Inc.                                    | Project Alpha Intermediate Holding, Inc., First Lien, Second Amendment Refinancing CME Term Loan  | CUSIP: 74339DAN8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    812447 | PA      | $619307.97    | 0.24%             | 2030-10-28      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10193058.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10728 | PA      | $10441.82     | 0.00%             | 2027-06-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9300747.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4516 | PA      | $3996.98      | 0.00%             | 2027-01-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10014437.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2075 | PA      | $1699.16      | 0.00%             | 2027-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2781533.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6618 | PA      | $6516.58      | 0.00%             | 2027-03-14      | Fixed         | 13.96%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9826741.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1558 | PA      | $1530.02      | 0.00%             | 2027-03-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10391996.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       929 | PA      | $879.02       | 0.00%             | 2027-07-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10405216.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     75491 | PA      | $70396.72     | 0.03%             | 2027-08-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9937614.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8097 | PA      | $7930.62      | 0.00%             | 2027-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9985145.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1601 | PA      | $1557.07      | 0.00%             | 2027-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9322911.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3618 | PA      | $3538.64      | 0.00%             | 2027-01-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9906259.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1134 | PA      | $1107.60      | 0.00%             | 2027-04-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9799763.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1509 | PA      | $1478.52      | 0.00%             | 2027-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10612090.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1511 | PA      | $1392.57      | 0.00%             | 2027-09-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10536717.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7636 | PA      | $7165.62      | 0.00%             | 2027-09-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10106415.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3240 | PA      | $3192.92      | 0.00%             | 2027-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10120321.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1095 | PA      | $1039.39      | 0.00%             | 2027-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10243186.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     57353 | PA      | $54558.40     | 0.02%             | 2027-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6274032.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2950 | PA      | $0.00         | 0.00%             | 2034-07-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10516547.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13845 | PA      | $13211.57     | 0.01%             | 2027-08-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2788124.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5751 | PA      | $410.03       | 0.00%             | 2027-08-20      | Fixed         | 28.64%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                  | LendingClub Corp. - LCX PM, 187316257.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8716 | PA      | $8964.80      | 0.00%             | 2027-10-21      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10304625.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7053 | PA      | $6757.05      | 0.00%             | 2027-07-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                         | Prosper Funding LLC, 1744541.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9495 | PA      | $9464.85      | 0.00%             | 2027-04-07      | Fixed         | 12.20%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10057402.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14275 | PA      | $13844.87     | 0.01%             | 2027-05-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10030419.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5787 | PA      | $5508.50      | 0.00%             | 2027-05-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8680592.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4272 | PA      | $2420.74      | 0.00%             | 2026-08-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9714022.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17436 | PA      | $16107.17     | 0.01%             | 2027-02-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6176070.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       662 | PA      | $0.00         | 0.00%             | 2034-05-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2780471.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1728 | PA      | $1703.70      | 0.00%             | 2027-03-14      | Fixed         | 20.16%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9127447.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2082 | PA      | $30.12        | 0.00%             | 2026-11-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2781912.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2583 | PA      | $1532.72      | 0.00%             | 2028-01-14      | Fixed         | 15.44%                | No            |                  3 | On Loan: No      |
| Forestar Group, Inc.                                                        | Forestar Group, Inc.                                                                              | CUSIP: 346232AG6<br>LEI: 549300BC2UB0GHV60V70 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1187430.12   | 0.46%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9891525.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1800 | PA      | $1763.78      | 0.00%             | 2027-04-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10637311.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6992 | PA      | $6548.57      | 0.00%             | 2027-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7895485.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       171 | PA      | $2.43         | 0.00%             | 2035-12-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Charter Next Generation, Inc.                                               | Charter Next Generation, Inc., First Lien, Initial CME Term Loan                                  | CUSIP: 16125TAP7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1494088 | PA      | $1487035.89   | 0.57%             | 2030-11-29      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8345591.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       497 | PA      | $14.52        | 0.00%             | 2026-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7046858.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6997 | PA      | $0.00         | 0.00%             | 2035-03-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10250529.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     40848 | PA      | $38724.36     | 0.01%             | 2027-06-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10637402.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22532 | PA      | $21107.74     | 0.01%             | 2027-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9695939.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5603 | PA      | $5515.93      | 0.00%             | 2027-02-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-13439922.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       664 | PA      | $667.49       | 0.00%             | 2026-05-01      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10665454.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     48862 | PA      | $45270.44     | 0.02%             | 2027-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8122643.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1616 | PA      | $916.54       | 0.00%             | 2036-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8444305.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       610 | PA      | $543.24       | 0.00%             | 2026-06-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10305119.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3851 | PA      | $3664.33      | 0.00%             | 2027-07-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Cloud Software Group, Inc.                                                  | Cloud Software Group, Inc., First Lien, Incremental CME Term Loan, B                              | CUSIP: 88632NBK5<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |    863072 | PA      | $793162.90    | 0.31%             | 2031-03-21      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9981921.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2401 | PA      | $2335.30      | 0.00%             | 2027-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9876093.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2384 | PA      | $2264.17      | 0.00%             | 2027-04-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10164269.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       685 | PA      | $649.10       | 0.00%             | 2027-06-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9967213.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13976 | PA      | $13644.59     | 0.01%             | 2027-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10421717.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23052 | PA      | $22075.80     | 0.01%             | 2027-08-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10014450.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       655 | PA      | $510.15       | 0.00%             | 2027-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6642786.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3631 | PA      | $0.02         | 0.00%             | 2034-11-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6213956.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3141 | PA      | $0.00         | 0.00%             | 2034-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10653155.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     36859 | PA      | $33588.64     | 0.01%             | 2027-09-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10311015.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1828 | PA      | $1564.63      | 0.00%             | 2027-07-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-13416172.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6301 | PA      | $6370.16      | 0.00%             | 2027-05-13      | Fixed         | 8.99%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6919126.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       870 | PA      | $0.00         | 0.00%             | 2035-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8091452.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6428 | PA      | $62.93        | 0.00%             | 2036-02-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10383716.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23723 | PA      | $22578.53     | 0.01%             | 2027-07-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9985231.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1059 | PA      | $957.68       | 0.00%             | 2027-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                      | UGCard, 992250137.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-07-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10463634.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2665 | PA      | $2542.89      | 0.00%             | 2027-08-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                        | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 21H052645<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   9220000 | PA      | $9280160.41   | 3.59%             | 2056-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10346540.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8289 | PA      | $7947.92      | 0.00%             | 2027-07-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9853308.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18622 | PA      | $18112.66     | 0.01%             | 2027-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10354737.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1835 | PA      | $1756.77      | 0.00%             | 2027-07-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9885963.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4122 | PA      | $3618.82      | 0.00%             | 2027-04-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9948713.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1130 | PA      | $1104.64      | 0.00%             | 2027-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10207757.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3591 | PA      | $2668.28      | 0.00%             | 2027-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9712750.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4784 | PA      | $3985.60      | 0.00%             | 2027-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8593033.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2348 | PA      | $40.52        | 0.00%             | 2026-07-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7248245.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1011 | PA      | $0.06         | 0.00%             | 2035-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9055928.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1904 | PA      | $1667.68      | 0.00%             | 2026-11-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9169854.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4352 | PA      | $3768.45      | 0.00%             | 2026-12-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10153841.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1862 | PA      | $1790.50      | 0.00%             | 2027-06-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10303412.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20089 | PA      | $18502.84     | 0.01%             | 2027-07-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2780085.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       498 | PA      | $491.34       | 0.00%             | 2027-08-14      | Fixed         | 25.23%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10312258.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       821 | PA      | $789.09       | 0.00%             | 2027-07-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6642494.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2440 | PA      | $0.17         | 0.00%             | 2034-11-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10409446.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1941 | PA      | $1843.89      | 0.00%             | 2027-08-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10576961.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1767 | PA      | $1607.47      | 0.00%             | 2027-09-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2779996.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1124 | PA      | $1108.82      | 0.00%             | 2027-03-14      | Fixed         | 31.38%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6041346.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1333 | PA      | $0.00         | 0.00%             | 2034-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9981632.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13320 | PA      | $12979.84     | 0.01%             | 2027-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Savage Enterprises LLC                                                      | Savage Enterprises LLC, First Lien, Amendment No. 7 CME Term Loan                                 | CUSIP: 80465JAJ7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     94290 | PA      | $94423.23     | 0.04%             | 2032-08-05      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Adient Global Holdings Ltd.                                                 | Adient Global Holdings Ltd.                                                                       | CUSIP: 00687YAC9<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |    600000 | PA      | $622745.40    | 0.24%             | 2031-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10006767.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18019 | PA      | $17589.17     | 0.01%             | 2027-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Pathway Vet Alliance LLC                                                    | Pathway Vet Alliance LLC, First Lien, CME Term Loan, B                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    633045 | PA      | $407921.78    | 0.16%             | 2028-06-30      | Variable      | 8.67%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8963849.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7180 | PA      | $88.19        | 0.00%             | 2026-10-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| ESAB Corp.                                                                  | ESAB Corp.                                                                                        | CUSIP: 29605JAB2<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |    325000 | PA      | $328090.75    | 0.13%             | 2031-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10432224.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2898 | PA      | $2757.57      | 0.00%             | 2027-08-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10322666.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5663 | PA      | $5458.78      | 0.00%             | 2027-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9778675.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     36772 | PA      | $32400.52     | 0.01%             | 2027-03-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10572757.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8327 | PA      | $7810.07      | 0.00%             | 2027-09-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10167297.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7963 | PA      | $7465.29      | 0.00%             | 2027-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-13436550.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4838 | PA      | $4915.98      | 0.00%             | 2027-05-14      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8632737.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1372 | PA      | $1050.27      | 0.00%             | 2026-07-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8798784.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1377 | PA      | $972.57       | 0.00%             | 2026-09-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8308309.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1253 | PA      | $18.78        | 0.00%             | 2036-04-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2481499.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       884 | PA      | $288.58       | 0.00%             | 2027-01-21      | Fixed         | 9.01%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9366423.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1769 | PA      | $1465.16      | 0.00%             | 2027-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10115246.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7330 | PA      | $7152.86      | 0.00%             | 2027-05-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9949415.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19597 | PA      | $17866.45     | 0.01%             | 2027-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2781938.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11584 | PA      | $11319.83     | 0.00%             | 2027-03-14      | Fixed         | 7.60%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2779605.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       533 | PA      | $525.38       | 0.00%             | 2027-03-14      | Fixed         | 25.67%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                  | LendingClub Corp. - LCX PM, 186027871.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6208 | PA      | $6263.12      | 0.00%             | 2027-02-20      | Fixed         | 18.99%                | No            |                  3 | 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      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2103098.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       759 | PA      | $750.28       | 0.00%             | 2026-11-24      | Fixed         | 18.10%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10560677.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27450 | PA      | $25166.60     | 0.01%             | 2027-09-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10655614.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2940 | PA      | $2725.16      | 0.00%             | 2027-09-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Mavis Tire Express Services Topco Corp.                                     | Mavis Tire Express Services Topco Corp., First Lien, 2025 Incremental CME Term Loan               | CUSIP: 57777YAG1<br>LEI: 254900NVDM4GTLBL9E56 | Long             | LON              | CORP              | US        |    233318 | PA      | $233406.30    | 0.09%             | 2028-05-04      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2471728.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2749 | PA      | $2712.36      | 0.00%             | 2027-01-20      | Fixed         | 25.34%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8514047.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1896 | PA      | $1792.24      | 0.00%             | 2026-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2473231.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1728 | PA      | $1696.67      | 0.00%             | 2027-06-20      | Fixed         | 11.36%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10334087.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1820 | PA      | $1714.85      | 0.00%             | 2027-07-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10415710.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3767 | PA      | $3603.29      | 0.00%             | 2027-08-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Imprivata, Inc.                                                             | Imprivata, Inc., First Lien, 2025 Refinancing CME Term Loan                                       | CUSIP: 45323KAG5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    284368 | PA      | $282448.42    | 0.11%             | 2027-12-01      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10280801.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6123 | PA      | $5917.61      | 0.00%             | 2027-07-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6716386.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14513 | PA      | $0.11         | 0.00%             | 2034-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2780913.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1828 | PA      | $1810.88      | 0.00%             | 2027-03-14      | Fixed         | 19.68%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2018248.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1090 | PA      | $1071.53      | 0.00%             | 2027-04-10      | Fixed         | 24.88%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6186681.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       628 | PA      | $0.00         | 0.00%             | 2034-06-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10572913.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26713 | PA      | $25053.09     | 0.01%             | 2027-09-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6126842.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       637 | PA      | $0.00         | 0.00%             | 2034-05-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6194847.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2674 | PA      | $0.15         | 0.00%             | 2034-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9222417.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       920 | PA      | $705.01       | 0.00%             | 2026-12-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8432282.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       575 | PA      | $330.59       | 0.00%             | 2026-05-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9243792.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       664 | PA      | $653.82       | 0.00%             | 2026-12-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2264096.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1590 | PA      | $1560.79      | 0.00%             | 2026-12-16      | Fixed         | 8.01%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9360462.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1368 | PA      | $693.75       | 0.00%             | 2027-01-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9212501.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13988 | PA      | $13857.08     | 0.01%             | 2026-12-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| ADMI Corp.                                                                  | ADMI Corp., First Lien, CME Term Loan, B5                                                         | CUSIP: 00709LAL1<br>LEI: 5493008U1LYGMQWO7N12 | Long             | LON              | CORP              | US        |    126948 | PA      | $121711.44    | 0.05%             | 2027-12-23      | Variable      | 9.42%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6889101.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       894 | PA      | $0.16         | 0.00%             | 2035-01-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9189351.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1551 | PA      | $1451.45      | 0.00%             | 2026-12-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6057387.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1674 | PA      | $0.00         | 0.00%             | 2034-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10533020.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5225 | PA      | $4903.74      | 0.00%             | 2027-08-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10498041.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       612 | PA      | $584.90       | 0.00%             | 2027-08-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10357327.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4129 | PA      | $3942.65      | 0.00%             | 2027-07-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                         | Prosper Funding LLC, 1627891.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4129 | PA      | $0.00         | 0.00%             | 2027-08-21      | Fixed         | 15.10%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9358805.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       532 | PA      | $522.91       | 0.00%             | 2027-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10537493.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20137 | PA      | $18896.53     | 0.01%             | 2027-09-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L1720338.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2085 | PA      | $2061.41      | 0.00%             | 2026-09-16      | Fixed         | 15.39%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10499953.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10494 | PA      | $9958.04      | 0.00%             | 2027-08-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2933357.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1658 | PA      | $1633.89      | 0.00%             | 2027-09-27      | Fixed         | 24.77%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9667213.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4448 | PA      | $4375.61      | 0.00%             | 2027-02-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9856170.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10373 | PA      | $10153.00     | 0.00%             | 2027-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8677332.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1020 | PA      | $924.38       | 0.00%             | 2026-07-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10514312.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3696 | PA      | $3490.29      | 0.00%             | 2027-08-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10513806.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9136 | PA      | $8746.82      | 0.00%             | 2027-08-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10298565.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1033 | PA      | $651.12       | 0.00%             | 2027-07-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10005721.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1732 | PA      | $1624.38      | 0.00%             | 2027-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                  | LendingClub Corp. - LCX PM, 185117236.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5908 | PA      | $6028.83      | 0.00%             | 2027-01-26      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-12548143.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10569 | PA      | $10991.76     | 0.00%             | 2027-06-23      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10050034.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21212 | PA      | $20751.32     | 0.01%             | 2027-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2785592.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4140 | PA      | $4075.00      | 0.00%             | 2027-03-14      | Fixed         | 10.32%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10247867.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6008 | PA      | $4541.82      | 0.00%             | 2027-06-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9920930.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       727 | PA      | $591.43       | 0.00%             | 2027-04-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10482269.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13634 | PA      | $12958.07     | 0.01%             | 2027-08-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10274138.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5181 | PA      | $2962.84      | 0.00%             | 2027-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8317433.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       722 | PA      | $604.23       | 0.00%             | 2036-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10188605.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8872 | PA      | $8193.97      | 0.00%             | 2027-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10050398.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2437 | PA      | $2374.19      | 0.00%             | 2027-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                        | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 36202DM81<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       325 | PA      | $331.63       | 0.00%             | 2031-05-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10410084.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2324 | PA      | $2212.06      | 0.00%             | 2027-08-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8064329.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       983 | PA      | $640.30       | 0.00%             | 2036-02-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9922524.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2680 | PA      | $2601.14      | 0.00%             | 2027-04-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9045500.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4866 | PA      | $4308.04      | 0.00%             | 2026-11-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7931051.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2338 | PA      | $1143.59      | 0.00%             | 2035-12-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10470788.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4592 | PA      | $4407.91      | 0.00%             | 2027-08-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10584135.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     56729 | PA      | $52868.43     | 0.02%             | 2027-09-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10021074.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1112 | PA      | $1086.79      | 0.00%             | 2027-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9926633.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1189 | PA      | $1137.99      | 0.00%             | 2027-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9920056.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8776 | PA      | $8539.75      | 0.00%             | 2027-04-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9691424.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       457 | PA      | $377.38       | 0.00%             | 2027-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10320454.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       787 | PA      | $735.23       | 0.00%             | 2027-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8610580.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21627 | PA      | $8751.64      | 0.00%             | 2026-07-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10320994.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26201 | PA      | $19761.24     | 0.01%             | 2027-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10660125.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5493 | PA      | $5143.22      | 0.00%             | 2027-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9233301.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6728 | PA      | $6546.88      | 0.00%             | 2026-12-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8984792.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2902 | PA      | $58.46        | 0.00%             | 2026-10-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L1701780.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1874 | PA      | $797.08       | 0.00%             | 2026-09-16      | Fixed         | 26.48%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-10622378.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6214 | PA      | $6249.39      | 0.00%             | 2026-09-15      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| Morgan Stanley ABS Capital I, Inc. Trust                                    | Morgan Stanley ABS Capital I, Inc. Trust, Series 2003-NC10, Class B1                              | CUSIP: 61746REA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     90236 | PA      | $115534.98    | 0.04%             | 2033-10-25      | Floating      | 8.74%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6771628.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11342 | PA      | $0.51         | 0.00%             | 2034-12-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10472881.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1142 | PA      | $1087.03      | 0.00%             | 2027-08-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9951645.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2400 | PA      | $2342.00      | 0.00%             | 2027-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10346648.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13829 | PA      | $13229.02     | 0.01%             | 2027-07-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2260471.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1349 | PA      | $95.39        | 0.00%             | 2027-10-17      | Fixed         | 30.04%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10272073.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19969 | PA      | $19298.17     | 0.01%             | 2027-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2783634.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2324 | PA      | $2290.28      | 0.00%             | 2027-03-14      | Fixed         | 25.18%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10507761.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1601 | PA      | $1497.05      | 0.00%             | 2027-08-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10532348.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3868 | PA      | $3607.80      | 0.00%             | 2027-08-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8938417.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6264 | PA      | $5908.52      | 0.00%             | 2026-10-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10505941.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5745 | PA      | $5297.47      | 0.00%             | 2027-08-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10649540.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       979 | PA      | $894.08       | 0.00%             | 2027-09-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-12804212.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5560 | PA      | $5846.53      | 0.00%             | 2027-10-10      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2784724.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6073 | PA      | $5983.91      | 0.00%             | 2027-03-26      | Fixed         | 14.06%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10189038.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1456 | PA      | $955.40       | 0.00%             | 2027-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9633510.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3283 | PA      | $3176.83      | 0.00%             | 2027-02-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9283638.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7628 | PA      | $98.47        | 0.00%             | 2027-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8924167.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7672 | PA      | $7359.89      | 0.00%             | 2026-10-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-13430327.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3100 | PA      | $3173.10      | 0.00%             | 2027-05-01      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2790374.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2155 | PA      | $2133.67      | 0.00%             | 2027-03-14      | Fixed         | 16.87%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2266558.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       523 | PA      | $515.84       | 0.00%             | 2026-12-16      | Fixed         | 30.86%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2112102.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1838 | PA      | $1819.77      | 0.00%             | 2026-11-24      | Fixed         | 31.76%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                         | Prosper Funding LLC, 1735826.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1014 | PA      | $1012.34      | 0.00%             | 2027-03-27      | Fixed         | 13.19%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10060019.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       898 | PA      | $875.26       | 0.00%             | 2027-05-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9826651.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1443 | PA      | $1395.11      | 0.00%             | 2027-03-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10189045.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2992 | PA      | $2886.29      | 0.00%             | 2027-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8530878.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6084 | PA      | $4787.84      | 0.00%             | 2026-06-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8631952.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4030 | PA      | $3495.18      | 0.00%             | 2026-07-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9042742.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2104 | PA      | $40.39        | 0.00%             | 2026-11-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2780686.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       428 | PA      | $235.11       | 0.00%             | 2027-08-14      | Fixed         | 18.04%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10040863.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     59738 | PA      | $57959.46     | 0.02%             | 2027-05-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10292233.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4199 | PA      | $4022.85      | 0.00%             | 2027-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2928380.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1015 | PA      | $997.99       | 0.00%             | 2027-04-11      | Fixed         | 11.34%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10146479.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2035 | PA      | $1984.73      | 0.00%             | 2027-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10470908.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11981 | PA      | $11419.84     | 0.00%             | 2027-08-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10282729.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7847 | PA      | $7556.75      | 0.00%             | 2027-07-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9719276.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       792 | PA      | $690.03       | 0.00%             | 2027-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10248302.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3500 | PA      | $2466.95      | 0.00%             | 2027-06-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9723506.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2012 | PA      | $1962.14      | 0.00%             | 2027-02-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10226031.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8762 | PA      | $8485.27      | 0.00%             | 2027-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6226697.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6802 | PA      | $0.26         | 0.00%             | 2034-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10362629.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     34287 | PA      | $32781.67     | 0.01%             | 2027-07-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9586584.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4146 | PA      | $3049.06      | 0.00%             | 2027-01-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6268142.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4489 | PA      | $0.06         | 0.00%             | 2034-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10460720.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       926 | PA      | $882.71       | 0.00%             | 2027-08-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6813993.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       100 | PA      | $0.00         | 0.00%             | 2035-01-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8789114.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1614 | PA      | $1253.21      | 0.00%             | 2026-09-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10050429.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4849 | PA      | $4743.56      | 0.00%             | 2027-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9210048.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8049 | PA      | $3043.33      | 0.00%             | 2026-12-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10555760.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4657 | PA      | $4368.15      | 0.00%             | 2027-09-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10371216.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1358 | PA      | $1297.99      | 0.00%             | 2027-07-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2783200.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3798 | PA      | $3761.11      | 0.00%             | 2027-03-14      | Fixed         | 17.60%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7205002.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     75336 | PA      | $49.82        | 0.00%             | 2035-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2785139.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4405 | PA      | $4318.82      | 0.00%             | 2028-01-21      | Fixed         | 21.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10020473.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30705 | PA      | $29014.20     | 0.01%             | 2027-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10121338.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       110 | PA      | $109.12       | 0.00%             | 2027-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8860687.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1695 | PA      | $1428.89      | 0.00%             | 2026-09-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8280241.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2262 | PA      | $1398.03      | 0.00%             | 2036-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9129734.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2630 | PA      | $2577.32      | 0.00%             | 2026-11-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7232691.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     35086 | PA      | $0.00         | 0.00%             | 2035-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10493671.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16076 | PA      | $15291.15     | 0.01%             | 2027-08-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10256890.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23394 | PA      | $22401.68     | 0.01%             | 2027-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9719647.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11067 | PA      | $10801.98     | 0.00%             | 2027-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10397014.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7474 | PA      | $6910.26      | 0.00%             | 2027-07-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10144432.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6038 | PA      | $5505.86      | 0.00%             | 2027-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9006116.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9509 | PA      | $3464.00      | 0.00%             | 2026-10-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10542703.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1938 | PA      | $1799.09      | 0.00%             | 2027-09-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10063694.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1961 | PA      | $1936.76      | 0.00%             | 2027-05-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6770314.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       850 | PA      | $0.00         | 0.00%             | 2034-12-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8836851.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24846 | PA      | $499.69       | 0.00%             | 2026-09-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9140240.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       158 | PA      | $153.86       | 0.00%             | 2026-11-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6845844.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2264 | PA      | $0.03         | 0.00%             | 2035-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10375745.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4146 | PA      | $3674.79      | 0.00%             | 2027-07-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10433027.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18651 | PA      | $17557.51     | 0.01%             | 2027-08-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6638387.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6765 | PA      | $0.57         | 0.00%             | 2034-11-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9924961.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       582 | PA      | $567.24       | 0.00%             | 2027-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9726529.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19104 | PA      | $18752.65     | 0.01%             | 2027-02-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10167759.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1984 | PA      | $1907.57      | 0.00%             | 2027-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9635295.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2586 | PA      | $2544.53      | 0.00%             | 2027-02-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8985807.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       649 | PA      | $192.27       | 0.00%             | 2026-10-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Discovery Global Holdings, Inc.                                             | Discovery Global Holdings, Inc.                                                                   | CUSIP: 55903VBY8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    520000 | PA      | $503425.00    | 0.19%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7547912.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3516 | PA      | $7.43         | 0.00%             | 2035-08-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7382823.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     35680 | PA      | $82.39        | 0.00%             | 2035-07-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2780425.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4282 | PA      | $4241.19      | 0.00%             | 2027-03-14      | Fixed         | 19.66%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6734360.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3091 | PA      | $0.08         | 0.00%             | 2034-12-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                      | UGCard, 992135434.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8659511.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       458 | PA      | $441.55       | 0.00%             | 2026-07-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10015443.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7893 | PA      | $7680.27      | 0.00%             | 2027-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2780981.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       761 | PA      | $749.94       | 0.00%             | 2027-03-14      | Fixed         | 23.73%                | No            |                  3 | On Loan: No      |
| RHP Hotel Properties LP / RHP Finance Corp.                                 | RHP Hotel Properties LP / RHP Finance Corp.                                                       | CUSIP: 749571AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    275000 | PA      | $280221.15    | 0.11%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8362533.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27306 | PA      | $1091.23      | 0.00%             | 2026-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9677090.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2505 | PA      | $2447.97      | 0.00%             | 2027-02-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10617939.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8640 | PA      | $8098.85      | 0.00%             | 2027-09-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9968788.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6320 | PA      | $6141.20      | 0.00%             | 2027-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10404230.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2422 | PA      | $2300.97      | 0.00%             | 2027-08-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10260461.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8388 | PA      | $7995.95      | 0.00%             | 2027-06-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-12795571.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9893 | PA      | $10355.06     | 0.00%             | 2027-03-29      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9822712.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12828 | PA      | $11860.28     | 0.00%             | 2027-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10214982.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     44805 | PA      | $36853.80     | 0.01%             | 2027-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9889384.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1902 | PA      | $1755.72      | 0.00%             | 2027-04-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9942375.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5756 | PA      | $5643.74      | 0.00%             | 2027-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9121483.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3977 | PA      | $78.85        | 0.00%             | 2026-11-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7647054.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       997 | PA      | $3.84         | 0.00%             | 2035-10-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8646157.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1233 | PA      | $877.33       | 0.00%             | 2026-07-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10598964.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5393 | PA      | $5056.13      | 0.00%             | 2027-09-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10173826.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4435 | PA      | $4313.51      | 0.00%             | 2027-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10531296.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3692 | PA      | $3466.70      | 0.00%             | 2027-08-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8282315.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3675 | PA      | $100.48       | 0.00%             | 2036-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10153214.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1968 | PA      | $1853.49      | 0.00%             | 2027-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10527564.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1898 | PA      | $1751.26      | 0.00%             | 2027-08-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10449148.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1410 | PA      | $1326.11      | 0.00%             | 2027-08-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10086462.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9537 | PA      | $8930.19      | 0.00%             | 2027-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                        | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 36202DQE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       277 | PA      | $280.52       | 0.00%             | 2031-10-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10523879.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4181 | PA      | $3855.89      | 0.00%             | 2027-08-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2112349.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2142 | PA      | $2118.93      | 0.00%             | 2026-11-24      | Fixed         | 25.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6703045.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       481 | PA      | $0.00         | 0.00%             | 2034-11-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9631205.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       480 | PA      | $398.19       | 0.00%             | 2027-02-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9127957.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       999 | PA      | $817.80       | 0.00%             | 2026-11-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8531017.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       179 | PA      | $166.90       | 0.00%             | 2026-06-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                         | Prosper Funding LLC, 1674248.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4725 | PA      | $4865.43      | 0.00%             | 2026-12-17      | Fixed         | 16.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8275734.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14779 | PA      | $11092.54     | 0.00%             | 2036-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9664029.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6869 | PA      | $6302.77      | 0.00%             | 2027-02-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Ashton Woods USA LLC / Ashton Woods Finance Co.                             | Ashton Woods USA LLC / Ashton Woods Finance Co.                                                   | CUSIP: 045086AP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $929004.80    | 0.36%             | 2030-04-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9749954.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7162 | PA      | $6949.87      | 0.00%             | 2027-03-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2934475.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       332 | PA      | $327.51       | 0.00%             | 2027-04-12      | Fixed         | 25.05%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8457284.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       797 | PA      | $656.55       | 0.00%             | 2026-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9111809.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       937 | PA      | $768.72       | 0.00%             | 2026-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10091629.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16978 | PA      | $16364.33     | 0.01%             | 2027-05-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9705861.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12169 | PA      | $10638.23     | 0.00%             | 2027-02-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9243155.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6750 | PA      | $6632.72      | 0.00%             | 2026-12-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9049705.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       626 | PA      | $8.53         | 0.00%             | 2026-11-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9872735.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1507 | PA      | $621.07       | 0.00%             | 2027-04-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7616489.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2021 | PA      | $8.62         | 0.00%             | 2035-09-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9979950.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13097 | PA      | $12624.82     | 0.00%             | 2027-04-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9944261.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8985 | PA      | $8554.29      | 0.00%             | 2027-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10307485.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8531 | PA      | $8199.83      | 0.00%             | 2027-07-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2929560.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11218 | PA      | $11048.35     | 0.00%             | 2027-04-11      | Fixed         | 28.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7262165.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3500 | PA      | $233.58       | 0.00%             | 2035-05-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10577075.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2548 | PA      | $2338.10      | 0.00%             | 2027-09-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10312911.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12952 | PA      | $12099.04     | 0.00%             | 2027-07-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10499761.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2647 | PA      | $1975.31      | 0.00%             | 2027-08-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10280212.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5694 | PA      | $5424.42      | 0.00%             | 2027-07-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10662867.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4571 | PA      | $4165.87      | 0.00%             | 2027-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                  | LendingClub Corp. - LCX PM, 187891277.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12280 | PA      | $0.00         | 0.00%             | 2027-04-04      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10602152.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7601 | PA      | $6928.44      | 0.00%             | 2027-09-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9993826.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7943 | PA      | $5832.05      | 0.00%             | 2027-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2653291.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       774 | PA      | $761.76       | 0.00%             | 2027-02-18      | Fixed         | 12.90%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8292991.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3943 | PA      | $112.31       | 0.00%             | 2036-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10461862.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9019 | PA      | $8580.31      | 0.00%             | 2027-08-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                         | Prosper Funding LLC, 1743573.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2679 | PA      | $2732.51      | 0.00%             | 2027-03-23      | Fixed         | 18.78%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10438967.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10833 | PA      | $10134.45     | 0.00%             | 2027-08-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10348886.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2005 | PA      | $1935.29      | 0.00%             | 2027-07-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                         | Prosper Funding LLC, 1733471.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5467 | PA      | $5471.18      | 0.00%             | 2027-03-22      | Fixed         | 10.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10014620.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2600 | PA      | $2479.82      | 0.00%             | 2027-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2928701.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1287 | PA      | $1266.97      | 0.00%             | 2027-04-11      | Fixed         | 15.72%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10217951.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2663 | PA      | $2522.06      | 0.00%             | 2027-06-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| RHP Hotel Properties LP / RHP Finance Corp.                                 | RHP Hotel Properties LP / RHP Finance Corp.                                                       | CUSIP: 74984CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $187652.30    | 0.07%             | 2034-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9370411.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       484 | PA      | $442.98       | 0.00%             | 2027-01-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10292311.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5920 | PA      | $5690.02      | 0.00%             | 2027-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7120695.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13067 | PA      | $0.55         | 0.00%             | 2035-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10412935.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11384 | PA      | $10850.22     | 0.00%             | 2027-08-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10204752.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17019 | PA      | $16571.75     | 0.01%             | 2027-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10569389.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1575 | PA      | $1445.11      | 0.00%             | 2027-09-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10363122.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1760 | PA      | $1638.42      | 0.00%             | 2027-07-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2933917.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1986 | PA      | $1954.98      | 0.00%             | 2027-04-12      | Fixed         | 14.92%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10424226.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5644 | PA      | $5408.95      | 0.00%             | 2027-08-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8555525.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7992 | PA      | $233.11       | 0.00%             | 2026-07-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9331303.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6427 | PA      | $6224.87      | 0.00%             | 2027-01-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10318803.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2528 | PA      | $2208.56      | 0.00%             | 2027-07-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9727013.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4092 | PA      | $359.49       | 0.00%             | 2027-02-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9897094.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2381 | PA      | $2312.63      | 0.00%             | 2027-04-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7412170.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10387 | PA      | $80.05        | 0.00%             | 2035-07-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10076575.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1003 | PA      | $956.95       | 0.00%             | 2027-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10032458.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     35627 | PA      | $34710.99     | 0.01%             | 2027-05-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9791462.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     43528 | PA      | $41912.61     | 0.02%             | 2027-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10275526.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9927 | PA      | $6868.12      | 0.00%             | 2027-07-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10431698.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6027 | PA      | $5762.31      | 0.00%             | 2027-08-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8950425.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1332 | PA      | $788.32       | 0.00%             | 2026-10-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10210332.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       924 | PA      | $880.28       | 0.00%             | 2027-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10249522.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4568 | PA      | $4271.90      | 0.00%             | 2027-06-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9968368.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       932 | PA      | $917.43       | 0.00%             | 2027-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6741768.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         7 | PA      | $0.00         | 0.00%             | 2034-12-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10445331.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1253 | PA      | $1213.54      | 0.00%             | 2027-08-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8865971.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       141 | PA      | $135.56       | 0.00%             | 2026-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Constellium SE                                                              | Constellium SE                                                                                    | CUSIP: 21039CAB0<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |    600000 | PA      | $572729.52    | 0.22%             | 2029-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10615142.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3243 | PA      | $3038.85      | 0.00%             | 2027-09-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2473891.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1805 | PA      | $1782.17      | 0.00%             | 2027-01-20      | Fixed         | 31.57%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10203439.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19196 | PA      | $18343.99     | 0.01%             | 2027-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9776267.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3114 | PA      | $3059.00      | 0.00%             | 2027-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9925451.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2491 | PA      | $2389.75      | 0.00%             | 2027-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                      | UGCard, 992468268.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-10-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10480179.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6684 | PA      | $6295.87      | 0.00%             | 2027-08-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9921603.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12224 | PA      | $11698.20     | 0.00%             | 2027-04-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9687352.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25255 | PA      | $23120.51     | 0.01%             | 2027-02-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9749862.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3893 | PA      | $3806.50      | 0.00%             | 2027-03-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10400498.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2935 | PA      | $2806.41      | 0.00%             | 2027-07-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2788869.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1931 | PA      | $1901.48      | 0.00%             | 2027-03-14      | Fixed         | 14.25%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2475724.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1893 | PA      | $1857.18      | 0.00%             | 2027-01-20      | Fixed         | 7.86%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9065039.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1646 | PA      | $1523.85      | 0.00%             | 2026-11-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2263798.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5020 | PA      | $4942.06      | 0.00%             | 2026-12-17      | Fixed         | 11.32%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9901864.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1212 | PA      | $991.92       | 0.00%             | 2027-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10539313.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12360 | PA      | $11604.85     | 0.00%             | 2027-09-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10339801.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       553 | PA      | $529.07       | 0.00%             | 2027-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2783660.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       879 | PA      | $866.97       | 0.00%             | 2027-03-14      | Fixed         | 30.79%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8725236.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2375 | PA      | $2123.60      | 0.00%             | 2026-08-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                      | UGCard, 992235376.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2030-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8370126.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       431 | PA      | $235.13       | 0.00%             | 2026-05-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7653058.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6636 | PA      | $1664.01      | 0.00%             | 2035-10-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9127924.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       185 | PA      | $178.04       | 0.00%             | 2026-11-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8302545.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       481 | PA      | $332.26       | 0.00%             | 2036-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10356837.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2080 | PA      | $1998.86      | 0.00%             | 2027-07-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9164334.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10043 | PA      | $9235.39      | 0.00%             | 2026-12-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10484742.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15406 | PA      | $14680.34     | 0.01%             | 2027-08-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2929334.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6399 | PA      | $6294.71      | 0.00%             | 2027-04-11      | Fixed         | 11.51%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-14196561.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11824 | PA      | $12003.36     | 0.00%             | 2027-06-23      | Fixed         | 13.59%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10004522.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2504 | PA      | $2382.08      | 0.00%             | 2027-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2780310.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4296 | PA      | $4215.33      | 0.00%             | 2027-03-14      | Fixed         | 9.24%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10154771.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2370 | PA      | $2187.19      | 0.00%             | 2027-06-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10224809.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1470 | PA      | $1412.84      | 0.00%             | 2027-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2789885.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3461 | PA      | $3410.28      | 0.00%             | 2028-01-14      | Fixed         | 26.10%                | No            |                  3 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                          | Venture Global Plaquemines LNG LLC                                                                | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46303.92     | 0.02%             | 2030-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9240259.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4477 | PA      | $3693.25      | 0.00%             | 2026-12-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8596541.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       454 | PA      | $370.63       | 0.00%             | 2026-07-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9794649.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4447 | PA      | $4324.48      | 0.00%             | 2027-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8363762.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14214 | PA      | $5336.95      | 0.00%             | 2026-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Dayforce Bidco LLC                                                          | Dayforce Bidco LLC, First Lien, Initial CME Term Loan                                             | CUSIP: 23923YAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1000000 | PA      | $948610.00    | 0.37%             | 2033-02-04      | Variable      | 6.66%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9074203.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2974 | PA      | $665.58       | 0.00%             | 2026-11-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9719234.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1085 | PA      | $1028.45      | 0.00%             | 2027-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                        | FNMA, 30 Year                                                                                     | CUSIP: 31371KR37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24720 | PA      | $25803.35     | 0.01%             | 2032-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RealTruck Group, Inc.                                                       | RealTruck Group, Inc., First Lien, Initial CME Term Loan                                          | CUSIP: 89778PAG2<br>LEI: 54930007KT5CX7XNSD31 | Long             | LON              | CORP              | US        |    777734 | PA      | $530562.42    | 0.21%             | 2028-01-31      | Variable      | 7.68%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9873185.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       346 | PA      | $334.00       | 0.00%             | 2027-04-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7876335.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2135 | PA      | $16.95        | 0.00%             | 2035-12-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10370987.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8075 | PA      | $7716.91      | 0.00%             | 2027-07-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10311904.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4065 | PA      | $3893.82      | 0.00%             | 2027-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9587039.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2525 | PA      | $2287.50      | 0.00%             | 2027-01-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10057703.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1274 | PA      | $1230.32      | 0.00%             | 2027-05-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-13157103.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1872 | PA      | $1881.37      | 0.00%             | 2027-11-17      | Fixed         | 9.24%                 | No            |                  3 | On Loan: No      |
| Lummus Technology Holdings V LLC                                            | Lummus Technology Holdings V LLC, First Lien, Amendment No. 4 Refinancing CME Term Loan, B        | CUSIP: 45232UAH1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    892799 | PA      | $887616.52    | 0.34%             | 2029-12-31      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10617746.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3481 | PA      | $3225.70      | 0.00%             | 2027-09-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10129956.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3646 | PA      | $3604.39      | 0.00%             | 2027-05-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10525325.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     48003 | PA      | $44682.84     | 0.02%             | 2027-08-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6865119.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1131 | PA      | $0.00         | 0.00%             | 2035-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10290152.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8526 | PA      | $8003.61      | 0.00%             | 2027-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8391994.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1074 | PA      | $21.43        | 0.00%             | 2026-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7351036.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1185 | PA      | $1.89         | 0.00%             | 2035-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6386123.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3613 | PA      | $0.00         | 0.00%             | 2034-08-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8480047.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2047 | PA      | $1352.60      | 0.00%             | 2026-06-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6769902.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1683 | PA      | $0.00         | 0.00%             | 2034-12-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10538242.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       948 | PA      | $868.51       | 0.00%             | 2027-09-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                         | Prosper Funding LLC, 1753842.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2713 | PA      | $2704.06      | 0.00%             | 2027-04-07      | Fixed         | 12.20%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10514926.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2694 | PA      | $2557.87      | 0.00%             | 2027-08-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10370322.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2124 | PA      | $2022.96      | 0.00%             | 2027-07-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9892174.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15808 | PA      | $3568.47      | 0.00%             | 2027-04-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9356013.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4704 | PA      | $912.91       | 0.00%             | 2027-01-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7409794.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1964 | PA      | $3.37         | 0.00%             | 2035-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9603595.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1899 | PA      | $1854.33      | 0.00%             | 2027-01-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Hilton Grand Vacations Borrower LLC                                         | Hilton Grand Vacations Borrower LLC, First Lien, Initial CME Term Loan                            | CUSIP: 43283LAH4<br>LEI: 254900HF0EZ734FDVY79 | Long             | LON              | CORP              | US        |    444044 | PA      | $444281.51    | 0.17%             | 2028-08-02      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10604440.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7337 | PA      | $6834.63      | 0.00%             | 2027-09-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10259523.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11408 | PA      | $10843.92     | 0.00%             | 2027-06-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10580338.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2911 | PA      | $2715.73      | 0.00%             | 2027-09-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10529116.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7185 | PA      | $6749.62      | 0.00%             | 2027-08-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9184743.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3856 | PA      | $2909.83      | 0.00%             | 2026-12-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9749187.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25115 | PA      | $24620.11     | 0.01%             | 2027-03-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                      | UGCard, 992156587.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       220 | PA      | $226.87       | 0.00%             | 2029-09-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-14189728.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5052 | PA      | $5134.82      | 0.00%             | 2026-06-15      | Fixed         | 17.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10007088.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1268 | PA      | $832.11       | 0.00%             | 2027-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9814712.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25554 | PA      | $24518.16     | 0.01%             | 2027-03-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10407292.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15000 | PA      | $14293.35     | 0.01%             | 2027-08-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10273180.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1895 | PA      | $1811.66      | 0.00%             | 2027-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10471877.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3788 | PA      | $3621.79      | 0.00%             | 2027-08-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9159373.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2205 | PA      | $776.45       | 0.00%             | 2026-12-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2931559.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17812 | PA      | $17494.39     | 0.01%             | 2027-09-11      | Fixed         | 14.36%                | No            |                  3 | On Loan: No      |
| OAK-Eagle Acquireco, Inc.                                                   | OAK-Eagle Acquireco, Inc.                                                                         | CUSIP: 67124CAA1<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |    310000 | PA      | $321390.77    | 0.12%             | 2033-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10181579.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4697 | PA      | $4531.10      | 0.00%             | 2027-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7409266.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       913 | PA      | $8.99         | 0.00%             | 2035-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9980581.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1472 | PA      | $1443.29      | 0.00%             | 2027-04-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10149866.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1848 | PA      | $1792.60      | 0.00%             | 2027-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8672694.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2031 | PA      | $1778.70      | 0.00%             | 2026-07-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9246270.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3669 | PA      | $3630.11      | 0.00%             | 2026-12-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10514908.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1570 | PA      | $1499.02      | 0.00%             | 2027-08-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L1889041.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       294 | PA      | $245.96       | 0.00%             | 2026-10-21      | Fixed         | 19.76%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10183893.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28872 | PA      | $26038.62     | 0.01%             | 2027-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10560990.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3328 | PA      | $3099.52      | 0.00%             | 2027-09-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                        | FNMA, 30 Year                                                                                     | CUSIP: 31418CS54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    279684 | PA      | $266574.66    | 0.10%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                         | Prosper Funding LLC, 1744065.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7124 | PA      | $1690.61      | 0.00%             | 2027-03-23      | Fixed         | 16.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10516100.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     41001 | PA      | $38990.56     | 0.02%             | 2027-08-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                         | Prosper Funding LLC, 1686345.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2493 | PA      | $2571.07      | 0.00%             | 2026-12-15      | Fixed         | 23.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10492355.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10648 | PA      | $10163.01     | 0.00%             | 2027-08-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Genmab A/S / Genmab Finance LLC                                             | Genmab A/S / Genmab Finance LLC                                                                   | CUSIP: 37230JAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |    480000 | PA      | $502870.08    | 0.19%             | 2033-12-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9973685.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       384 | PA      | $372.06       | 0.00%             | 2027-04-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7767704.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10394 | PA      | $85.32        | 0.00%             | 2035-11-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9816468.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14667 | PA      | $14361.17     | 0.01%             | 2027-03-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-13323349.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3827 | PA      | $3887.17      | 0.00%             | 2027-03-25      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10341551.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2119 | PA      | $2027.68      | 0.00%             | 2027-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9937914.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3584 | PA      | $3523.43      | 0.00%             | 2027-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10040199.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13105 | PA      | $10694.06     | 0.00%             | 2027-05-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9025952.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2926 | PA      | $58.50        | 0.00%             | 2026-10-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Anagram Holdings LLC / Anagram International, Inc.                          | Anagram Holdings LLC / Anagram International, Inc.                                                | CUSIP: 03254TAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    166428 | PA      | $0.00         | 0.00%             | 2026-08-15      | Fixed         | 10.00%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-14236905.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8648 | PA      | $8954.49      | 0.00%             | 2027-06-21      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7138440.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       471 | PA      | $0.01         | 0.00%             | 2035-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8560397.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1901 | PA      | $1688.56      | 0.00%             | 2026-07-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2780080.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2995 | PA      | $2951.72      | 0.00%             | 2027-03-14      | Fixed         | 25.88%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8856054.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2066 | PA      | $27.71        | 0.00%             | 2026-09-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10051061.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2444 | PA      | $2381.50      | 0.00%             | 2027-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10616852.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1928 | PA      | $1767.57      | 0.00%             | 2027-09-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7352037.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1931 | PA      | $3.55         | 0.00%             | 2035-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10568250.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4113 | PA      | $3764.20      | 0.00%             | 2027-09-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9342124.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13032 | PA      | $12797.01     | 0.00%             | 2027-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                      | UGCard, 992131978.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-12-08      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8960970.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1714 | PA      | $1699.57      | 0.00%             | 2026-10-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10513038.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7953 | PA      | $7590.81      | 0.00%             | 2027-08-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10289424.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5174 | PA      | $4995.75      | 0.00%             | 2027-07-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA or FHLMC                                                               | Uniform Mortgage-Backed Securities                                                                | CUSIP: 01F060642<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2950000 | PA      | $3007478.54   | 1.16%             | 2056-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                         | Prosper Funding LLC, 1749839.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5035 | PA      | $5212.02      | 0.00%             | 2027-04-14      | Fixed         | 25.60%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10054501.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3835 | PA      | $3663.49      | 0.00%             | 2027-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10082325.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4028 | PA      | $3902.55      | 0.00%             | 2027-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| California Resources Corp.                                                  | California Resources Corp.                                                                        | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |        72 | NS      | $4983.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9917332.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1345 | PA      | $1319.84      | 0.00%             | 2027-04-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9609102.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9586 | PA      | $9431.68      | 0.00%             | 2027-01-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9377317.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       501 | PA      | $497.68       | 0.00%             | 2027-01-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                  | LendingClub Corp. - LCX PM, 185835140.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5522 | PA      | $5673.09      | 0.00%             | 2027-02-14      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                      | UGCard, 992553647.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-10-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7823385.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2283 | PA      | $23.67        | 0.00%             | 2035-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10484822.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3941 | PA      | $3736.22      | 0.00%             | 2027-08-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| First Brands Group LLC                                                      | First Brands Group LLC, First Lien, 2022-II Incremental CME Term Loan                             | CUSIP: 31935HAG2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    853332 | PA      | $2491.73      | 0.00%             | 2027-03-30      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9724309.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5852 | PA      | $5761.87      | 0.00%             | 2027-02-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10254066.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18372 | PA      | $17686.37     | 0.01%             | 2027-06-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9807027.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7254 | PA      | $7021.07      | 0.00%             | 2027-03-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10663586.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6641 | PA      | $6110.58      | 0.00%             | 2027-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10218646.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12494 | PA      | $11713.64     | 0.00%             | 2027-06-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9903409.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5736 | PA      | $5416.90      | 0.00%             | 2027-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10005580.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7883 | PA      | $3870.93      | 0.00%             | 2027-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9462125.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8897 | PA      | $7795.46      | 0.00%             | 2027-01-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                         | Prosper Funding LLC, 1656201.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       628 | PA      | $629.68       | 0.00%             | 2026-11-01      | Fixed         | 14.68%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2018016.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8867 | PA      | $2689.30      | 0.00%             | 2027-04-10      | Fixed         | 16.76%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10248840.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5685 | PA      | $4268.87      | 0.00%             | 2027-06-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9316485.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1476 | PA      | $1051.00      | 0.00%             | 2027-01-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| California Buyer Ltd. / Atlantica Sustainable Infrastructure plc            | California Buyer Ltd. / Atlantica Sustainable Infrastructure plc                                  | CUSIP: 13005HAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   1275000 | PA      | $1246534.86   | 0.48%             | 2032-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10243163.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1917 | PA      | $1716.69      | 0.00%             | 2027-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10193955.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3335 | PA      | $3194.89      | 0.00%             | 2027-06-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10019393.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12295 | PA      | $11888.43     | 0.00%             | 2027-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9770503.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2259 | PA      | $2194.97      | 0.00%             | 2027-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10297890.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1876 | PA      | $1520.76      | 0.00%             | 2027-07-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10536111.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6231 | PA      | $5744.38      | 0.00%             | 2027-09-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2785657.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1209 | PA      | $1197.47      | 0.00%             | 2027-03-14      | Fixed         | 17.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9875461.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6495 | PA      | $4782.61      | 0.00%             | 2027-04-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10185208.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15033 | PA      | $14151.36     | 0.01%             | 2027-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10014826.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3068 | PA      | $2759.07      | 0.00%             | 2027-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10374490.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1049 | PA      | $980.11       | 0.00%             | 2027-07-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10646943.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1353 | PA      | $1233.72      | 0.00%             | 2027-09-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| First Student Bidco, Inc. / First Transit Parent, Inc.                      | First Student Bidco, Inc. / First Transit Parent, Inc.                                            | CUSIP: 337120AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $383196.80    | 0.15%             | 2029-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6988804.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22027 | PA      | $0.68         | 0.00%             | 2035-03-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-14431213.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6603 | PA      | $6767.62      | 0.00%             | 2027-07-01      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10310128.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21920 | PA      | $21118.98     | 0.01%             | 2027-07-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7147190.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6796 | PA      | $0.52         | 0.00%             | 2035-04-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9765773.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22107 | PA      | $21604.19     | 0.01%             | 2027-03-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10630596.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4730 | PA      | $4316.12      | 0.00%             | 2027-09-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9986143.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5107 | PA      | $5000.64      | 0.00%             | 2027-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10432591.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2466 | PA      | $2294.35      | 0.00%             | 2027-08-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9772835.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1594 | PA      | $1558.26      | 0.00%             | 2027-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10513433.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15487 | PA      | $14765.21     | 0.01%             | 2027-08-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8618231.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4648 | PA      | $3683.87      | 0.00%             | 2026-07-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8913820.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5966 | PA      | $5370.30      | 0.00%             | 2026-10-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10423699.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5791 | PA      | $5535.21      | 0.00%             | 2027-08-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9951803.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2967 | PA      | $2915.52      | 0.00%             | 2027-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10203665.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4100 | PA      | $3995.06      | 0.00%             | 2027-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9315231.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2884 | PA      | $2790.58      | 0.00%             | 2027-01-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10239682.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3294 | PA      | $3011.36      | 0.00%             | 2027-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10260836.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4371 | PA      | $4226.33      | 0.00%             | 2027-06-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2786140.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       720 | PA      | $712.46       | 0.00%             | 2027-08-14      | Fixed         | 16.66%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2781471.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       299 | PA      | $294.50       | 0.00%             | 2027-03-14      | Fixed         | 16.84%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10283248.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9573 | PA      | $9200.05      | 0.00%             | 2027-07-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9071099.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2052 | PA      | $2018.17      | 0.00%             | 2026-11-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2929885.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15170 | PA      | $14831.22     | 0.01%             | 2027-09-11      | Fixed         | 11.42%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10172011.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3012 | PA      | $2965.35      | 0.00%             | 2027-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9611873.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25395 | PA      | $21717.33     | 0.01%             | 2027-01-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2780829.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2669 | PA      | $2643.31      | 0.00%             | 2027-03-14      | Fixed         | 18.05%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10509975.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1823 | PA      | $1714.71      | 0.00%             | 2027-08-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10049991.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3398 | PA      | $3305.46      | 0.00%             | 2027-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8512975.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8653 | PA      | $3136.36      | 0.00%             | 2026-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9258995.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5280 | PA      | $5233.62      | 0.00%             | 2026-12-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Macquarie Airfinance Holdings Ltd.                                          | Macquarie Airfinance Holdings Ltd.                                                                | CUSIP: 55609NAD0<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $209550.65    | 0.08%             | 2031-03-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9885737.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4514 | PA      | $4330.06      | 0.00%             | 2027-04-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7621639.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1826 | PA      | $8.22         | 0.00%             | 2035-09-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10411842.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3551 | PA      | $3355.24      | 0.00%             | 2027-08-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10496045.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7144 | PA      | $6763.88      | 0.00%             | 2027-08-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6015930.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       575 | PA      | $0.00         | 0.00%             | 2034-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-10412146.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3784 | PA      | $3876.22      | 0.00%             | 2026-10-21      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2783182.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       406 | PA      | $400.61       | 0.00%             | 2027-03-14      | Fixed         | 30.92%                | No            |                  3 | On Loan: No      |
| UGCard                                                                      | UGCard, 992514855.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        60 | PA      | $61.56        | 0.00%             | 2026-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7829488.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       882 | PA      | $6.44         | 0.00%             | 2035-11-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8472266.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3863 | PA      | $2769.58      | 0.00%             | 2026-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10568308.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       865 | PA      | $792.59       | 0.00%             | 2027-09-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7872545.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       538 | PA      | $60.79        | 0.00%             | 2035-12-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Zekelman Industries, Inc.                                                   | Zekelman Industries, Inc., First Lien, 2024 CME Term Loan                                         | CUSIP: 98931YAD5<br>LEI: 549300S5LMRAKDWWI425 | Long             | LON              | CORP              | US        |    387466 | PA      | $388537.28    | 0.15%             | 2031-01-24      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2477329.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1812 | PA      | $1778.45      | 0.00%             | 2027-01-21      | Fixed         | 9.62%                 | 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        |   1180810 | PA      | $1150238.89   | 0.44%             | 2031-02-14      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6282655.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1878 | PA      | $0.00         | 0.00%             | 2034-07-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10431907.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15073 | PA      | $14427.18     | 0.01%             | 2027-08-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9218020.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8885 | PA      | $6215.91      | 0.00%             | 2026-12-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10416254.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12402 | PA      | $11424.12     | 0.00%             | 2027-08-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10395113.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9597 | PA      | $9167.32      | 0.00%             | 2027-07-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10606915.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15908 | PA      | $14899.61     | 0.01%             | 2027-09-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2784514.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       437 | PA      | $431.04       | 0.00%             | 2027-03-14      | Fixed         | 25.41%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9044523.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3508 | PA      | $2621.02      | 0.00%             | 2026-11-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9982517.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2717 | PA      | $2674.26      | 0.00%             | 2027-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10077057.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17432 | PA      | $16637.23     | 0.01%             | 2027-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10322159.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29867 | PA      | $28404.16     | 0.01%             | 2027-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10428335.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3541 | PA      | $3249.56      | 0.00%             | 2027-08-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10278394.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27119 | PA      | $25682.86     | 0.01%             | 2027-07-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2017556.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       820 | PA      | $328.58       | 0.00%             | 2026-11-10      | Fixed         | 25.05%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10230143.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2579 | PA      | $2474.76      | 0.00%             | 2027-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9966508.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25042 | PA      | $22333.07     | 0.01%             | 2027-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10511259.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8073 | PA      | $7680.00      | 0.00%             | 2027-08-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10045312.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2300 | PA      | $2241.13      | 0.00%             | 2027-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6472563.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1124 | PA      | $0.07         | 0.00%             | 2034-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Standard Building Solutions, Inc.                                           | Standard Building Solutions, Inc.                                                                 | CUSIP: 853191AC8<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    330000 | PA      | $326606.11    | 0.13%             | 2033-08-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2933656.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       798 | PA      | $499.70       | 0.00%             | 2027-04-12      | Fixed         | 25.33%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10114721.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     38127 | PA      | $36841.90     | 0.01%             | 2027-05-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9727045.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     60466 | PA      | $52595.94     | 0.02%             | 2027-02-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8944218.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13475 | PA      | $11131.56     | 0.00%             | 2026-10-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2783542.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7111 | PA      | $510.07       | 0.00%             | 2027-06-14      | Fixed         | 14.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10470414.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5092 | PA      | $4815.08      | 0.00%             | 2027-08-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9128408.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3492 | PA      | $3406.59      | 0.00%             | 2026-11-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9707410.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14667 | PA      | $14391.82     | 0.01%             | 2027-02-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10409522.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5572 | PA      | $5337.35      | 0.00%             | 2027-08-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-12931503.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6538 | PA      | $6622.61      | 0.00%             | 2027-04-18      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                  | LendingClub Corp. - LCX PM, 185498696.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12105 | PA      | $1129.75      | 0.00%             | 2027-05-26      | Fixed         | 26.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10426030.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2951 | PA      | $2807.12      | 0.00%             | 2027-08-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10058235.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25995 | PA      | $24569.48     | 0.01%             | 2027-05-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2930475.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2576 | PA      | $186.79       | 0.00%             | 2027-04-11      | Fixed         | 16.55%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9704895.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9828 | PA      | $6177.32      | 0.00%             | 2027-02-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10176647.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     32186 | PA      | $30772.49     | 0.01%             | 2027-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6789128.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6626 | PA      | $0.00         | 0.00%             | 2034-12-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10021166.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9405 | PA      | $960.19       | 0.00%             | 2027-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9138988.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21911 | PA      | $20668.05     | 0.01%             | 2026-11-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9274529.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13323 | PA      | $241.71       | 0.00%             | 2026-12-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9759964.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29187 | PA      | $28552.70     | 0.01%             | 2027-03-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10180170.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1884 | PA      | $1845.18      | 0.00%             | 2027-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10589752.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2136 | PA      | $2002.86      | 0.00%             | 2027-09-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10306959.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6767 | PA      | $6231.08      | 0.00%             | 2027-07-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10228151.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19997 | PA      | $13922.56     | 0.01%             | 2027-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8572345.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2282 | PA      | $32.49        | 0.00%             | 2026-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9203378.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       909 | PA      | $893.07       | 0.00%             | 2026-12-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                        | FNMA, 30 Year                                                                                     | CUSIP: 3138WDT43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     54172 | PA      | $52203.20     | 0.02%             | 2044-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8610332.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1393 | PA      | $1142.09      | 0.00%             | 2026-07-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9790891.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5464 | PA      | $4204.06      | 0.00%             | 2027-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10328422.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14908 | PA      | $14309.95     | 0.01%             | 2027-07-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Carnival Corp.                                                              | Carnival Corp.                                                                                    | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    835000 | PA      | $835772.21    | 0.32%             | 2032-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10663812.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     41891 | PA      | $39219.48     | 0.02%             | 2027-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8972852.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2333 | PA      | $2304.90      | 0.00%             | 2026-10-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9776317.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1318 | PA      | $1293.96      | 0.00%             | 2027-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9151157.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1144 | PA      | $1060.95      | 0.00%             | 2026-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2268096.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4238 | PA      | $4161.27      | 0.00%             | 2026-12-17      | Fixed         | 8.29%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10546772.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7273 | PA      | $6609.40      | 0.00%             | 2027-09-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9795785.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6573 | PA      | $6305.19      | 0.00%             | 2027-03-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10263736.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9693 | PA      | $9322.80      | 0.00%             | 2027-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Barracuda Networks, Inc.                                                    | Barracuda Networks, Inc., First Lien, Initial CME Term Loan                                       | CUSIP: 06832FAB3<br>LEI: 549300CXGRZWNMPU8080 | Long             | LON              | CORP              | US        |    412811 | PA      | $266778.95    | 0.10%             | 2029-08-15      | Variable      | 8.17%                 | No            |                  2 | On Loan: No      |
| Encore Capital Group, Inc.                                                  | Encore Capital Group, Inc.                                                                        | CUSIP: 292554AQ5<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |    600000 | PA      | $628500.00    | 0.24%             | 2029-04-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Neptune Bidco US, Inc.                                                      | Neptune Bidco US, Inc.                                                                            | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |    130000 | PA      | $130467.74    | 0.05%             | 2029-04-15      | Fixed         | 9.29%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7136267.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       492 | PA      | $0.11         | 0.00%             | 2035-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                  | LendingClub Corp. - LCX PM, 185689957.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4245 | PA      | $4352.75      | 0.00%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10413201.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     38010 | PA      | $36080.47     | 0.01%             | 2027-08-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                      | UGCard, 991996150.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         3 | PA      | $2.95         | 0.00%             | 2026-06-09      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10056646.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     47802 | PA      | $45704.14     | 0.02%             | 2027-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10425621.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3573 | PA      | $3404.97      | 0.00%             | 2027-08-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10477971.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12650 | PA      | $12089.57     | 0.00%             | 2027-08-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8192679.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11145 | PA      | $502.84       | 0.00%             | 2036-03-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                         | Prosper Funding LLC, 1733459.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12118 | PA      | $1609.88      | 0.00%             | 2027-03-22      | Fixed         | 13.70%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10215428.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12048 | PA      | $11735.88     | 0.00%             | 2027-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9358530.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2991 | PA      | $2947.13      | 0.00%             | 2027-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9277630.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10011 | PA      | $2313.94      | 0.00%             | 2026-12-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7732601.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       518 | PA      | $184.85       | 0.00%             | 2035-10-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10308282.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13735 | PA      | $13135.16     | 0.01%             | 2027-07-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10165209.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31891 | PA      | $30917.46     | 0.01%             | 2027-06-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9330658.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10223 | PA      | $8872.70      | 0.00%             | 2027-01-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8453472.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       879 | PA      | $786.85       | 0.00%             | 2026-06-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10321855.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12281 | PA      | $11594.51     | 0.00%             | 2027-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8492413.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4459 | PA      | $2798.23      | 0.00%             | 2026-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10570237.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1634 | PA      | $1507.56      | 0.00%             | 2027-09-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10612093.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3525 | PA      | $3246.64      | 0.00%             | 2027-09-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2656039.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       551 | PA      | $542.25       | 0.00%             | 2027-02-18      | Fixed         | 14.43%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10549267.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2133 | PA      | $1945.70      | 0.00%             | 2027-09-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10502016.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2711 | PA      | $2511.32      | 0.00%             | 2027-08-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2472065.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1517 | PA      | $1489.08      | 0.00%             | 2027-01-20      | Fixed         | 9.95%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8270794.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        12 | PA      | $6.04         | 0.00%             | 2036-04-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10463352.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3386 | PA      | $3231.05      | 0.00%             | 2027-08-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2015725.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       306 | PA      | $300.82       | 0.00%             | 2026-11-10      | Fixed         | 22.82%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10443867.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4873 | PA      | $4290.79      | 0.00%             | 2027-08-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10281755.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4185 | PA      | $4010.16      | 0.00%             | 2027-07-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8561613.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       192 | PA      | $177.89       | 0.00%             | 2026-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10529739.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8551 | PA      | $8026.43      | 0.00%             | 2027-08-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9872128.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3887 | PA      | $3801.97      | 0.00%             | 2027-04-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8323551.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        59 | PA      | $48.18        | 0.00%             | 2036-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Neptune Bidco US, Inc.                                                      | Neptune Bidco US, Inc., First Lien, 2026 Dollar CME Term Loan, B                                  | CUSIP: 64069JAK8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    300000 | PA      | $286800.00    | 0.11%             | 2033-02-03      | Variable      | 8.76%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2921409.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       807 | PA      | $795.01       | 0.00%             | 2027-04-12      | Fixed         | 14.51%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9317641.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     37020 | PA      | $31431.68     | 0.01%             | 2027-01-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10500094.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28438 | PA      | $27233.71     | 0.01%             | 2027-08-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10610399.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4886 | PA      | $4579.41      | 0.00%             | 2027-09-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9903596.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3432 | PA      | $3359.59      | 0.00%             | 2027-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9667350.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4602 | PA      | $4168.45      | 0.00%             | 2027-02-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10092486.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1062 | PA      | $1018.96      | 0.00%             | 2027-05-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10392021.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     59576 | PA      | $56431.86     | 0.02%             | 2027-07-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9360851.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3219 | PA      | $3165.73      | 0.00%             | 2027-01-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| BlueMountain CLO XXXIV Ltd.                                                 | BlueMountain CLO XXXIV Ltd., Series 2022-34A, Class AR                                            | CUSIP: 09631JAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000239.23   | 0.39%             | 2035-04-20      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10107966.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1869 | PA      | $1810.52      | 0.00%             | 2027-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8911274.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1850 | PA      | $1717.86      | 0.00%             | 2026-10-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10369106.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10237 | PA      | $9805.22      | 0.00%             | 2027-07-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10053926.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4285 | PA      | $4154.52      | 0.00%             | 2027-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6545017.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5479 | PA      | $0.00         | 0.00%             | 2034-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-13430153.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5445 | PA      | $5676.41      | 0.00%             | 2027-03-25      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9832767.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9931 | PA      | $8701.25      | 0.00%             | 2027-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7164004.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9823 | PA      | $0.00         | 0.00%             | 2035-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10304104.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       632 | PA      | $592.82       | 0.00%             | 2027-07-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10568666.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6619 | PA      | $6195.80      | 0.00%             | 2027-09-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10434796.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5153 | PA      | $4889.78      | 0.00%             | 2027-08-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2779021.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2537 | PA      | $239.53       | 0.00%             | 2027-03-14      | Fixed         | 16.32%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10403240.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1085 | PA      | $1007.79      | 0.00%             | 2027-08-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10602916.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24366 | PA      | $22840.44     | 0.01%             | 2027-09-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-13443719.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3434 | PA      | $3578.15      | 0.00%             | 2027-06-15      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                         | Prosper Funding LLC, 1647023.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4641 | PA      | $4715.50      | 0.00%             | 2026-10-29      | Fixed         | 16.33%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                         | Prosper Funding LLC, 1742810.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1170 | PA      | $1172.47      | 0.00%             | 2027-04-05      | Fixed         | 16.70%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-13141094.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9920 | PA      | $10027.36     | 0.00%             | 2027-04-20      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                      | UGCard, 992248314.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2030-03-08      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7344615.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       634 | PA      | $0.80         | 0.00%             | 2035-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6150788.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14529 | PA      | $0.72         | 0.00%             | 2034-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9882468.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4410 | PA      | $4309.98      | 0.00%             | 2027-04-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9369288.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5943 | PA      | $5814.84      | 0.00%             | 2027-01-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-14569337.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6979 | PA      | $7289.77      | 0.00%             | 2027-10-07      | Fixed         | 24.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2269259.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       532 | PA      | $522.48       | 0.00%             | 2026-12-17      | Fixed         | 8.25%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10611919.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2220 | PA      | $2081.59      | 0.00%             | 2027-09-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10602046.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1702 | PA      | $1571.52      | 0.00%             | 2027-09-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Project Boost Purchaser LLC                                                 | Project Boost Purchaser LLC, First Lien, Initial CME Term Loan                                    | CUSIP: 74339NAG1<br>LEI: 254900SVSL94NTLSDY26 | Long             | LON              | CORP              | US        |    350828 | PA      | $338901.66    | 0.13%             | 2031-07-16      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10480597.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5714 | PA      | $5408.43      | 0.00%             | 2027-08-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6509842.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5661 | PA      | $0.00         | 0.00%             | 2034-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10401771.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12445 | PA      | $11886.22     | 0.00%             | 2027-08-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8382928.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       497 | PA      | $9.00         | 0.00%             | 2026-05-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10578430.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     60306 | PA      | $55785.11     | 0.02%             | 2027-09-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6602708.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20691 | PA      | $0.00         | 0.00%             | 2034-10-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2785144.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2480 | PA      | $2442.08      | 0.00%             | 2027-03-14      | Fixed         | 11.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10163716.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1694 | PA      | $1540.85      | 0.00%             | 2027-06-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9311081.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3405 | PA      | $3329.16      | 0.00%             | 2027-01-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8738044.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12511 | PA      | $159.86       | 0.00%             | 2026-08-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10440383.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3822 | PA      | $3615.68      | 0.00%             | 2027-08-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10132070.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16798 | PA      | $15270.88     | 0.01%             | 2027-05-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8381974.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2037 | PA      | $1663.07      | 0.00%             | 2026-05-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9302147.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3334 | PA      | $3257.46      | 0.00%             | 2027-01-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2781329.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       809 | PA      | $797.15       | 0.00%             | 2027-03-14      | Fixed         | 27.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7125880.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6031 | PA      | $0.00         | 0.00%             | 2035-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9967880.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     42306 | PA      | $22117.16     | 0.01%             | 2027-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10231200.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16638 | PA      | $12939.56     | 0.00%             | 2027-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-12884053.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7260 | PA      | $7346.80      | 0.00%             | 2027-06-15      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9956173.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1340 | PA      | $1308.81      | 0.00%             | 2027-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10112687.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3934 | PA      | $942.58       | 0.00%             | 2027-05-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8925420.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       574 | PA      | $11.95        | 0.00%             | 2026-10-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9965715.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1065 | PA      | $1007.09      | 0.00%             | 2027-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9794850.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       902 | PA      | $802.09       | 0.00%             | 2027-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10407644.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5843 | PA      | $5552.82      | 0.00%             | 2027-08-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10084799.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4279 | PA      | $4115.47      | 0.00%             | 2027-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8632155.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8785 | PA      | $169.18       | 0.00%             | 2026-07-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8834664.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        57 | PA      | $57.06        | 0.00%             | 2026-09-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6672685.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9596 | PA      | $0.00         | 0.00%             | 2034-11-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10590106.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       726 | PA      | $666.80       | 0.00%             | 2027-09-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10477200.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14732 | PA      | $14060.28     | 0.01%             | 2027-08-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10571639.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4021 | PA      | $3682.61      | 0.00%             | 2027-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10414470.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28459 | PA      | $27248.61     | 0.01%             | 2027-08-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9889453.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11996 | PA      | $11621.19     | 0.00%             | 2027-04-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9616747.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12763 | PA      | $12633.50     | 0.00%             | 2027-01-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2473450.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4938 | PA      | $4845.25      | 0.00%             | 2027-01-20      | Fixed         | 8.65%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9686136.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11923 | PA      | $10700.15     | 0.00%             | 2027-02-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10570274.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3426 | PA      | $3210.97      | 0.00%             | 2027-09-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9358367.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3217 | PA      | $3156.84      | 0.00%             | 2027-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10166007.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6067 | PA      | $5840.03      | 0.00%             | 2027-06-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10655529.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7318 | PA      | $6697.95      | 0.00%             | 2027-09-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9933107.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10093 | PA      | $8963.62      | 0.00%             | 2027-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2478510.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       249 | PA      | $243.99       | 0.00%             | 2027-01-21      | Fixed         | 7.06%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10539515.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17724 | PA      | $16380.19     | 0.01%             | 2027-09-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10022084.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4688 | PA      | $4547.48      | 0.00%             | 2027-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10434852.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2300 | PA      | $2214.71      | 0.00%             | 2027-08-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| PROG Holdings, Inc.                                                         | PROG Holdings, Inc.                                                                               | CUSIP: 74319RAA9<br>LEI: 549300DHYTLBOVRXIG52 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $950810.00    | 0.37%             | 2029-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9367228.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14350 | PA      | $13678.37     | 0.01%             | 2027-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10336904.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22089 | PA      | $20576.48     | 0.01%             | 2027-07-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7344686.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       680 | PA      | $0.66         | 0.00%             | 2035-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9079360.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22132 | PA      | $20568.86     | 0.01%             | 2026-11-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10229177.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4197 | PA      | $3995.67      | 0.00%             | 2027-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9636100.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2477 | PA      | $2403.03      | 0.00%             | 2027-02-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10634525.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8372 | PA      | $7608.13      | 0.00%             | 2027-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Wayfair LLC                                                                 | Wayfair LLC                                                                                       | CUSIP: 94419NAC1<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |    315000 | PA      | $317643.44    | 0.12%             | 2032-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10118508.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       779 | PA      | $688.34       | 0.00%             | 2027-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2472806.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5419 | PA      | $3967.48      | 0.00%             | 2027-06-20      | Fixed         | 24.05%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9808222.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7544 | PA      | $7314.49      | 0.00%             | 2027-03-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10139295.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7021 | PA      | $6795.21      | 0.00%             | 2027-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-12798277.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1292 | PA      | $1296.12      | 0.00%             | 2027-04-29      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9793248.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4466 | PA      | $4392.01      | 0.00%             | 2027-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9270086.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3130 | PA      | $3098.28      | 0.00%             | 2026-12-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8949998.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1316 | PA      | $21.54        | 0.00%             | 2026-10-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9633610.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       506 | PA      | $442.17       | 0.00%             | 2027-02-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10303396.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1110 | PA      | $1059.50      | 0.00%             | 2027-07-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10409973.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       143 | PA      | $138.29       | 0.00%             | 2027-08-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| PAREXEL International Corp.                                                 | PAREXEL International Corp., First Lien, Seventh Amendment CME Term Loan                          | CUSIP: 71911KAF1<br>LEI: 549300GCZVUYB6P2OA17 | Long             | LON              | CORP              | US        |    256510 | PA      | $255975.05    | 0.10%             | 2031-12-12      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10530832.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2932 | PA      | $2751.29      | 0.00%             | 2027-08-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9924408.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8813 | PA      | $7994.67      | 0.00%             | 2027-04-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10527623.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4367 | PA      | $3982.74      | 0.00%             | 2027-08-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2785427.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       624 | PA      | $614.40       | 0.00%             | 2027-03-14      | Fixed         | 13.01%                | No            |                  3 | On Loan: No      |
| Rand Parent LLC                                                             | Rand Parent LLC, First Lien, CME Term Loan, B                                                     | CUSIP: 75223LAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    494054 | PA      | $494070.93    | 0.19%             | 2030-03-18      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10173044.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3453 | PA      | $620.77       | 0.00%             | 2027-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6176406.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11958 | PA      | $0.29         | 0.00%             | 2034-05-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10512117.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25483 | PA      | $24361.74     | 0.01%             | 2027-08-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7194324.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16993 | PA      | $7.34         | 0.00%             | 2035-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10292800.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       673 | PA      | $648.05       | 0.00%             | 2027-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9279044.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       832 | PA      | $827.25       | 0.00%             | 2026-12-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8315846.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        67 | PA      | $43.14        | 0.00%             | 2036-04-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10193208.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1424 | PA      | $1080.38      | 0.00%             | 2027-06-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10022665.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13417 | PA      | $12939.53     | 0.00%             | 2027-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10173503.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4267 | PA      | $4193.31      | 0.00%             | 2027-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2784013.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4199 | PA      | $4123.62      | 0.00%             | 2027-03-14      | Fixed         | 7.38%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2786003.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       915 | PA      | $906.03       | 0.00%             | 2027-03-14      | Fixed         | 16.71%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2790588.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1089 | PA      | $1073.05      | 0.00%             | 2027-03-14      | Fixed         | 16.81%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7451728.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3791 | PA      | $4.93         | 0.00%             | 2035-07-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10312480.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       570 | PA      | $546.09       | 0.00%             | 2027-07-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                      | UGCard, 992157584.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       362 | PA      | $24.61        | 0.00%             | 2031-02-08      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10146145.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4541 | PA      | $4440.96      | 0.00%             | 2027-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2788390.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       918 | PA      | $904.55       | 0.00%             | 2027-03-14      | Fixed         | 26.61%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10646382.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18057 | PA      | $16809.40     | 0.01%             | 2027-09-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10360893.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3271 | PA      | $3132.78      | 0.00%             | 2027-07-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10171844.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1082 | PA      | $1046.89      | 0.00%             | 2027-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7861753.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1426 | PA      | $622.72       | 0.00%             | 2035-12-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10223328.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14521 | PA      | $12118.07     | 0.00%             | 2027-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9280974.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18268 | PA      | $15897.45     | 0.01%             | 2027-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6488534.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4069 | PA      | $0.08         | 0.00%             | 2034-09-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Insulet Corp.                                                               | Insulet Corp.                                                                                     | CUSIP: 45784PAL5<br>LEI: 549300TZTYD2PYN92D43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102143.70    | 0.04%             | 2033-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10283149.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2558 | PA      | $2391.90      | 0.00%             | 2027-07-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| McAfee Corp.                                                                | McAfee Corp., First Lien, CME Term Loan, B1                                                       | CUSIP: 57906HAF4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |   1229443 | PA      | $1101888.10   | 0.43%             | 2029-03-01      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                        | FNMA                                                                                              | CUSIP: 3140FXD82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    319033 | PA      | $292323.46    | 0.11%             | 2056-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9781803.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13271 | PA      | $12927.28     | 0.00%             | 2027-03-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8686777.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3993 | PA      | $2794.05      | 0.00%             | 2026-08-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9658782.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3475 | PA      | $3273.42      | 0.00%             | 2027-02-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6271064.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       634 | PA      | $0.00         | 0.00%             | 2034-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8228222.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2852 | PA      | $49.73        | 0.00%             | 2036-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10530978.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       865 | PA      | $728.69       | 0.00%             | 2027-08-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9040087.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5353 | PA      | $4893.14      | 0.00%             | 2026-11-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10322664.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       753 | PA      | $722.96       | 0.00%             | 2027-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10619639.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2985 | PA      | $2759.23      | 0.00%             | 2027-09-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10432348.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6760 | PA      | $6413.76      | 0.00%             | 2027-08-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9989166.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11639 | PA      | $11185.07     | 0.00%             | 2027-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Emergent BioSolutions, Inc.                                                 | Emergent BioSolutions, Inc.                                                                       | CUSIP: 29089QAC9<br>LEI: 549300YW6TUOX8BE5103 | Long             | DBT              | CORP              | US        |    900000 | PA      | $760379.70    | 0.29%             | 2028-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2932135.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7973 | PA      | $7820.19      | 0.00%             | 2027-09-22      | Fixed         | 10.91%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10638639.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2222 | PA      | $2080.72      | 0.00%             | 2027-09-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7962368.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1763 | PA      | $22.21        | 0.00%             | 2036-01-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10463195.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1934 | PA      | $1845.47      | 0.00%             | 2027-08-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9706187.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6564 | PA      | $70.28        | 0.00%             | 2027-02-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10548105.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     45224 | PA      | $42448.93     | 0.02%             | 2027-09-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10530511.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       932 | PA      | $820.42       | 0.00%             | 2027-08-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10380755.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     36222 | PA      | $34672.20     | 0.01%             | 2027-07-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2785579.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       411 | PA      | $405.24       | 0.00%             | 2027-03-14      | Fixed         | 24.87%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6833081.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3532 | PA      | $0.00         | 0.00%             | 2035-01-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-13637168.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13110 | PA      | $13346.46     | 0.01%             | 2027-05-25      | Fixed         | 15.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2268106.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5287 | PA      | $5211.95      | 0.00%             | 2026-12-17      | Fixed         | 25.26%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10637968.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13820 | PA      | $12943.19     | 0.01%             | 2027-09-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10305561.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4603 | PA      | $4428.50      | 0.00%             | 2027-07-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10425600.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2581 | PA      | $2301.32      | 0.00%             | 2027-08-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10014073.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5704 | PA      | $5461.56      | 0.00%             | 2027-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9855527.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3654 | PA      | $3578.51      | 0.00%             | 2027-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Radiology Partners, Inc.                                                    | Radiology Partners, Inc., First Lien, CME Term Loan, B                                            | CUSIP: 75041EAN2<br>LEI: 549300SFTAG2177WUZ08 | Long             | LON              | CORP              | US        |    497500 | PA      | $491015.09    | 0.19%             | 2032-06-30      | Variable      | 8.17%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7644598.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2397 | PA      | $453.00       | 0.00%             | 2035-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10167500.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3527 | PA      | $3418.12      | 0.00%             | 2027-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8084325.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3749 | PA      | $74.70        | 0.00%             | 2036-02-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6937297.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2807 | PA      | $0.00         | 0.00%             | 2035-02-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10526867.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6404 | PA      | $5856.99      | 0.00%             | 2027-08-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10113360.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1247 | PA      | $563.66       | 0.00%             | 2027-05-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10198279.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5909 | PA      | $5666.14      | 0.00%             | 2027-06-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7370621.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       663 | PA      | $1.25         | 0.00%             | 2035-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9655958.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3414 | PA      | $3322.56      | 0.00%             | 2027-02-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9690916.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15152 | PA      | $9639.12      | 0.00%             | 2027-02-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10638372.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21019 | PA      | $19680.10     | 0.01%             | 2027-09-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2787379.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5946 | PA      | $5887.24      | 0.00%             | 2027-05-14      | Fixed         | 15.51%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9065653.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2674 | PA      | $730.98       | 0.00%             | 2026-11-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9876748.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2712 | PA      | $2635.15      | 0.00%             | 2027-04-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2785675.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1761 | PA      | $1734.09      | 0.00%             | 2027-03-14      | Fixed         | 14.06%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10439770.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27637 | PA      | $26135.22     | 0.01%             | 2027-08-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9244119.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1147 | PA      | $1134.85      | 0.00%             | 2026-12-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10349798.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     63508 | PA      | $61007.21     | 0.02%             | 2027-07-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7667909.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2103 | PA      | $11.18        | 0.00%             | 2035-10-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10340873.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11035 | PA      | $10427.55     | 0.00%             | 2027-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-11820229.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1587 | PA      | $1594.58      | 0.00%             | 2026-12-30      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-12796607.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9071 | PA      | $9420.41      | 0.00%             | 2027-02-16      | Fixed         | 17.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10505983.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1748 | PA      | $1678.80      | 0.00%             | 2027-08-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9214205.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1590 | PA      | $1501.53      | 0.00%             | 2026-12-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10135405.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2585 | PA      | $2502.86      | 0.00%             | 2027-05-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10367523.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1732 | PA      | $1648.15      | 0.00%             | 2027-07-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10407160.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3213 | PA      | $3081.06      | 0.00%             | 2027-08-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2790081.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       441 | PA      | $435.23       | 0.00%             | 2027-03-14      | Fixed         | 31.07%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2783179.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2476 | PA      | $2441.27      | 0.00%             | 2027-03-14      | Fixed         | 17.39%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10226124.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1805 | PA      | $1775.83      | 0.00%             | 2027-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10120749.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1317 | PA      | $1242.90      | 0.00%             | 2027-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8651551.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       311 | PA      | $186.94       | 0.00%             | 2026-07-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10375238.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15583 | PA      | $14910.73     | 0.01%             | 2027-07-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8545182.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7112 | PA      | $5374.04      | 0.00%             | 2026-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10483228.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       747 | PA      | $721.69       | 0.00%             | 2027-08-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8540713.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     41850 | PA      | $468.46       | 0.00%             | 2026-06-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9105631.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1058 | PA      | $1047.90      | 0.00%             | 2026-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9157584.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7982 | PA      | $7411.10      | 0.00%             | 2026-12-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9250357.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1612 | PA      | $1536.73      | 0.00%             | 2026-12-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9867640.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30464 | PA      | $29900.78     | 0.01%             | 2027-03-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10604510.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     62209 | PA      | $56756.98     | 0.02%             | 2027-09-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10207862.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3993 | PA      | $3912.01      | 0.00%             | 2027-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9625996.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       873 | PA      | $867.51       | 0.00%             | 2027-02-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9772202.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12981 | PA      | $11737.00     | 0.00%             | 2027-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6547912.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3479 | PA      | $0.03         | 0.00%             | 2034-10-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10406759.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1790 | PA      | $1667.65      | 0.00%             | 2027-08-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10463764.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6815 | PA      | $6463.89      | 0.00%             | 2027-08-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10534493.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5828 | PA      | $5401.24      | 0.00%             | 2027-09-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9975828.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2320 | PA      | $2278.75      | 0.00%             | 2027-04-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10280098.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3155 | PA      | $2987.76      | 0.00%             | 2027-07-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8375331.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5210 | PA      | $2841.17      | 0.00%             | 2026-05-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7116213.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       323 | PA      | $0.08         | 0.00%             | 2035-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6913129.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1084 | PA      | $0.14         | 0.00%             | 2035-02-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8716970.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2817 | PA      | $1537.01      | 0.00%             | 2026-08-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10532819.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6825 | PA      | $6339.95      | 0.00%             | 2027-08-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10484458.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9196 | PA      | $8739.60      | 0.00%             | 2027-08-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9167655.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2480 | PA      | $2461.43      | 0.00%             | 2026-12-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2929635.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       395 | PA      | $389.46       | 0.00%             | 2027-04-11      | Fixed         | 30.45%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW1892884.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       451 | PA      | $445.60       | 0.00%             | 2026-10-21      | Fixed         | 28.78%                | No            |                  3 | On Loan: No      |
| Fortress Intermediate 3, Inc.                                               | Fortress Intermediate 3, Inc.                                                                     | CUSIP: 34966MAA0<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | DBT              | CORP              | US        |    600000 | PA      | $597059.10    | 0.23%             | 2031-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10430055.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1224 | PA      | $1158.68      | 0.00%             | 2027-08-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8503520.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1795 | PA      | $840.44       | 0.00%             | 2026-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10323449.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10889 | PA      | $10289.03     | 0.00%             | 2027-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8274997.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       532 | PA      | $317.62       | 0.00%             | 2036-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9971991.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13401 | PA      | $13022.63     | 0.01%             | 2027-04-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7473548.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13601 | PA      | $119.84       | 0.00%             | 2035-08-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10067562.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       615 | PA      | $596.13       | 0.00%             | 2027-05-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                  | LendingClub Corp. - LCX PM, 188023733.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2722 | PA      | $1067.31      | 0.00%             | 2027-04-06      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2784388.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1462 | PA      | $105.85       | 0.00%             | 2027-03-14      | Fixed         | 21.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9195783.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2063 | PA      | $1553.38      | 0.00%             | 2026-12-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10272969.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4482 | PA      | $4311.84      | 0.00%             | 2027-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10231588.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1358 | PA      | $1185.49      | 0.00%             | 2027-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2653497.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3845 | PA      | $3783.86      | 0.00%             | 2027-02-18      | Fixed         | 14.59%                | No            |                  3 | On Loan: No      |
| FNMA                                                                        | FNMA, 30 Year                                                                                     | CUSIP: 31416VS21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    120969 | PA      | $126950.54    | 0.05%             | 2037-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10108540.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18785 | PA      | $18156.57     | 0.01%             | 2027-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10642040.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1839 | PA      | $1712.27      | 0.00%             | 2027-09-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9920468.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       694 | PA      | $628.85       | 0.00%             | 2027-04-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2479301.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       317 | PA      | $313.14       | 0.00%             | 2027-01-28      | Fixed         | 31.22%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9842814.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2412 | PA      | $2125.41      | 0.00%             | 2027-03-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2932973.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1303 | PA      | $1279.63      | 0.00%             | 2027-09-12      | Fixed         | 16.22%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10189104.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3220 | PA      | $3141.48      | 0.00%             | 2027-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2017531.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1774 | PA      | $1743.86      | 0.00%             | 2026-11-10      | Fixed         | 30.14%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10232906.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5892 | PA      | $5827.64      | 0.00%             | 2027-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9303337.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1038 | PA      | $1011.02      | 0.00%             | 2027-01-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8537208.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5460 | PA      | $3331.73      | 0.00%             | 2026-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8203587.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       451 | PA      | $153.15       | 0.00%             | 2036-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Pitney Bowes, Inc.                                                          | Pitney Bowes, Inc., First Lien, CME Term Loan, B                                                  | CUSIP: 72448FAW5<br>LEI: 549300N2O26NW4ST6W55 | Long             | LON              | CORP              | US        |   1088797 | PA      | $1083352.64   | 0.42%             | 2032-03-19      | Variable      | 7.45%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6565297.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2245 | PA      | $0.13         | 0.00%             | 2034-10-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8639830.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       501 | PA      | $484.86       | 0.00%             | 2026-07-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9641827.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7855 | PA      | $88.40        | 0.00%             | 2027-02-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                         | Prosper Funding LLC, 1688576.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2592 | PA      | $2635.82      | 0.00%             | 2027-01-13      | Fixed         | 18.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9793544.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30656 | PA      | $30129.00     | 0.01%             | 2027-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10421272.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4950 | PA      | $4754.91      | 0.00%             | 2027-08-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2930302.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2037 | PA      | $2004.58      | 0.00%             | 2027-04-11      | Fixed         | 13.11%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2474729.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2426 | PA      | $2392.30      | 0.00%             | 2027-01-20      | Fixed         | 20.39%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10579770.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2370 | PA      | $2224.06      | 0.00%             | 2027-09-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8736986.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5134 | PA      | $3473.05      | 0.00%             | 2026-08-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2015861.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1536 | PA      | $1509.18      | 0.00%             | 2026-11-10      | Fixed         | 9.46%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-10561482.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3661 | PA      | $3744.84      | 0.00%             | 2026-09-30      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10440503.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33225 | PA      | $29256.86     | 0.01%             | 2027-08-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8127364.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4712 | PA      | $2841.62      | 0.00%             | 2036-02-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10343876.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4471 | PA      | $4177.60      | 0.00%             | 2027-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2790218.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       954 | PA      | $939.22       | 0.00%             | 2027-03-14      | Fixed         | 16.82%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10648935.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1219 | PA      | $1128.83      | 0.00%             | 2027-09-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10406413.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3084 | PA      | $2944.80      | 0.00%             | 2027-08-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6493901.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1341 | PA      | $0.00         | 0.00%             | 2034-09-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8709944.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1375 | PA      | $1015.99      | 0.00%             | 2026-08-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8525872.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1027 | PA      | $706.87       | 0.00%             | 2026-06-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Knowlton Development Corp., Inc.                                            | Knowlton Development Corp., Inc., First Lien, Dollar CME Term Loan                                | CUSIP: C4953EAH8<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |     88235 | PA      | $87610.59     | 0.03%             | 2028-08-15      | Variable      | 7.17%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9775533.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       141 | PA      | $137.77       | 0.00%             | 2027-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2783654.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3782 | PA      | $3729.03      | 0.00%             | 2027-03-14      | Fixed         | 18.81%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9052710.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       111 | PA      | $110.60       | 0.00%             | 2026-11-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2480405.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1231 | PA      | $1212.19      | 0.00%             | 2027-01-21      | Fixed         | 10.65%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2932883.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       608 | PA      | $598.72       | 0.00%             | 2027-04-12      | Fixed         | 13.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10213742.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1074 | PA      | $901.38       | 0.00%             | 2027-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2929733.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9641 | PA      | $9451.77      | 0.00%             | 2027-04-11      | Fixed         | 9.10%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10483061.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10786 | PA      | $7192.93      | 0.00%             | 2027-08-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6570635.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       197 | PA      | $0.00         | 0.00%             | 2034-10-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9042581.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       650 | PA      | $499.46       | 0.00%             | 2026-11-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                  | LendingClub Corp. - LCX PM, 187683423.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9842 | PA      | $0.00         | 0.00%             | 2027-04-09      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10317651.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22293 | PA      | $21056.65     | 0.01%             | 2027-07-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9984677.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4495 | PA      | $2122.16      | 0.00%             | 2027-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8457754.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2521 | PA      | $1025.60      | 0.00%             | 2026-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                      | UGCard, 992485527.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       108 | PA      | $112.70       | 0.00%             | 2027-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9982453.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3179 | PA      | $2170.24      | 0.00%             | 2027-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10483169.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5010 | PA      | $4797.74      | 0.00%             | 2027-08-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6164713.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       395 | PA      | $0.03         | 0.00%             | 2034-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-13396926.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       988 | PA      | $987.68       | 0.00%             | 2026-05-01      | Fixed         | 13.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9048220.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6966 | PA      | $6583.52      | 0.00%             | 2026-11-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9723105.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4676 | PA      | $4517.71      | 0.00%             | 2027-02-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9151335.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2827 | PA      | $2715.65      | 0.00%             | 2026-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10409918.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7623 | PA      | $6916.68      | 0.00%             | 2027-08-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10334156.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3664 | PA      | $3493.13      | 0.00%             | 2027-07-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10637894.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2915 | PA      | $2659.60      | 0.00%             | 2027-09-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9170138.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1054 | PA      | $1015.76      | 0.00%             | 2026-12-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9831091.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3404 | PA      | $3344.17      | 0.00%             | 2027-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Pacific Dental Services, Inc.                                               | Pacific Dental Services, Inc., First Lien, CME Term Loan                                          | CUSIP: 69417WAC5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    524387 | PA      | $525370.50    | 0.20%             | 2031-03-17      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6013648.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1455 | PA      | $0.00         | 0.00%             | 2034-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10319150.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6741 | PA      | $6469.33      | 0.00%             | 2027-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10514959.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     35875 | PA      | $34079.80     | 0.01%             | 2027-08-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10523053.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2486 | PA      | $2268.27      | 0.00%             | 2027-08-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8679727.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1375 | PA      | $1295.08      | 0.00%             | 2026-07-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9051976.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18950 | PA      | $13627.01     | 0.01%             | 2026-11-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10217825.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7257 | PA      | $6811.25      | 0.00%             | 2027-06-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9743402.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16045 | PA      | $13972.02     | 0.01%             | 2027-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8799168.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1711 | PA      | $1008.72      | 0.00%             | 2026-09-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10173620.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2692 | PA      | $2642.03      | 0.00%             | 2027-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2789064.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4699 | PA      | $4610.55      | 0.00%             | 2027-03-14      | Fixed         | 8.75%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10081306.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15603 | PA      | $15248.29     | 0.01%             | 2027-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10483843.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10448 | PA      | $9677.05      | 0.00%             | 2027-08-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Edelman Financial Engines Center LLC (The)                                  | Edelman Financial Engines Center LLC (The), First Lien, Initial CME Term Loan                     | CUSIP: 27943UAM8<br>LEI: 549300Z31KZXNP05U733 | Long             | LON              | CORP              | US        |    958996 | PA      | $959183.10    | 0.37%             | 2028-04-07      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10275050.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4091 | PA      | $3911.62      | 0.00%             | 2027-07-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9724987.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10415 | PA      | $8103.37      | 0.00%             | 2027-02-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10266305.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3512 | PA      | $3260.15      | 0.00%             | 2027-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9341771.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11761 | PA      | $189.40       | 0.00%             | 2027-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9744105.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       875 | PA      | $849.06       | 0.00%             | 2027-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8935085.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14772 | PA      | $299.53       | 0.00%             | 2026-10-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8476356.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4339 | PA      | $1758.97      | 0.00%             | 2026-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10014183.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4753 | PA      | $4598.22      | 0.00%             | 2027-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10404212.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2509 | PA      | $2321.93      | 0.00%             | 2027-08-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-13421220.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6012 | PA      | $6117.39      | 0.00%             | 2027-03-30      | Fixed         | 14.49%                | 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        |    840064 | PA      | $776013.59    | 0.30%             | 2031-05-01      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9720865.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1700 | PA      | $1136.91      | 0.00%             | 2027-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10230911.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1669 | PA      | $1460.43      | 0.00%             | 2027-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                                   | Seagate Data Storage Technology Pte. Ltd.                                                         | CUSIP: 81180LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    550000 | PA      | $559410.50    | 0.22%             | 2030-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9630761.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17057 | PA      | $391.60       | 0.00%             | 2027-02-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9834923.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3577 | PA      | $3412.66      | 0.00%             | 2027-03-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7567904.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2727 | PA      | $16.83        | 0.00%             | 2035-09-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8934694.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1464 | PA      | $1370.04      | 0.00%             | 2026-10-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9908294.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     34733 | PA      | $33842.29     | 0.01%             | 2027-04-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-11755185.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5202 | PA      | $5248.65      | 0.00%             | 2026-12-23      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7120315.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       110 | PA      | $0.00         | 0.00%             | 2035-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                  | LendingClub Corp. - LCX PM, 187825531.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2790 | PA      | $2826.48      | 0.00%             | 2027-04-01      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10205916.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1917 | PA      | $1818.08      | 0.00%             | 2027-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10503565.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1108 | PA      | $1067.36      | 0.00%             | 2027-08-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9831798.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4632 | PA      | $4048.52      | 0.00%             | 2027-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10023250.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1526 | PA      | $1499.39      | 0.00%             | 2027-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9376390.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1380 | PA      | $1312.14      | 0.00%             | 2027-01-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10469773.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8169 | PA      | $7698.64      | 0.00%             | 2027-08-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10005311.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7277 | PA      | $1056.88      | 0.00%             | 2027-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10344908.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9058 | PA      | $7774.47      | 0.00%             | 2027-07-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9650037.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6912 | PA      | $6759.35      | 0.00%             | 2027-02-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9959364.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       632 | PA      | $623.73       | 0.00%             | 2027-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10363297.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6224 | PA      | $5606.73      | 0.00%             | 2027-07-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10025433.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13215 | PA      | $12660.97     | 0.00%             | 2027-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6933378.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1773 | PA      | $0.08         | 0.00%             | 2035-02-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                      | UGCard, 992475729.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10532879.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10297 | PA      | $9504.15      | 0.00%             | 2027-08-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9217978.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2048 | PA      | $502.11       | 0.00%             | 2026-12-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8446230.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1195 | PA      | $775.85       | 0.00%             | 2026-06-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9263005.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2157 | PA      | $2131.80      | 0.00%             | 2026-12-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10472091.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9008 | PA      | $8599.64      | 0.00%             | 2027-08-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9900627.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5528 | PA      | $5423.61      | 0.00%             | 2027-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7204916.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1800 | PA      | $2.25         | 0.00%             | 2035-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10254658.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21161 | PA      | $20165.01     | 0.01%             | 2027-06-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10051599.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2474 | PA      | $2345.82      | 0.00%             | 2027-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2655219.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6577 | PA      | $6506.33      | 0.00%             | 2027-02-18      | Fixed         | 17.61%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9996222.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1479 | PA      | $1371.57      | 0.00%             | 2027-04-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                      | UGCard, 992464830.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-04-21      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10170926.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2252 | PA      | $2181.73      | 0.00%             | 2027-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9927435.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6124 | PA      | $5969.55      | 0.00%             | 2027-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7251367.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2158 | PA      | $3.33         | 0.00%             | 2035-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9941701.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3712 | PA      | $3545.02      | 0.00%             | 2027-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10250526.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1376 | PA      | $889.79       | 0.00%             | 2027-06-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10417049.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13473 | PA      | $12702.54     | 0.00%             | 2027-08-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10188385.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17842 | PA      | $16427.28     | 0.01%             | 2027-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7031129.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23073 | PA      | $0.00         | 0.00%             | 2035-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9762355.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1299 | PA      | $1272.94      | 0.00%             | 2027-03-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8841952.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2328 | PA      | $803.62       | 0.00%             | 2026-09-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10253244.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8067 | PA      | $7755.40      | 0.00%             | 2027-06-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10459315.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5176 | PA      | $4939.77      | 0.00%             | 2027-08-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9626481.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7246 | PA      | $7060.23      | 0.00%             | 2027-02-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7886338.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4316 | PA      | $66.90        | 0.00%             | 2035-12-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Osaic Holdings, Inc.                                                        | Osaic Holdings, Inc.                                                                              | CUSIP: 00791GAC1<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |    500000 | PA      | $494008.63    | 0.19%             | 2033-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2112036.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       260 | PA      | $256.21       | 0.00%             | 2026-11-24      | Fixed         | 13.10%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7573203.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2786 | PA      | $8.13         | 0.00%             | 2035-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10355063.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20035 | PA      | $19223.20     | 0.01%             | 2027-07-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9136822.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1273 | PA      | $1262.45      | 0.00%             | 2026-11-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10449732.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     40198 | PA      | $38402.34     | 0.01%             | 2027-08-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                        | FNMA                                                                                              | CUSIP: 31390HWR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5761 | PA      | $5820.60      | 0.00%             | 2032-06-01      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9962873.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17812 | PA      | $17397.74     | 0.01%             | 2027-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8681754.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       966 | PA      | $424.92       | 0.00%             | 2026-08-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9873190.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2396 | PA      | $2312.52      | 0.00%             | 2027-04-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8897911.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       259 | PA      | $257.59       | 0.00%             | 2026-09-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10039538.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12898 | PA      | $11654.96     | 0.00%             | 2027-05-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9213907.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       860 | PA      | $6.99         | 0.00%             | 2026-12-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10171953.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8128 | PA      | $5712.40      | 0.00%             | 2027-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2786124.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2414 | PA      | $2376.71      | 0.00%             | 2027-03-14      | Fixed         | 12.69%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2784962.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7232 | PA      | $7097.82      | 0.00%             | 2027-03-21      | Fixed         | 9.82%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-12977040.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4207 | PA      | $4345.69      | 0.00%             | 2027-04-23      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10227930.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1670 | PA      | $1451.69      | 0.00%             | 2027-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2783467.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3948 | PA      | $3880.13      | 0.00%             | 2027-08-15      | Fixed         | 14.77%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10085917.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       671 | PA      | $648.18       | 0.00%             | 2027-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10605471.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3555 | PA      | $3231.66      | 0.00%             | 2027-09-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8685570.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1470 | PA      | $896.90       | 0.00%             | 2026-08-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8182398.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3409 | PA      | $2505.71      | 0.00%             | 2036-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10107941.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1279 | PA      | $1223.21      | 0.00%             | 2027-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10154451.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3245 | PA      | $3157.40      | 0.00%             | 2027-06-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                                       | Clydesdale Acquisition Holdings, Inc.                                                             | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $947333.61    | 0.37%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2783642.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       875 | PA      | $861.42       | 0.00%             | 2027-03-14      | Fixed         | 15.18%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10326475.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5329 | PA      | $5018.65      | 0.00%             | 2027-07-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9312931.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2888 | PA      | $376.58       | 0.00%             | 2027-01-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6910812.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5166 | PA      | $0.31         | 0.00%             | 2035-02-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10369531.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14164 | PA      | $13587.77     | 0.01%             | 2027-07-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10351347.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     35018 | PA      | $33498.46     | 0.01%             | 2027-07-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9236387.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3752 | PA      | $856.21       | 0.00%             | 2026-12-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9745665.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1386 | PA      | $1343.26      | 0.00%             | 2027-03-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10406943.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6581 | PA      | $5453.91      | 0.00%             | 2027-08-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10409974.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8441 | PA      | $8014.82      | 0.00%             | 2027-08-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10173396.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4584 | PA      | $4489.11      | 0.00%             | 2027-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2441362.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1747 | PA      | $1722.18      | 0.00%             | 2027-06-21      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10273269.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7952 | PA      | $7603.96      | 0.00%             | 2027-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                         | Prosper Funding LLC, 1709645.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8582 | PA      | $8579.49      | 0.00%             | 2027-03-23      | Fixed         | 9.27%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10217379.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4568 | PA      | $4388.10      | 0.00%             | 2027-06-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10445403.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     43915 | PA      | $41989.01     | 0.02%             | 2027-08-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10164280.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12974 | PA      | $11985.54     | 0.00%             | 2027-06-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6012911.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2149 | PA      | $0.01         | 0.00%             | 2034-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9752158.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3472 | PA      | $3192.87      | 0.00%             | 2027-03-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8698352.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       603 | PA      | $224.78       | 0.00%             | 2026-08-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9825161.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2284 | PA      | $2005.27      | 0.00%             | 2027-03-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9284935.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       758 | PA      | $391.24       | 0.00%             | 2027-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9151414.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6051 | PA      | $5815.14      | 0.00%             | 2026-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8025169.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1448 | PA      | $49.01        | 0.00%             | 2036-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10343090.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     53162 | PA      | $50630.69     | 0.02%             | 2027-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9654173.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       820 | PA      | $809.79       | 0.00%             | 2027-02-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2109591.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7970 | PA      | $581.27       | 0.00%             | 2026-11-24      | Fixed         | 22.25%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10439363.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14461 | PA      | $13819.58     | 0.01%             | 2027-08-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10016720.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       723 | PA      | $611.91       | 0.00%             | 2027-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8662533.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15027 | PA      | $7644.83      | 0.00%             | 2026-07-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10215488.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     60090 | PA      | $57342.86     | 0.02%             | 2027-06-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10605817.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       551 | PA      | $502.81       | 0.00%             | 2027-09-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10209695.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17474 | PA      | $17121.58     | 0.01%             | 2027-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8025958.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2544 | PA      | $1487.71      | 0.00%             | 2036-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8310986.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2034 | PA      | $66.57        | 0.00%             | 2036-04-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9805279.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1532 | PA      | $1446.56      | 0.00%             | 2027-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10651064.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27838 | PA      | $26073.43     | 0.01%             | 2027-09-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2270153.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       581 | PA      | $571.86       | 0.00%             | 2026-12-17      | Fixed         | 7.21%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-09045394.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3590 | PA      | $3640.42      | 0.00%             | 2027-06-25      | Fixed         | 13.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10345288.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6747 | PA      | $5456.54      | 0.00%             | 2027-07-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10534199.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11415 | PA      | $10400.02     | 0.00%             | 2027-09-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10213808.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12192 | PA      | $11673.18     | 0.00%             | 2027-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Genesys Cloud Services, Inc.                                                | Genesys Cloud Services, Inc., First Lien, 2025 Dollar CME Term Loan                               | CUSIP: 39479UAY9<br>LEI: 254900CRMBG6WX4HX396 | Long             | LON              | CORP              | US        |   1286671 | PA      | $1233595.64   | 0.48%             | 2032-01-30      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9737290.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14093 | PA      | $12800.13     | 0.00%             | 2027-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10662813.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1393 | PA      | $1275.27      | 0.00%             | 2027-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10406448.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12704 | PA      | $11883.44     | 0.00%             | 2027-08-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10389780.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       885 | PA      | $849.39       | 0.00%             | 2027-07-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9821413.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2807 | PA      | $2742.10      | 0.00%             | 2027-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9979612.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26552 | PA      | $25599.87     | 0.01%             | 2027-04-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10023182.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1181 | PA      | $1140.80      | 0.00%             | 2027-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8761792.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6259 | PA      | $58.63        | 0.00%             | 2026-08-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2909526.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2638 | PA      | $2590.85      | 0.00%             | 2027-09-15      | Fixed         | 16.64%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9770650.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14248 | PA      | $133.20       | 0.00%             | 2027-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8016663.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7206 | PA      | $228.31       | 0.00%             | 2036-01-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2781142.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2880 | PA      | $1538.38      | 0.00%             | 2027-08-14      | Fixed         | 18.71%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2927750.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2800 | PA      | $2749.19      | 0.00%             | 2027-09-11      | Fixed         | 13.53%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2924786.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2214 | PA      | $1401.42      | 0.00%             | 2027-04-11      | Fixed         | 25.51%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8272637.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2099 | PA      | $36.14        | 0.00%             | 2036-04-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Juniper Valley Park CLO Ltd.                                                | Juniper Valley Park CLO Ltd., Series 2023-1A, Class ARR                                           | CUSIP: 48206KAY2<br>LEI: 213800ACSV8GAJ4CCO70 | Long             | ABS-CBDO         | CORP              | JE        |   1400000 | PA      | $1400243.48   | 0.54%             | 2036-07-20      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10499755.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1231 | PA      | $1159.95      | 0.00%             | 2027-08-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10600150.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5216 | PA      | $4889.48      | 0.00%             | 2027-09-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7447146.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2869 | PA      | $3.60         | 0.00%             | 2035-07-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10077778.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1058 | PA      | $903.68       | 0.00%             | 2027-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10620961.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     45818 | PA      | $42498.53     | 0.02%             | 2027-09-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8661652.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1960 | PA      | $1684.95      | 0.00%             | 2026-07-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10537392.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5212 | PA      | $4889.38      | 0.00%             | 2027-09-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10640679.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3201 | PA      | $2998.77      | 0.00%             | 2027-09-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6495272.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2996 | PA      | $0.24         | 0.00%             | 2034-09-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8842685.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1212 | PA      | $1103.67      | 0.00%             | 2026-09-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-12637418.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6951 | PA      | $7079.91      | 0.00%             | 2027-04-10      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6207882.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1369 | PA      | $0.03         | 0.00%             | 2034-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10128903.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24374 | PA      | $23651.28     | 0.01%             | 2027-05-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10109299.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3805 | PA      | $3192.03      | 0.00%             | 2027-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8977011.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3948 | PA      | $3813.95      | 0.00%             | 2026-10-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10482503.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27673 | PA      | $26425.70     | 0.01%             | 2027-08-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6937107.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2690 | PA      | $0.00         | 0.00%             | 2035-02-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8680154.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5380 | PA      | $3534.66      | 0.00%             | 2026-08-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9872822.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1607 | PA      | $1562.06      | 0.00%             | 2027-04-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9978536.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11521 | PA      | $11397.48     | 0.00%             | 2027-04-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8746269.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       834 | PA      | $543.65       | 0.00%             | 2026-08-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10280010.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10447 | PA      | $9360.05      | 0.00%             | 2027-07-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                          | Venture Global Plaquemines LNG LLC                                                                | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    200000 | PA      | $224280.60    | 0.09%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10318773.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1931 | PA      | $1853.87      | 0.00%             | 2027-07-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8616468.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9831 | PA      | $270.59       | 0.00%             | 2026-07-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9135485.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2499 | PA      | $2457.69      | 0.00%             | 2026-11-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9019968.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       258 | PA      | $257.48       | 0.00%             | 2026-10-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10479760.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       558 | PA      | $541.03       | 0.00%             | 2027-08-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9698189.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       976 | PA      | $957.96       | 0.00%             | 2027-02-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10077818.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3882 | PA      | $3759.91      | 0.00%             | 2027-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10462316.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4751 | PA      | $4497.54      | 0.00%             | 2027-08-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10050310.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4803 | PA      | $4213.52      | 0.00%             | 2027-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2782467.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5540 | PA      | $5458.38      | 0.00%             | 2027-03-14      | Fixed         | 24.36%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10092301.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4620 | PA      | $4111.99      | 0.00%             | 2027-05-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10503179.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     36869 | PA      | $35200.94     | 0.01%             | 2027-08-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| A-AP Buyer, Inc.                                                            | A-AP Buyer, Inc., First Lien, Initial CME Term Loan                                               | CUSIP: 00036FAB0<br>LEI: 254900BOO8W9IR1VYO11 | Long             | LON              | CORP              | US        |    105322 | PA      | $105585.40    | 0.04%             | 2031-09-09      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9657118.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12448 | PA      | $12187.75     | 0.00%             | 2027-02-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9088529.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       693 | PA      | $692.10       | 0.00%             | 2026-11-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9296084.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2108 | PA      | $2095.99      | 0.00%             | 2027-01-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9743835.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3671 | PA      | $2846.38      | 0.00%             | 2027-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10459565.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4762 | PA      | $4193.53      | 0.00%             | 2027-08-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8789620.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       962 | PA      | $797.65       | 0.00%             | 2026-09-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                  | LendingClub Corp. - LCX PM, 187298854.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12862 | PA      | $5105.59      | 0.00%             | 2027-04-15      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10538506.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       574 | PA      | $516.89       | 0.00%             | 2027-09-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6584064.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       999 | PA      | $0.22         | 0.00%             | 2034-10-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10168297.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2958 | PA      | $2869.57      | 0.00%             | 2027-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10529334.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3362 | PA      | $3156.42      | 0.00%             | 2027-08-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2110925.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5121 | PA      | $5048.42      | 0.00%             | 2026-11-24      | Fixed         | 12.01%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9982168.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20240 | PA      | $19335.68     | 0.01%             | 2027-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10547924.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5295 | PA      | $4919.01      | 0.00%             | 2027-09-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9835049.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1603 | PA      | $1500.27      | 0.00%             | 2027-03-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2785547.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3246 | PA      | $223.21       | 0.00%             | 2027-03-24      | Fixed         | 21.71%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10136197.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15987 | PA      | $15060.41     | 0.01%             | 2027-05-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9944634.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1416 | PA      | $1371.47      | 0.00%             | 2027-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10210614.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9148 | PA      | $8819.01      | 0.00%             | 2027-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2470384.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1778 | PA      | $585.52       | 0.00%             | 2027-01-21      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10542666.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1636 | PA      | $1513.34      | 0.00%             | 2027-09-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9830168.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4388 | PA      | $4288.57      | 0.00%             | 2027-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| WESCO Distribution, Inc.                                                    | WESCO Distribution, Inc.                                                                          | CUSIP: 95081QAT1<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    315000 | PA      | $313907.23    | 0.12%             | 2031-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10175568.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3002 | PA      | $2897.73      | 0.00%             | 2027-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10636574.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5505 | PA      | $5082.45      | 0.00%             | 2027-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9815539.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     36870 | PA      | $36109.96     | 0.01%             | 2027-03-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7637405.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1404 | PA      | $3.10         | 0.00%             | 2035-09-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9717882.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6844 | PA      | $6816.47      | 0.00%             | 2027-02-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6552179.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1236 | PA      | $0.00         | 0.00%             | 2034-10-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10409006.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1668 | PA      | $1584.79      | 0.00%             | 2027-08-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2233679.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1186 | PA      | $1164.80      | 0.00%             | 2026-12-16      | Fixed         | 10.15%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9901497.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6820 | PA      | $6000.19      | 0.00%             | 2027-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6770865.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4212 | PA      | $0.00         | 0.00%             | 2034-12-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9126972.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       875 | PA      | $756.60       | 0.00%             | 2026-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10355979.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3565 | PA      | $3409.90      | 0.00%             | 2027-07-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2932120.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1735 | PA      | $1707.18      | 0.00%             | 2027-04-11      | Fixed         | 23.29%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8999710.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4191 | PA      | $4140.51      | 0.00%             | 2026-10-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10555971.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2000 | PA      | $1847.16      | 0.00%             | 2027-09-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10205928.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       457 | PA      | $442.69       | 0.00%             | 2027-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10390771.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1423 | PA      | $1302.80      | 0.00%             | 2027-07-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10248446.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2734 | PA      | $2544.36      | 0.00%             | 2027-06-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6668063.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1903 | PA      | $0.02         | 0.00%             | 2034-11-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8499776.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1216 | PA      | $45.39        | 0.00%             | 2026-06-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10233178.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12185 | PA      | $9254.61      | 0.00%             | 2027-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10432800.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9486 | PA      | $8858.00      | 0.00%             | 2027-08-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10544091.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     32319 | PA      | $30307.50     | 0.01%             | 2027-09-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| ESAB Corp.                                                                  | ESAB Corp.                                                                                        | CUSIP: 29605JAA4<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |    600000 | PA      | $609689.40    | 0.24%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9771994.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15812 | PA      | $13849.95     | 0.01%             | 2027-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9857634.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3707 | PA      | $3502.92      | 0.00%             | 2027-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8078475.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1352 | PA      | $22.38        | 0.00%             | 2036-02-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Green Infrastructure Partners, Inc.                                         | Green Infrastructure Partners, Inc., First Lien, Initial CME Term Loan                            | CUSIP: 39306DAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    295082 | PA      | $295082.00    | 0.11%             | 2032-09-24      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2016392.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       205 | PA      | $201.88       | 0.00%             | 2027-04-10      | Fixed         | 31.01%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9796652.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8056 | PA      | $7766.81      | 0.00%             | 2027-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10106457.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18476 | PA      | $12250.83     | 0.00%             | 2027-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10297840.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3380 | PA      | $3257.81      | 0.00%             | 2027-07-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2471667.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2048 | PA      | $2021.20      | 0.00%             | 2027-01-20      | Fixed         | 25.39%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2787329.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       864 | PA      | $850.21       | 0.00%             | 2027-03-14      | Fixed         | 11.09%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                         | Prosper Funding LLC, 1647056.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       968 | PA      | $983.85       | 0.00%             | 2026-10-29      | Fixed         | 13.70%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7375657.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1085 | PA      | $1.26         | 0.00%             | 2035-07-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9930077.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16796 | PA      | $16210.04     | 0.01%             | 2027-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9924632.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1681 | PA      | $1638.06      | 0.00%             | 2027-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                         | Prosper Funding LLC, 1701831.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2116 | PA      | $2116.81      | 0.00%             | 2027-01-13      | Fixed         | 12.30%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2788530.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6795 | PA      | $6727.53      | 0.00%             | 2027-03-14      | Fixed         | 16.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9004726.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1484 | PA      | $1432.82      | 0.00%             | 2026-10-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10627107.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7905 | PA      | $7405.62      | 0.00%             | 2027-09-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6550386.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3804 | PA      | $0.89         | 0.00%             | 2034-10-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9773065.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3877 | PA      | $3793.31      | 0.00%             | 2027-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10401191.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12896 | PA      | $12118.69     | 0.00%             | 2027-08-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10106858.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       546 | PA      | $529.06       | 0.00%             | 2027-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9677176.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       742 | PA      | $717.25       | 0.00%             | 2027-02-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                  | FHLMC Pool, 30 Year                                                                               | CUSIP: 3132DWNG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8083303 | PA      | $7982539.08   | 3.08%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9850951.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10728 | PA      | $10432.14     | 0.00%             | 2027-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8675880.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1484 | PA      | $473.96       | 0.00%             | 2026-07-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10530892.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1885 | PA      | $1769.54      | 0.00%             | 2027-08-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9835145.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3311 | PA      | $530.66       | 0.00%             | 2027-03-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9249287.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4530 | PA      | $4417.66      | 0.00%             | 2026-12-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10205000.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3979 | PA      | $2574.68      | 0.00%             | 2027-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10363180.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7833 | PA      | $7321.02      | 0.00%             | 2027-07-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10006695.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3799 | PA      | $3549.25      | 0.00%             | 2027-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10469975.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     36726 | PA      | $34960.68     | 0.01%             | 2027-08-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8735076.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1324 | PA      | $15.75        | 0.00%             | 2026-08-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-12232207.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4813 | PA      | $4949.13      | 0.00%             | 2027-03-11      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9794865.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1241 | PA      | $1203.15      | 0.00%             | 2027-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9155289.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11079 | PA      | $249.53       | 0.00%             | 2026-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10189891.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9686 | PA      | $9354.28      | 0.00%             | 2027-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8389162.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       657 | PA      | $573.93       | 0.00%             | 2026-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8353154.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1256 | PA      | $993.21       | 0.00%             | 2026-05-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10088502.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5900 | PA      | $5570.83      | 0.00%             | 2027-05-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9959584.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18788 | PA      | $18060.56     | 0.01%             | 2027-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10576643.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10305 | PA      | $9665.94      | 0.00%             | 2027-09-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8985782.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1656 | PA      | $507.90       | 0.00%             | 2026-10-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9981810.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4995 | PA      | $4900.32      | 0.00%             | 2027-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6736151.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       843 | PA      | $0.00         | 0.00%             | 2034-12-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9586753.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2543 | PA      | $2463.83      | 0.00%             | 2027-01-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10108146.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9766 | PA      | $9354.66      | 0.00%             | 2027-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Clearway Energy Operating LLC                                               | Clearway Energy Operating LLC                                                                     | CUSIP: 18539UAD7<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    200000 | PA      | $185299.80    | 0.07%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10606407.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       755 | PA      | $683.20       | 0.00%             | 2027-09-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10000339.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2519 | PA      | $2452.24      | 0.00%             | 2027-04-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10081616.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     54523 | PA      | $53006.40     | 0.02%             | 2027-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9638534.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1781 | PA      | $1756.11      | 0.00%             | 2027-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9665434.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11137 | PA      | $11030.92     | 0.00%             | 2027-02-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10025630.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29150 | PA      | $26012.85     | 0.01%             | 2027-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9207290.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3719 | PA      | $3603.24      | 0.00%             | 2026-12-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9484698.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       846 | PA      | $794.26       | 0.00%             | 2027-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6014890.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9174 | PA      | $0.52         | 0.00%             | 2034-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-12890485.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4159 | PA      | $4255.59      | 0.00%             | 2027-04-03      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10433755.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1363 | PA      | $1294.14      | 0.00%             | 2027-08-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10170326.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       790 | PA      | $768.14       | 0.00%             | 2027-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9796952.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7618 | PA      | $7456.35      | 0.00%             | 2027-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7900212.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1559 | PA      | $23.66        | 0.00%             | 2035-12-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2787232.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       623 | PA      | $45.14        | 0.00%             | 2028-01-14      | Fixed         | 16.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9461168.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1337 | PA      | $1272.42      | 0.00%             | 2027-01-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8941468.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1310 | PA      | $1013.18      | 0.00%             | 2026-10-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9090756.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4509 | PA      | $1785.51      | 0.00%             | 2026-11-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8985614.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2673 | PA      | $2636.80      | 0.00%             | 2026-10-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9330945.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14554 | PA      | $13563.73     | 0.01%             | 2027-01-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2784662.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1478 | PA      | $1455.98      | 0.00%             | 2027-03-14      | Fixed         | 23.09%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9335275.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       946 | PA      | $935.09       | 0.00%             | 2027-01-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10545959.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6824 | PA      | $6269.07      | 0.00%             | 2027-09-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9007181.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1080 | PA      | $1063.68      | 0.00%             | 2026-10-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| MPH Acquisition Holdings LLC                                                | MPH Acquisition Holdings LLC                                                                      | CUSIP: 553283AE2<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |    777986 | PA      | $522013.05    | 0.20%             | 2031-03-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8684714.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1970 | PA      | $1938.45      | 0.00%             | 2026-08-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Magnera Corp.                                                               | Magnera Corp.                                                                                     | CUSIP: 377320AA4<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |    400000 | PA      | $361530.12    | 0.14%             | 2029-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10645310.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28140 | PA      | $25989.04     | 0.01%             | 2027-09-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                         | Prosper Funding LLC, 1742819.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3448 | PA      | $3436.36      | 0.00%             | 2027-04-19      | Fixed         | 11.70%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10508914.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9065 | PA      | $8664.78      | 0.00%             | 2027-08-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6867424.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1379 | PA      | $0.00         | 0.00%             | 2035-01-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8867120.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2887 | PA      | $2441.42      | 0.00%             | 2026-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Nexus Buyer LLC                                                             | Nexus Buyer LLC, First Lien, Amendment No. 10 CME Term Loan                                       | CUSIP: 65343UAJ1<br>LEI: 254900PILSANV8WOOF24 | Long             | LON              | CORP              | US        |    140776 | PA      | $136728.88    | 0.05%             | 2031-07-31      | Variable      | 7.67%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10603319.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15068 | PA      | $13684.38     | 0.01%             | 2027-09-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| MIWD Holdco II LLC                                                          | MIWD Holdco II LLC, First Lien, 2024 Incremental CME Term Loan                                    | CUSIP: 55336CAK8<br>LEI: 254900X3SPV5RVFJEY72 | Long             | LON              | CORP              | US        |    102964 | PA      | $95198.87     | 0.04%             | 2031-03-28      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-12413477.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3542 | PA      | $2207.31      | 0.00%             | 2027-04-10      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10173295.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2232 | PA      | $2105.90      | 0.00%             | 2027-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9370351.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       844 | PA      | $825.19       | 0.00%             | 2027-01-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9820390.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4047 | PA      | $3996.43      | 0.00%             | 2027-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10404596.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3448 | PA      | $3276.16      | 0.00%             | 2027-08-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FirstCash, Inc.                                                             | FirstCash, Inc.                                                                                   | CUSIP: 33767DAD7<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1122514.80   | 0.43%             | 2032-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10132659.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2082 | PA      | $237.46       | 0.00%             | 2027-05-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10433426.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18161 | PA      | $17410.08     | 0.01%             | 2027-08-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                         | Prosper Funding LLC, 1695235.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2537 | PA      | $2569.25      | 0.00%             | 2027-01-14      | Fixed         | 12.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6016148.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5838 | PA      | $0.31         | 0.00%             | 2034-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8968503.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4023 | PA      | $2402.62      | 0.00%             | 2026-10-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10605191.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4007 | PA      | $3650.04      | 0.00%             | 2027-09-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-13394495.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4420 | PA      | $3408.15      | 0.00%             | 2027-07-13      | Fixed         | 11.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10636817.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17342 | PA      | $15965.91     | 0.01%             | 2027-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10075160.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20995 | PA      | $20198.34     | 0.01%             | 2027-05-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6004440.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1108 | PA      | $0.00         | 0.00%             | 2034-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6772432.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3614 | PA      | $0.00         | 0.00%             | 2034-12-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10587538.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3747 | PA      | $3467.72      | 0.00%             | 2027-09-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9614502.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1983 | PA      | $1935.63      | 0.00%             | 2027-01-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9163154.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7592 | PA      | $7181.29      | 0.00%             | 2026-12-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8474805.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2862 | PA      | $67.99        | 0.00%             | 2026-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Caesars Entertainment, Inc.                                                 | Caesars Entertainment, Inc., First Lien, 2023 Incremental CME Term Loan, B                        | CUSIP: 12768EAG1<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |    243000 | PA      | $236621.25    | 0.09%             | 2030-02-06      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10543051.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3545 | PA      | $3218.20      | 0.00%             | 2027-09-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9361985.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13200 | PA      | $11402.38     | 0.00%             | 2027-01-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9748354.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1262 | PA      | $1236.93      | 0.00%             | 2027-03-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7942127.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8564 | PA      | $129.52       | 0.00%             | 2035-12-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Rocket Software, Inc.                                                       | Rocket Software, Inc.                                                                             | CUSIP: 77314EAA6<br>LEI: 549300PVG26ISP5X1556 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1171582.63   | 0.45%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10303243.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4401 | PA      | $4102.50      | 0.00%             | 2027-07-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8961757.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2267 | PA      | $2224.62      | 0.00%             | 2026-10-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8701858.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1227 | PA      | $409.59       | 0.00%             | 2026-08-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8542402.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       819 | PA      | $492.91       | 0.00%             | 2026-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9247458.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       861 | PA      | $795.58       | 0.00%             | 2026-12-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8322538.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1008 | PA      | $521.18       | 0.00%             | 2036-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10288366.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4570 | PA      | $4190.11      | 0.00%             | 2027-07-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9767580.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1795 | PA      | $1555.53      | 0.00%             | 2027-03-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9251708.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3481 | PA      | $3062.52      | 0.00%             | 2026-12-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10478614.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2070 | PA      | $1947.11      | 0.00%             | 2027-08-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10170521.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1149 | PA      | $1137.61      | 0.00%             | 2027-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8999281.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3587 | PA      | $47.53        | 0.00%             | 2026-10-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9989865.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7141 | PA      | $6692.81      | 0.00%             | 2027-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9885820.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4279 | PA      | $3365.20      | 0.00%             | 2027-04-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10663668.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5203 | PA      | $4803.37      | 0.00%             | 2027-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10270729.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12767 | PA      | $12272.92     | 0.00%             | 2027-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                      | UGCard, 992335007.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2025-04-10      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9003589.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2951 | PA      | $2883.53      | 0.00%             | 2026-10-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10231458.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10677 | PA      | $9999.01      | 0.00%             | 2027-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9771850.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2995 | PA      | $1592.88      | 0.00%             | 2027-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10214487.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2010 | PA      | $1953.44      | 0.00%             | 2027-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9149181.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16714 | PA      | $16459.27     | 0.01%             | 2026-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8844207.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       774 | PA      | $11.53        | 0.00%             | 2026-09-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10277072.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22251 | PA      | $21255.44     | 0.01%             | 2027-07-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2782852.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       318 | PA      | $313.27       | 0.00%             | 2027-03-14      | Fixed         | 20.32%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10650400.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2926 | PA      | $2704.18      | 0.00%             | 2027-09-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10037525.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1907 | PA      | $1839.18      | 0.00%             | 2027-05-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2781217.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3575 | PA      | $3519.74      | 0.00%             | 2027-03-14      | Fixed         | 20.42%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10349483.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9792 | PA      | $9350.49      | 0.00%             | 2027-07-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10286143.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28771 | PA      | $27677.79     | 0.01%             | 2027-07-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9873108.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1859 | PA      | $1807.69      | 0.00%             | 2027-04-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9670810.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2237 | PA      | $2208.30      | 0.00%             | 2027-02-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10092317.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1646 | PA      | $1591.47      | 0.00%             | 2027-05-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10511541.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     55359 | PA      | $52794.85     | 0.02%             | 2027-08-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10067168.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8460 | PA      | $8151.83      | 0.00%             | 2027-05-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10354230.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16302 | PA      | $15615.70     | 0.01%             | 2027-07-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9825823.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5970 | PA      | $5693.12      | 0.00%             | 2027-03-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10545924.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2853 | PA      | $2607.33      | 0.00%             | 2027-09-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9062028.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9304 | PA      | $5271.53      | 0.00%             | 2026-11-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9906361.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3575 | PA      | $3432.11      | 0.00%             | 2027-04-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9966059.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4981 | PA      | $4896.71      | 0.00%             | 2027-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10523516.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4247 | PA      | $3901.01      | 0.00%             | 2027-08-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9901899.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6725 | PA      | $6525.98      | 0.00%             | 2027-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2012751.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3218 | PA      | $129.39       | 0.00%             | 2026-11-10      | Fixed         | 20.27%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9200198.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1850 | PA      | $1816.88      | 0.00%             | 2026-12-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10207936.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9259 | PA      | $8898.30      | 0.00%             | 2027-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7573801.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14773 | PA      | $89.29        | 0.00%             | 2035-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10424445.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12177 | PA      | $11625.17     | 0.00%             | 2027-08-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10304810.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2769 | PA      | $2647.84      | 0.00%             | 2027-07-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2260486.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3874 | PA      | $3821.60      | 0.00%             | 2026-12-17      | Fixed         | 30.33%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10367550.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3063 | PA      | $2004.98      | 0.00%             | 2027-07-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10572638.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5176 | PA      | $4852.30      | 0.00%             | 2027-09-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10140583.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4566 | PA      | $4459.08      | 0.00%             | 2027-05-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10572049.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2894 | PA      | $2659.43      | 0.00%             | 2027-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9876839.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12627 | PA      | $12272.81     | 0.00%             | 2027-04-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10207855.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1261 | PA      | $1096.72      | 0.00%             | 2027-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10109325.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1628 | PA      | $1422.24      | 0.00%             | 2027-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9472326.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9539 | PA      | $8183.29      | 0.00%             | 2027-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10475597.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6914 | PA      | $6616.63      | 0.00%             | 2027-08-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                         | Prosper Funding LLC, 1749460.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1883 | PA      | $1876.12      | 0.00%             | 2027-04-05      | Fixed         | 11.70%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9251589.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       406 | PA      | $402.09       | 0.00%             | 2026-12-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9654760.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1560 | PA      | $1360.73      | 0.00%             | 2027-02-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10631606.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19742 | PA      | $18240.78     | 0.01%             | 2027-09-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10370599.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     32038 | PA      | $30493.31     | 0.01%             | 2027-07-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10415636.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1120 | PA      | $1079.40      | 0.00%             | 2027-08-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9057169.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       527 | PA      | $497.95       | 0.00%             | 2026-11-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9338103.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       563 | PA      | $548.70       | 0.00%             | 2027-01-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10345137.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8092 | PA      | $7755.60      | 0.00%             | 2027-07-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10477484.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6197 | PA      | $5909.26      | 0.00%             | 2027-08-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6706998.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4568 | PA      | $0.08         | 0.00%             | 2034-11-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9235373.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1051 | PA      | $1036.41      | 0.00%             | 2026-12-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7372484.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5030 | PA      | $5.41         | 0.00%             | 2035-07-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9024053.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       728 | PA      | $675.45       | 0.00%             | 2026-10-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10270993.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16428 | PA      | $3568.89      | 0.00%             | 2027-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10391076.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1036 | PA      | $999.02       | 0.00%             | 2027-07-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10149935.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2306 | PA      | $2095.20      | 0.00%             | 2027-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                         | Prosper Funding LLC, 1685577.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3770 | PA      | $3872.52      | 0.00%             | 2026-12-14      | Fixed         | 28.23%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8114935.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3564 | PA      | $38.02        | 0.00%             | 2036-02-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9931755.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22563 | PA      | $22121.73     | 0.01%             | 2027-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10266579.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     61690 | PA      | $58782.95     | 0.02%             | 2027-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9776472.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1827 | PA      | $1635.42      | 0.00%             | 2027-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10605718.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9579 | PA      | $8885.22      | 0.00%             | 2027-09-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-11035966.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1794 | PA      | $1844.29      | 0.00%             | 2026-12-13      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Leeward Renewable Energy Operations LLC                                     | Leeward Renewable Energy Operations LLC                                                           | CUSIP: 524590AA4<br>LEI: 254900EVJU1A57NUX379 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $939512.40    | 0.36%             | 2029-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9963669.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14036 | PA      | $9462.59      | 0.00%             | 2027-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Transocean International Ltd.                                               | Transocean International Ltd.                                                                     | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |    560000 | PA      | $584143.28    | 0.23%             | 2030-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Nexstar Media, Inc.                                                         | Nexstar Media, Inc.                                                                               | CUSIP: 65346UAA7<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |    815000 | PA      | $818289.89    | 0.32%             | 2034-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6726195.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1147 | PA      | $0.00         | 0.00%             | 2034-12-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10498585.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     48831 | PA      | $46461.32     | 0.02%             | 2027-08-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9323048.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3892 | PA      | $3772.14      | 0.00%             | 2027-01-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9982498.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1998 | PA      | $1313.80      | 0.00%             | 2027-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10266245.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1567 | PA      | $1508.34      | 0.00%             | 2027-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-13436993.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6773 | PA      | $6849.73      | 0.00%             | 2027-05-15      | Fixed         | 8.99%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8793458.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24757 | PA      | $17379.00     | 0.01%             | 2026-09-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10215391.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2531 | PA      | $2418.54      | 0.00%             | 2027-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10375837.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18516 | PA      | $17259.73     | 0.01%             | 2027-07-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8612475.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       380 | PA      | $254.01       | 0.00%             | 2026-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9380874.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       783 | PA      | $774.15       | 0.00%             | 2027-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9155885.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9052 | PA      | $100.12       | 0.00%             | 2026-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                        | FNMA, 30 Year                                                                                     | CUSIP: 3138WDKS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     82529 | PA      | $79516.00     | 0.03%             | 2044-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10619347.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6686 | PA      | $6095.03      | 0.00%             | 2027-09-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9852980.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1964 | PA      | $1927.51      | 0.00%             | 2027-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10401947.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5391 | PA      | $5208.86      | 0.00%             | 2027-08-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10605820.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1629 | PA      | $1508.51      | 0.00%             | 2027-09-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10151264.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2455 | PA      | $2328.80      | 0.00%             | 2027-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2269403.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2588 | PA      | $2540.85      | 0.00%             | 2026-12-17      | Fixed         | 7.47%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10321244.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1166 | PA      | $1097.93      | 0.00%             | 2027-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10355856.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11831 | PA      | $11315.88     | 0.00%             | 2027-07-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Brand Industrial Services, Inc.                                             | Brand Industrial Services, Inc., First Lien, CME Term Loan, C                                     | CUSIP: 10524MAS6<br>LEI: 549300B658W2BPDQMW42 | Long             | LON              | CORP              | US        |    434355 | PA      | $374991.97    | 0.14%             | 2030-08-01      | Variable      | 8.16%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10264401.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     90608 | PA      | $83465.85     | 0.03%             | 2027-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8535243.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22666 | PA      | $518.41       | 0.00%             | 2026-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9177910.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8490 | PA      | $7926.75      | 0.00%             | 2026-12-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6481471.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     56731 | PA      | $0.00         | 0.00%             | 2034-09-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Carlyle US CLO Ltd.                                                         | Carlyle US CLO Ltd., Series 2017-2A, Class D1R2                                                   | CUSIP: 14315JBG3<br>LEI: 549300VC6J79YJCFU884 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1992967.17   | 0.77%             | 2037-07-20      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10323586.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4125 | PA      | $3901.32      | 0.00%             | 2027-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                        | GNMA I, Single-family, 30 Year                                                                    | CUSIP: 36213QXP9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     52696 | PA      | $54115.93     | 0.02%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9235234.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       739 | PA      | $581.42       | 0.00%             | 2026-12-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                         | Prosper Funding LLC, 1755057.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16301 | PA      | $3651.57      | 0.00%             | 2027-04-08      | Fixed         | 11.20%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-11924095.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1173 | PA      | $1174.79      | 0.00%             | 2027-05-16      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-12845270.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10723 | PA      | $11140.96     | 0.00%             | 2027-04-16      | Fixed         | 17.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10038083.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3466 | PA      | $3359.23      | 0.00%             | 2027-05-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10407266.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2042 | PA      | $1943.45      | 0.00%             | 2027-08-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9998369.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10604 | PA      | $10395.31     | 0.00%             | 2027-04-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10175524.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2126 | PA      | $1907.24      | 0.00%             | 2027-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9793479.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4067 | PA      | $3908.76      | 0.00%             | 2027-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10252712.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        59 | PA      | $58.21        | 0.00%             | 2027-06-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10471414.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3932 | PA      | $3759.75      | 0.00%             | 2027-08-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9981331.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1785 | PA      | $809.83       | 0.00%             | 2027-04-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9054150.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       378 | PA      | $313.97       | 0.00%             | 2026-11-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10471033.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6297 | PA      | $6009.95      | 0.00%             | 2027-08-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10469960.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1616 | PA      | $1511.64      | 0.00%             | 2027-08-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10259489.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       175 | PA      | $171.97       | 0.00%             | 2027-06-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9980768.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3930 | PA      | $3694.52      | 0.00%             | 2027-04-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                        | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 36202DJS1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       599 | PA      | $617.11       | 0.00%             | 2030-09-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                      | UGCard, 991985169.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2029-03-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10369304.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14996 | PA      | $14341.42     | 0.01%             | 2027-07-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9849441.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22711 | PA      | $20509.28     | 0.01%             | 2027-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2270716.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1742 | PA      | $125.68       | 0.00%             | 2026-12-17      | Fixed         | 24.09%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9352690.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       523 | PA      | $465.45       | 0.00%             | 2027-01-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9138777.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12838 | PA      | $5142.99      | 0.00%             | 2026-11-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6632935.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1675 | PA      | $0.00         | 0.00%             | 2034-11-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7273316.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14525 | PA      | $2.48         | 0.00%             | 2035-05-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8400298.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1063 | PA      | $15.08        | 0.00%             | 2026-05-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10198467.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7192 | PA      | $6875.06      | 0.00%             | 2027-06-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10320474.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12048 | PA      | $11458.29     | 0.00%             | 2027-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10207828.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2226 | PA      | $2125.85      | 0.00%             | 2027-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2781466.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       611 | PA      | $603.21       | 0.00%             | 2027-03-14      | Fixed         | 31.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9832139.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22090 | PA      | $21271.18     | 0.01%             | 2027-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9950003.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     44510 | PA      | $42836.36     | 0.02%             | 2027-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8497156.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3421 | PA      | $56.95        | 0.00%             | 2026-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10003541.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       403 | PA      | $388.91       | 0.00%             | 2027-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2479867.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       787 | PA      | $776.23       | 0.00%             | 2027-01-21      | Fixed         | 21.17%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6303731.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       260 | PA      | $0.03         | 0.00%             | 2034-07-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7463365.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       252 | PA      | $0.41         | 0.00%             | 2035-08-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Gray Media, Inc.                                                            | Gray Media, Inc.                                                                                  | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    390000 | PA      | $390337.94    | 0.15%             | 2032-07-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9716074.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     78467 | PA      | $13201.88     | 0.01%             | 2027-02-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                        | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 36202DAB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2275 | PA      | $2342.80      | 0.00%             | 2029-01-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9885640.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1540 | PA      | $1480.94      | 0.00%             | 2027-04-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9800417.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       834 | PA      | $814.80       | 0.00%             | 2027-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-13435327.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7691 | PA      | $7805.12      | 0.00%             | 2027-05-15      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10118276.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9255 | PA      | $8526.49      | 0.00%             | 2027-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2782730.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2869 | PA      | $2828.59      | 0.00%             | 2027-03-14      | Fixed         | 19.94%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10250292.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14921 | PA      | $14379.04     | 0.01%             | 2027-06-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10424840.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4469 | PA      | $4138.74      | 0.00%             | 2027-08-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9942126.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6647 | PA      | $5447.58      | 0.00%             | 2027-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10213423.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       958 | PA      | $918.42       | 0.00%             | 2027-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8511595.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1686 | PA      | $38.23        | 0.00%             | 2026-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2780798.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2169 | PA      | $2128.46      | 0.00%             | 2027-03-14      | Fixed         | 9.77%                 | No            |                  3 | 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        |    700000 | PA      | $694844.30    | 0.27%             | 2027-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10345782.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16299 | PA      | $15616.25     | 0.01%             | 2027-07-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9637171.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11963 | PA      | $11737.73     | 0.00%             | 2027-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10041557.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2496 | PA      | $2232.04      | 0.00%             | 2027-05-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10306635.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8127 | PA      | $7729.41      | 0.00%             | 2027-07-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8351528.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1205 | PA      | $740.77       | 0.00%             | 2026-05-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9835585.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2042 | PA      | $2011.77      | 0.00%             | 2027-03-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10336752.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2563 | PA      | $2455.79      | 0.00%             | 2027-07-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2263216.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       212 | PA      | $165.88       | 0.00%             | 2026-12-16      | Fixed         | 14.33%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10076617.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6575 | PA      | $6394.49      | 0.00%             | 2027-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2782751.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3765 | PA      | $256.21       | 0.00%             | 2027-04-15      | Fixed         | 18.72%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10471901.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28095 | PA      | $26833.90     | 0.01%             | 2027-08-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9776729.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4334 | PA      | $4243.96      | 0.00%             | 2027-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10630671.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11811 | PA      | $10951.46     | 0.00%             | 2027-09-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10236874.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5645 | PA      | $5387.44      | 0.00%             | 2027-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8823792.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       876 | PA      | $839.71       | 0.00%             | 2026-09-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10238336.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14549 | PA      | $12891.30     | 0.00%             | 2027-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7788186.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       481 | PA      | $4.29         | 0.00%             | 2035-11-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10434882.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6587 | PA      | $6230.20      | 0.00%             | 2027-08-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10271186.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6169 | PA      | $5845.15      | 0.00%             | 2027-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10355051.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1343 | PA      | $1269.18      | 0.00%             | 2027-07-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10061212.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4699 | PA      | $3306.46      | 0.00%             | 2027-05-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7601451.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       259 | PA      | $1.23         | 0.00%             | 2035-09-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7117683.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5322 | PA      | $0.07         | 0.00%             | 2035-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10122821.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       614 | PA      | $584.09       | 0.00%             | 2027-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10468693.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2249 | PA      | $2128.19      | 0.00%             | 2027-08-13      | 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        |    843885 | PA      | $2464.14      | 0.00%             | 2027-03-30      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10200491.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5580 | PA      | $5366.45      | 0.00%             | 2027-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10642203.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3932 | PA      | $3580.49      | 0.00%             | 2027-09-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                        | FNMA, 30 Year                                                                                     | CUSIP: 31412XKA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     94283 | PA      | $97248.95     | 0.04%             | 2037-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                                 | Allied Universal Holdco LLC, First Lien, Amendment No. 7 Replacement USD CME Term Loan            | CUSIP: 01957TAX5<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |    874879 | PA      | $875972.51    | 0.34%             | 2032-08-20      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2015746.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       679 | PA      | $667.97       | 0.00%             | 2026-11-10      | Fixed         | 30.57%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8077025.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3466 | PA      | $771.68       | 0.00%             | 2036-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9668829.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22355 | PA      | $21568.56     | 0.01%             | 2027-02-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2262271.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1754 | PA      | $1729.41      | 0.00%             | 2026-12-16      | Fixed         | 20.02%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2930355.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1582 | PA      | $1555.22      | 0.00%             | 2027-04-11      | Fixed         | 21.76%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7334073.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1803 | PA      | $73.26        | 0.00%             | 2035-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                  | LendingClub Corp. - LCX PM, 187430105.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4615 | PA      | $4801.32      | 0.00%             | 2027-08-25      | Fixed         | 25.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10468508.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1144 | PA      | $1025.82      | 0.00%             | 2027-08-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2780313.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12359 | PA      | $12166.56     | 0.00%             | 2027-03-14      | Fixed         | 11.15%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10661941.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21565 | PA      | $20190.33     | 0.01%             | 2027-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9901246.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3921 | PA      | $3636.74      | 0.00%             | 2027-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10498501.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2065 | PA      | $1493.13      | 0.00%             | 2027-08-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8310385.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6689 | PA      | $5550.82      | 0.00%             | 2036-04-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                  | LendingClub Corp. - LCX PM, 187835579.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1920 | PA      | $1983.11      | 0.00%             | 2027-07-30      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2782914.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1606 | PA      | $1582.69      | 0.00%             | 2027-03-14      | Fixed         | 24.81%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9772891.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5269 | PA      | $4522.96      | 0.00%             | 2027-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10501273.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5580 | PA      | $5319.91      | 0.00%             | 2027-08-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10467582.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     84984 | PA      | $81102.16     | 0.03%             | 2027-08-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2788688.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2906 | PA      | $2861.74      | 0.00%             | 2027-03-14      | Fixed         | 15.38%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10148888.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5467 | PA      | $5258.13      | 0.00%             | 2027-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10232074.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3591 | PA      | $3452.58      | 0.00%             | 2027-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9951439.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2363 | PA      | $2106.32      | 0.00%             | 2027-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9875906.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2779 | PA      | $2687.98      | 0.00%             | 2027-04-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6986183.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1326 | PA      | $0.02         | 0.00%             | 2035-03-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10142821.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3936 | PA      | $3781.90      | 0.00%             | 2027-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9050809.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24174 | PA      | $298.99       | 0.00%             | 2026-11-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10533786.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2803 | PA      | $2505.41      | 0.00%             | 2027-09-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9299487.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2097 | PA      | $2051.39      | 0.00%             | 2027-01-03      | 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        |    387000 | PA      | $387282.51    | 0.15%             | 2028-08-21      | Variable      | 7.77%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10115424.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2131 | PA      | $2042.06      | 0.00%             | 2027-05-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10236092.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       923 | PA      | $705.32       | 0.00%             | 2027-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10383989.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3257 | PA      | $3125.50      | 0.00%             | 2027-07-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10512726.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5962 | PA      | $5683.52      | 0.00%             | 2027-08-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9299365.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1801 | PA      | $1769.38      | 0.00%             | 2027-01-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6923080.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5327 | PA      | $0.00         | 0.00%             | 2035-02-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8764323.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7381 | PA      | $98.82        | 0.00%             | 2026-08-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10621305.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15194 | PA      | $14223.07     | 0.01%             | 2027-09-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10408532.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11563 | PA      | $11148.52     | 0.00%             | 2027-08-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8385070.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       349 | PA      | $10.17        | 0.00%             | 2026-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10458015.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3549 | PA      | $3349.98      | 0.00%             | 2027-08-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9774302.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       746 | PA      | $740.46       | 0.00%             | 2027-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2781389.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5027 | PA      | $4949.38      | 0.00%             | 2027-03-14      | Fixed         | 12.12%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10370343.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3753 | PA      | $3308.80      | 0.00%             | 2027-07-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2270002.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       853 | PA      | $839.53       | 0.00%             | 2026-12-17      | Fixed         | 11.76%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2934951.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       404 | PA      | $397.63       | 0.00%             | 2027-04-12      | Fixed         | 15.65%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9640630.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8175 | PA      | $2291.83      | 0.00%             | 2027-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10510709.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1618 | PA      | $1556.75      | 0.00%             | 2027-08-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10050922.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13792 | PA      | $13268.25     | 0.01%             | 2027-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10109272.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3110 | PA      | $3010.67      | 0.00%             | 2027-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-12796424.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4338 | PA      | $4489.49      | 0.00%             | 2027-04-10      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8083380.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1684 | PA      | $455.87       | 0.00%             | 2036-02-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9848911.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3243 | PA      | $3133.43      | 0.00%             | 2027-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9629708.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4386 | PA      | $3878.62      | 0.00%             | 2027-02-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10315693.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11120 | PA      | $10441.21     | 0.00%             | 2027-07-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6765978.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3559 | PA      | $0.00         | 0.00%             | 2034-12-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10219090.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       752 | PA      | $724.35       | 0.00%             | 2027-06-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10556047.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33462 | PA      | $31423.89     | 0.01%             | 2027-09-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10256454.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1865 | PA      | $1835.12      | 0.00%             | 2027-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9241854.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4146 | PA      | $4115.22      | 0.00%             | 2026-12-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9843081.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7909 | PA      | $7696.65      | 0.00%             | 2027-03-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2928237.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12323 | PA      | $12127.73     | 0.00%             | 2027-04-11      | Fixed         | 15.14%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8137699.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1030 | PA      | $18.03        | 0.00%             | 2036-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2929537.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12421 | PA      | $364.89       | 0.00%             | 2027-09-11      | Fixed         | 22.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8207104.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       596 | PA      | $10.08        | 0.00%             | 2036-03-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10077639.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7026 | PA      | $1719.53      | 0.00%             | 2027-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2110920.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4208 | PA      | $304.79       | 0.00%             | 2026-11-24      | Fixed         | 20.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9948589.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1901 | PA      | $1861.34      | 0.00%             | 2027-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9876511.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       181 | PA      | $170.30       | 0.00%             | 2027-04-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10077518.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4710 | PA      | $4495.07      | 0.00%             | 2027-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10339531.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6519 | PA      | $6273.11      | 0.00%             | 2027-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                         | Prosper Funding LLC, 1753656.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7589 | PA      | $4535.60      | 0.00%             | 2027-04-07      | Fixed         | 14.60%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9652557.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1361 | PA      | $1321.50      | 0.00%             | 2027-02-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9775648.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       642 | PA      | $635.44       | 0.00%             | 2027-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9758404.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1555 | PA      | $1506.30      | 0.00%             | 2027-03-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10040371.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1229 | PA      | $1169.38      | 0.00%             | 2027-05-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10530853.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3222 | PA      | $2957.81      | 0.00%             | 2027-08-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2783270.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7392 | PA      | $7295.84      | 0.00%             | 2027-03-14      | Fixed         | 31.23%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9805168.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4566 | PA      | $4414.92      | 0.00%             | 2027-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10510946.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1333 | PA      | $1280.36      | 0.00%             | 2027-08-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10459068.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2034 | PA      | $1932.58      | 0.00%             | 2027-08-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10489267.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16364 | PA      | $15589.50     | 0.01%             | 2027-08-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10547304.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8637 | PA      | $7919.67      | 0.00%             | 2027-09-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2928485.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2364 | PA      | $170.67       | 0.00%             | 2027-04-11      | Fixed         | 27.66%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10187208.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       706 | PA      | $670.54       | 0.00%             | 2027-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2782056.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3086 | PA      | $3056.22      | 0.00%             | 2027-08-14      | Fixed         | 19.70%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8737181.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10700 | PA      | $10305.32     | 0.00%             | 2026-08-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9370432.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2753 | PA      | $2706.36      | 0.00%             | 2027-01-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10181323.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6503 | PA      | $6317.22      | 0.00%             | 2027-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9905949.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3170 | PA      | $3111.08      | 0.00%             | 2027-04-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9329267.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2531 | PA      | $2504.24      | 0.00%             | 2027-01-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8365908.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       325 | PA      | $210.51       | 0.00%             | 2026-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10219138.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6580 | PA      | $6399.76      | 0.00%             | 2027-06-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10083502.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       738 | PA      | $672.41       | 0.00%             | 2027-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10561935.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3912 | PA      | $3670.13      | 0.00%             | 2027-09-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10568337.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10504 | PA      | $9790.84      | 0.00%             | 2027-09-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10324330.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26965 | PA      | $25605.08     | 0.01%             | 2027-07-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                  | LendingClub Corp. - LCX PM, 187787243.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5069 | PA      | $5206.48      | 0.00%             | 2027-04-04      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10403841.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7374 | PA      | $6876.48      | 0.00%             | 2027-08-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10605566.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6032 | PA      | $5653.15      | 0.00%             | 2027-09-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9734847.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31694 | PA      | $30908.31     | 0.01%             | 2027-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7785232.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       169 | PA      | $1.14         | 0.00%             | 2035-11-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2782598.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1341 | PA      | $1321.28      | 0.00%             | 2027-03-14      | Fixed         | 23.76%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8553490.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4282 | PA      | $2809.80      | 0.00%             | 2026-07-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8697206.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1014 | PA      | $866.09       | 0.00%             | 2026-08-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                         | Prosper Funding LLC, 1650971.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4409 | PA      | $4403.45      | 0.00%             | 2026-11-05      | Fixed         | 12.87%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9945037.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26596 | PA      | $26354.10     | 0.01%             | 2027-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10306324.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8403 | PA      | $8079.09      | 0.00%             | 2027-07-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10513132.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4139 | PA      | $3937.62      | 0.00%             | 2027-08-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8236625.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3956 | PA      | $56.65        | 0.00%             | 2036-04-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| DaVita, Inc.                                                                | DaVita, Inc.                                                                                      | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205060.35    | 0.08%             | 2032-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10081028.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2305 | PA      | $2182.35      | 0.00%             | 2027-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| RHP Hotel Properties LP / RHP Finance Corp.                                 | RHP Hotel Properties LP / RHP Finance Corp.                                                       | CUSIP: 749571AJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $306483.00    | 0.12%             | 2028-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10395943.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2147 | PA      | $1768.26      | 0.00%             | 2027-07-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| ECI Macola/Max Holding LLC                                                  | ECI Macola/Max Holding LLC, First Lien, 2025 Repricing CME Term Loan                              | CUSIP: 26825UAN1<br>LEI: 549300MZ2LKM75L5EI42 | Long             | LON              | CORP              | US        |    601902 | PA      | $589864.13    | 0.23%             | 2030-05-09      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10638612.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3151 | PA      | $2951.00      | 0.00%             | 2027-09-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9098317.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7952 | PA      | $6927.32      | 0.00%             | 2026-11-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7586080.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6134 | PA      | $29.26        | 0.00%             | 2035-09-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10203246.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2915 | PA      | $2812.74      | 0.00%             | 2027-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2263757.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1768 | PA      | $1742.13      | 0.00%             | 2026-12-16      | Fixed         | 24.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10253436.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5220 | PA      | $4991.21      | 0.00%             | 2027-06-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10377101.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     56853 | PA      | $54349.22     | 0.02%             | 2027-07-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10013317.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10882 | PA      | $10498.53     | 0.00%             | 2027-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6962386.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1496 | PA      | $0.07         | 0.00%             | 2035-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10282971.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6687 | PA      | $3707.39      | 0.00%             | 2027-07-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9215965.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13306 | PA      | $2800.25      | 0.00%             | 2026-12-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                      | UGCard, 992615020.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2028-02-20      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9680205.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2923 | PA      | $2713.78      | 0.00%             | 2027-02-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10063028.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1275 | PA      | $917.09       | 0.00%             | 2027-05-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-14268521.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14232 | PA      | $14417.27     | 0.01%             | 2027-06-27      | Fixed         | 10.09%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9957036.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17183 | PA      | $13629.18     | 0.01%             | 2027-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10128702.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4863 | PA      | $4566.19      | 0.00%             | 2027-05-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2242546.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2472 | PA      | $2437.24      | 0.00%             | 2026-12-16      | Fixed         | 21.96%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2017922.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2725 | PA      | $2683.39      | 0.00%             | 2026-11-10      | Fixed         | 16.45%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2473331.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2338 | PA      | $2300.40      | 0.00%             | 2027-01-20      | Fixed         | 9.04%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9303780.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5007 | PA      | $4851.83      | 0.00%             | 2027-01-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7517983.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       843 | PA      | $1.82         | 0.00%             | 2035-08-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8495024.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3170 | PA      | $2708.00      | 0.00%             | 2026-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9828396.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       484 | PA      | $461.22       | 0.00%             | 2027-03-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10637868.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3634 | PA      | $3319.60      | 0.00%             | 2027-09-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8345940.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17445 | PA      | $337.15       | 0.00%             | 2026-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9301731.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1715 | PA      | $1674.14      | 0.00%             | 2027-01-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2015784.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       540 | PA      | $530.93       | 0.00%             | 2026-11-10      | Fixed         | 31.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6962449.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       665 | PA      | $0.01         | 0.00%             | 2035-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10603503.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18073 | PA      | $16942.03     | 0.01%             | 2027-09-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2266529.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2579 | PA      | $2538.21      | 0.00%             | 2027-10-16      | Fixed         | 27.38%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9239257.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9539 | PA      | $132.50       | 0.00%             | 2026-12-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10618861.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2675 | PA      | $2478.70      | 0.00%             | 2027-09-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9833086.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       877 | PA      | $862.77       | 0.00%             | 2027-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6454476.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2565 | PA      | $0.00         | 0.00%             | 2034-09-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8969983.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8867 | PA      | $6456.61      | 0.00%             | 2026-10-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10381092.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     82039 | PA      | $78098.92     | 0.03%             | 2027-07-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10394032.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2193 | PA      | $2115.41      | 0.00%             | 2027-07-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9183530.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4649 | PA      | $3029.21      | 0.00%             | 2026-12-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10394618.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3333 | PA      | $3201.98      | 0.00%             | 2027-07-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8085028.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6755 | PA      | $1549.47      | 0.00%             | 2036-02-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9967585.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6078 | PA      | $5884.75      | 0.00%             | 2027-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10335329.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5007 | PA      | $4769.05      | 0.00%             | 2027-07-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-12795625.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4687 | PA      | $4750.29      | 0.00%             | 2027-03-29      | Fixed         | 13.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9869111.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12455 | PA      | $11235.14     | 0.00%             | 2027-03-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                         | Prosper Funding LLC, 1752915.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6877 | PA      | $6854.36      | 0.00%             | 2027-04-12      | Fixed         | 12.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10079764.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7223 | PA      | $6921.08      | 0.00%             | 2027-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                         | Prosper Funding LLC, 1678714.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8010 | PA      | $8334.59      | 0.00%             | 2027-11-14      | Fixed         | 25.20%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10047716.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1206 | PA      | $737.26       | 0.00%             | 2027-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9361538.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4888 | PA      | $4673.55      | 0.00%             | 2027-01-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2459372.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3379 | PA      | $629.74       | 0.00%             | 2027-01-21      | Fixed         | 5.76%                 | No            |                  3 | On Loan: No      |
| Jane Street Group / JSG Finance, Inc.                                       | Jane Street Group / JSG Finance, Inc.                                                             | CUSIP: 47077WAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $494876.85    | 0.19%             | 2032-11-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8694682.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1467 | PA      | $1373.51      | 0.00%             | 2026-08-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10389462.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4838 | PA      | $4615.43      | 0.00%             | 2027-07-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10410240.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1646 | PA      | $1552.22      | 0.00%             | 2027-08-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10484839.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1386 | PA      | $1141.52      | 0.00%             | 2027-08-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10447405.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5832 | PA      | $5585.33      | 0.00%             | 2027-08-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8247785.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     50933 | PA      | $1425.26      | 0.00%             | 2036-04-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10649602.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     86910 | PA      | $81400.15     | 0.03%             | 2027-09-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10266518.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7334 | PA      | $6569.42      | 0.00%             | 2027-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8228243.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8973 | PA      | $298.69       | 0.00%             | 2036-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10354758.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     45622 | PA      | $42068.23     | 0.02%             | 2027-07-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6254832.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2498 | PA      | $0.18         | 0.00%             | 2034-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7776805.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5785 | PA      | $61.14        | 0.00%             | 2035-11-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10647303.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3238 | PA      | $3013.30      | 0.00%             | 2027-09-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8018766.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15041 | PA      | $140.87       | 0.00%             | 2036-01-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10184162.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     38012 | PA      | $36183.50     | 0.01%             | 2027-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10200470.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2297 | PA      | $2114.84      | 0.00%             | 2027-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8928058.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1430 | PA      | $677.27       | 0.00%             | 2026-10-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9726257.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2456 | PA      | $2393.08      | 0.00%             | 2027-02-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2111433.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       977 | PA      | $965.46       | 0.00%             | 2026-11-24      | Fixed         | 19.56%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10316216.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2814 | PA      | $2685.71      | 0.00%             | 2027-07-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2781968.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2983 | PA      | $2937.88      | 0.00%             | 2027-03-14      | Fixed         | 22.40%                | No            |                  3 | On Loan: No      |
| Delta Topco, Inc.                                                           | Delta Topco, Inc., First Lien, Fourth Amendment Refinancing CME Term Loan                         | CUSIP: 24780DAJ6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    585232 | PA      | $567446.97    | 0.22%             | 2029-11-30      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9006060.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       438 | PA      | $436.02       | 0.00%             | 2026-10-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10468756.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7391 | PA      | $7035.39      | 0.00%             | 2027-08-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8048746.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       577 | PA      | $350.59       | 0.00%             | 2036-02-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10134177.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1844 | PA      | $1737.55      | 0.00%             | 2027-05-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10218174.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31121 | PA      | $29954.61     | 0.01%             | 2027-06-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Indicor LLC                                                                 | Indicor LLC, First Lien, Dollar CME Term Loan, E                                                  | CUSIP: 77669LAL7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    576714 | PA      | $577394.58    | 0.22%             | 2029-11-22      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                         | Medline Borrower LP, First Lien, 2030 Refinancing CME Term Loan                                   | CUSIP: 58503UAJ2<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |    331174 | PA      | $331949.30    | 0.13%             | 2030-10-23      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9682109.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4366 | PA      | $4277.96      | 0.00%             | 2027-02-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7091881.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25110 | PA      | $1.08         | 0.00%             | 2035-04-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10257685.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4903 | PA      | $4711.16      | 0.00%             | 2027-06-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10363469.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6973 | PA      | $6669.21      | 0.00%             | 2027-07-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10659694.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2333 | PA      | $2170.88      | 0.00%             | 2027-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2782131.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7443 | PA      | $7326.47      | 0.00%             | 2027-08-14      | Fixed         | 25.51%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2935140.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1078 | PA      | $1061.82      | 0.00%             | 2027-04-12      | Fixed         | 25.88%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10005104.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5334 | PA      | $5134.64      | 0.00%             | 2027-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10533386.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17282 | PA      | $16218.19     | 0.01%             | 2027-09-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10467273.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     37160 | PA      | $35336.53     | 0.01%             | 2027-08-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6217157.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       272 | PA      | $0.05         | 0.00%             | 2034-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10315050.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18503 | PA      | $17627.98     | 0.01%             | 2027-07-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2109723.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13888 | PA      | $13645.24     | 0.01%             | 2027-09-24      | Fixed         | 14.71%                | No            |                  3 | On Loan: No      |
| APLD ComputeCo LLC                                                          | APLD ComputeCo LLC                                                                                | CUSIP: 00202DAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1025000 | PA      | $1056982.05   | 0.41%             | 2030-12-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10014766.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2909 | PA      | $2460.81      | 0.00%             | 2027-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10653844.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4461 | PA      | $4177.82      | 0.00%             | 2027-09-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9195350.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5443 | PA      | $5094.06      | 0.00%             | 2026-12-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9873432.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18337 | PA      | $17378.93     | 0.01%             | 2027-04-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8260447.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1380 | PA      | $13.02        | 0.00%             | 2036-04-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9967661.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22271 | PA      | $21414.16     | 0.01%             | 2027-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10166450.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3787 | PA      | $3696.80      | 0.00%             | 2027-06-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8853822.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1331 | PA      | $1305.53      | 0.00%             | 2026-09-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10090695.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     59076 | PA      | $47185.67     | 0.02%             | 2027-05-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10573533.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7299 | PA      | $6845.53      | 0.00%             | 2027-09-08      | None          | 0.00%                 | No            |                  3 | 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        |    153110 | PA      | $120956.72    | 0.05%             | 2030-09-04      | Variable      | 7.93%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9799641.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1036 | PA      | $985.99       | 0.00%             | 2027-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9819956.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18556 | PA      | $15449.95     | 0.01%             | 2027-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10416338.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1189 | PA      | $1136.63      | 0.00%             | 2027-08-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8747688.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4606 | PA      | $2482.55      | 0.00%             | 2026-08-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10195867.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22270 | PA      | $21433.47     | 0.01%             | 2027-06-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8935607.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2116 | PA      | $1737.96      | 0.00%             | 2026-10-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10075392.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33961 | PA      | $32010.62     | 0.01%             | 2027-05-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9650592.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2698 | PA      | $418.92       | 0.00%             | 2027-02-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10370539.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5687 | PA      | $5466.24      | 0.00%             | 2027-07-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2655952.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2977 | PA      | $2945.42      | 0.00%             | 2027-02-18      | Fixed         | 16.47%                | No            |                  3 | On Loan: No      |
| Tuple US Bidco LLC                                                          | Tuple US Bidco LLC, First Lien, USD CME Term Loan, B1                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    246520 | PA      | $239740.70    | 0.09%             | 2033-01-14      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10523122.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2092 | PA      | $1963.75      | 0.00%             | 2027-08-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10576779.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9248 | PA      | $8389.89      | 0.00%             | 2027-09-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8760663.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1617 | PA      | $1003.90      | 0.00%             | 2026-08-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10217635.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2309 | PA      | $2163.15      | 0.00%             | 2027-06-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10305298.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15363 | PA      | $14615.50     | 0.01%             | 2027-07-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9121919.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        65 | PA      | $64.14        | 0.00%             | 2026-11-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9672680.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       770 | PA      | $721.56       | 0.00%             | 2027-02-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10235889.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2668 | PA      | $2497.85      | 0.00%             | 2027-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Fertitta Entertainment LLC                                                  | Fertitta Entertainment LLC, First Lien, Initial CME Term Loan, B                                  | CUSIP: 31556PAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    656924 | PA      | $645427.81    | 0.25%             | 2029-01-29      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2480061.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2965 | PA      | $2109.42      | 0.00%             | 2027-11-21      | Fixed         | 5.73%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10509363.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2537 | PA      | $2426.34      | 0.00%             | 2027-08-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Miter Brands Acquisition Holdco, Inc. / MIWD Borrower LLC                   | Miter Brands Acquisition Holdco, Inc. / MIWD Borrower LLC                                         | CUSIP: 60672JAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $479189.10    | 0.19%             | 2032-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8775508.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2130 | PA      | $676.82       | 0.00%             | 2026-08-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9226472.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     46748 | PA      | $23006.09     | 0.01%             | 2026-12-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10470476.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7210 | PA      | $6857.92      | 0.00%             | 2027-08-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| K. Hovnanian Enterprises, Inc.                                              | K. Hovnanian Enterprises, Inc.                                                                    | CUSIP: 48251UAQ1<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |    225000 | PA      | $222762.92    | 0.09%             | 2033-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10542921.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4115 | PA      | $3860.50      | 0.00%             | 2027-09-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Venture Global LNG, Inc.                                                    | Venture Global LNG, Inc.                                                                          | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1189979.34   | 0.46%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7401793.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       182 | PA      | $0.18         | 0.00%             | 2035-07-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10015174.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11654 | PA      | $11390.74     | 0.00%             | 2027-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10542052.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5632 | PA      | $5141.05      | 0.00%             | 2027-09-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9742217.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1704 | PA      | $1653.59      | 0.00%             | 2027-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10524678.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1767 | PA      | $1605.55      | 0.00%             | 2027-08-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10076016.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5781 | PA      | $5618.06      | 0.00%             | 2027-05-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| OneSky Flight LLC                                                           | OneSky Flight LLC                                                                                 | CUSIP: 68278CAA3<br>LEI: 549300PM6NEPXGG5B882 | Long             | DBT              | CORP              | US        |    250000 | PA      | $258243.75    | 0.10%             | 2029-12-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Novelis Corp.                                                               | Novelis Corp.                                                                                     | CUSIP: 670001AN6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    745000 | PA      | $731364.79    | 0.28%             | 2033-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Pebblebrook Hotel LP / PEB Finance Corp.                                    | Pebblebrook Hotel LP / PEB Finance Corp.                                                          | CUSIP: 70510LAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    155000 | PA      | $155406.65    | 0.06%             | 2029-10-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10431101.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1255 | PA      | $1190.98      | 0.00%             | 2027-08-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10311683.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       871 | PA      | $817.60       | 0.00%             | 2027-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9083721.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8402 | PA      | $8305.99      | 0.00%             | 2026-11-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9279418.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5509 | PA      | $5330.36      | 0.00%             | 2026-12-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10512874.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       998 | PA      | $946.08       | 0.00%             | 2027-08-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8883687.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5822 | PA      | $75.48        | 0.00%             | 2026-09-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10031935.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     43018 | PA      | $41882.18     | 0.02%             | 2027-05-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8552282.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2029 | PA      | $1921.93      | 0.00%             | 2026-07-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6193329.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4233 | PA      | $0.14         | 0.00%             | 2034-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10076927.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2243 | PA      | $2184.11      | 0.00%             | 2027-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9695169.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     45093 | PA      | $43811.80     | 0.02%             | 2027-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9640525.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1676 | PA      | $1268.95      | 0.00%             | 2027-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9616306.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       391 | PA      | $348.12       | 0.00%             | 2027-01-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                         | Prosper Funding LLC, 1750600.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4803 | PA      | $1271.42      | 0.00%             | 2027-04-07      | Fixed         | 23.00%                | No            |                  3 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                | Royal Caribbean Cruises Ltd.                                                                      | CUSIP: 780153BU5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    300000 | PA      | $306771.34    | 0.12%             | 2032-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10484632.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20571 | PA      | $19415.69     | 0.01%             | 2027-08-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9882699.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       497 | PA      | $479.83       | 0.00%             | 2027-04-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Iliad Holding SAS                                                           | Iliad Holding SAS                                                                                 | CUSIP: 449691AG9<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |    925000 | PA      | $927264.40    | 0.36%             | 2032-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                        | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 36202DFZ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6750 | PA      | $6981.01      | 0.00%             | 2030-02-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10147763.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2073 | PA      | $784.12       | 0.00%             | 2027-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9184119.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1189 | PA      | $1114.69      | 0.00%             | 2026-12-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7249505.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4037 | PA      | $131.10       | 0.00%             | 2035-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9955827.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1738 | PA      | $1708.23      | 0.00%             | 2027-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10492319.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3072 | PA      | $2933.45      | 0.00%             | 2027-08-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10610653.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8109 | PA      | $7605.13      | 0.00%             | 2027-09-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10295899.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7137 | PA      | $6532.34      | 0.00%             | 2027-07-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2785761.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9014 | PA      | $8806.58      | 0.00%             | 2027-03-14      | Fixed         | 6.14%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10582535.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13970 | PA      | $13098.34     | 0.01%             | 2027-09-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9234584.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8946 | PA      | $8710.32      | 0.00%             | 2026-12-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10571633.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1298 | PA      | $1192.19      | 0.00%             | 2027-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2781674.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2127 | PA      | $2097.21      | 0.00%             | 2027-03-14      | Fixed         | 28.51%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2266895.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       932 | PA      | $917.69       | 0.00%             | 2026-12-16      | Fixed         | 23.57%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10411813.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1696 | PA      | $1623.15      | 0.00%             | 2027-08-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9715732.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5747 | PA      | $5637.61      | 0.00%             | 2027-02-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Star Parent, Inc.                                                           | Star Parent, Inc., First Lien, CME Term Loan                                                      | CUSIP: 87169DAB1<br>LEI: 254900GRGCJYRMDRWT73 | Long             | LON              | CORP              | US        |    557079 | PA      | $551558.23    | 0.21%             | 2030-09-27      | Variable      | 7.70%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6705993.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3907 | PA      | $0.00         | 0.00%             | 2034-11-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10571327.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1402 | PA      | $1271.32      | 0.00%             | 2027-09-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8910246.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1294 | PA      | $698.96       | 0.00%             | 2026-10-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10613539.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2689 | PA      | $2463.22      | 0.00%             | 2027-09-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10053450.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1333 | PA      | $1295.91      | 0.00%             | 2027-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10425996.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3076 | PA      | $2925.81      | 0.00%             | 2027-08-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10198674.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1238 | PA      | $1181.99      | 0.00%             | 2027-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9323652.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2070 | PA      | $2023.93      | 0.00%             | 2027-01-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10193875.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1460 | PA      | $1385.24      | 0.00%             | 2027-06-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9775141.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       542 | PA      | $490.93       | 0.00%             | 2027-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10641402.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1150 | PA      | $1048.80      | 0.00%             | 2027-09-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9586513.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       253 | PA      | $250.37       | 0.00%             | 2027-01-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10033171.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5102 | PA      | $4955.71      | 0.00%             | 2027-05-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10628315.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26019 | PA      | $24374.49     | 0.01%             | 2027-09-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10076357.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       889 | PA      | $834.77       | 0.00%             | 2027-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10074535.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6241 | PA      | $6090.46      | 0.00%             | 2027-05-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10185168.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2199 | PA      | $2167.79      | 0.00%             | 2027-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10506011.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2989 | PA      | $2860.68      | 0.00%             | 2027-08-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9655214.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14736 | PA      | $14531.83     | 0.01%             | 2027-02-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9134026.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2181 | PA      | $2116.13      | 0.00%             | 2026-11-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10371125.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3706 | PA      | $3547.22      | 0.00%             | 2027-07-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10250490.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13117 | PA      | $12075.38     | 0.00%             | 2027-06-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10461621.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5997 | PA      | $5650.40      | 0.00%             | 2027-08-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10481787.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15075 | PA      | $14401.70     | 0.01%             | 2027-08-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8941059.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        26 | PA      | $25.43        | 0.00%             | 2026-10-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10167634.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5774 | PA      | $5586.48      | 0.00%             | 2027-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8935582.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       587 | PA      | $318.33       | 0.00%             | 2026-10-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Flash Charm, Inc.                                                           | Flash Charm, Inc., First Lien, CME Term Loan, B2                                                  | CUSIP: 45168RAT0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1309992 | PA      | $1044391.33   | 0.40%             | 2028-03-02      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10084453.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1392 | PA      | $1358.12      | 0.00%             | 2027-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                      | UGCard, 991991251.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-12735907.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15667 | PA      | $3354.69      | 0.00%             | 2027-04-11      | Fixed         | 11.74%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-10623552.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4627 | PA      | $4726.37      | 0.00%             | 2026-11-09      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9316535.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1261 | PA      | $1193.24      | 0.00%             | 2027-01-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9099300.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1316 | PA      | $1276.83      | 0.00%             | 2026-11-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9346389.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22499 | PA      | $21671.19     | 0.01%             | 2027-01-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10291933.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2078 | PA      | $1995.82      | 0.00%             | 2027-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10051689.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7747 | PA      | $7550.86      | 0.00%             | 2027-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9331198.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1605 | PA      | $1572.70      | 0.00%             | 2027-01-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10260790.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10550 | PA      | $9881.38      | 0.00%             | 2027-06-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10328286.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7745 | PA      | $7432.60      | 0.00%             | 2027-07-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10250264.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8714 | PA      | $8003.17      | 0.00%             | 2027-06-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8234388.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3745 | PA      | $187.82       | 0.00%             | 2036-04-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10250208.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       699 | PA      | $690.85       | 0.00%             | 2027-06-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9098073.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1416 | PA      | $749.53       | 0.00%             | 2026-11-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8934661.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       452 | PA      | $438.46       | 0.00%             | 2026-10-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9188436.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       854 | PA      | $663.78       | 0.00%             | 2026-12-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9873263.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2609 | PA      | $2530.46      | 0.00%             | 2027-04-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Project Aurora US Finco, Inc.                                               | Project Aurora US Finco, Inc., First Lien, CME Term Loan, B2                                      | CUSIP: 74352DAB6<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |     47478 | PA      | $47626.11     | 0.02%             | 2032-12-06      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10301875.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5239 | PA      | $5029.13      | 0.00%             | 2027-07-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9109065.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1031 | PA      | $1025.21      | 0.00%             | 2026-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                       | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 3128MJ3Y4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    926671 | PA      | $881577.76    | 0.34%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10266563.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1504 | PA      | $1438.71      | 0.00%             | 2027-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2268753.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       978 | PA      | $967.43       | 0.00%             | 2026-12-17      | Fixed         | 19.71%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10530537.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2949 | PA      | $2735.93      | 0.00%             | 2027-08-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2784692.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1841 | PA      | $1813.35      | 0.00%             | 2027-03-14      | Fixed         | 14.74%                | No            |                  3 | On Loan: No      |
| EquipmentShare.com, Inc.                                                    | EquipmentShare.com, Inc.                                                                          | CUSIP: 29450YAB5<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |    745000 | PA      | $778531.71    | 0.30%             | 2032-05-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10402059.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21836 | PA      | $20810.85     | 0.01%             | 2027-08-01      | None          | 0.00%                 | No            |                  3 | 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        |    694329 | PA      | $692953.78    | 0.27%             | 2030-08-15      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9977321.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1457 | PA      | $1423.02      | 0.00%             | 2027-04-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10538137.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       831 | PA      | $588.63       | 0.00%             | 2027-09-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2476186.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7638 | PA      | $7402.47      | 0.00%             | 2027-11-21      | Fixed         | 6.33%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8633867.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       452 | PA      | $379.56       | 0.00%             | 2026-07-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7874480.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1064 | PA      | $13.32        | 0.00%             | 2035-12-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10619251.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1566 | PA      | $1433.08      | 0.00%             | 2027-09-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2111859.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1565 | PA      | $1550.93      | 0.00%             | 2026-11-28      | Fixed         | 16.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10014680.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2436 | PA      | $1791.48      | 0.00%             | 2027-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9765621.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       770 | PA      | $753.69       | 0.00%             | 2027-03-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9943716.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4788 | PA      | $4336.78      | 0.00%             | 2027-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7396669.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4871 | PA      | $10.60        | 0.00%             | 2035-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10238023.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12050 | PA      | $10621.77     | 0.00%             | 2027-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10583092.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4815 | PA      | $4396.91      | 0.00%             | 2027-09-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Altice France SA                                                            | Altice France SA                                                                                  | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | EC               | CORP              | FR        |     17562 | NS      | $298903.33    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8744514.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       652 | PA      | $292.68       | 0.00%             | 2026-08-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10377038.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6565 | PA      | $6284.10      | 0.00%             | 2027-07-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10153895.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4828 | PA      | $4640.02      | 0.00%             | 2027-06-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8792017.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2553 | PA      | $1571.20      | 0.00%             | 2026-09-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9213374.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1473 | PA      | $16.49        | 0.00%             | 2026-12-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9180047.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       932 | PA      | $925.17       | 0.00%             | 2026-12-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                         | Prosper Funding LLC, 1722529.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9930 | PA      | $6695.23      | 0.00%             | 2027-12-12      | Fixed         | 19.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9891565.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4955 | PA      | $4876.82      | 0.00%             | 2027-04-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9678366.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       786 | PA      | $665.95       | 0.00%             | 2027-02-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9847704.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3060 | PA      | $3020.70      | 0.00%             | 2027-03-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2934674.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1719 | PA      | $1680.45      | 0.00%             | 2027-04-12      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10623441.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     36986 | PA      | $34669.92     | 0.01%             | 2027-09-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10214004.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9484 | PA      | $9269.37      | 0.00%             | 2027-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2785300.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17204 | PA      | $16904.08     | 0.01%             | 2027-08-14      | Fixed         | 14.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10488494.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5324 | PA      | $5114.48      | 0.00%             | 2027-08-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10464091.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26675 | PA      | $25543.31     | 0.01%             | 2027-08-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10101669.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     57740 | PA      | $54716.41     | 0.02%             | 2027-05-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9960868.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2303 | PA      | $2204.17      | 0.00%             | 2027-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-10561574.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4608 | PA      | $4643.48      | 0.00%             | 2026-11-02      | Fixed         | 14.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10313074.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2464 | PA      | $2360.97      | 0.00%             | 2027-07-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10153201.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1513 | PA      | $1341.93      | 0.00%             | 2027-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6566308.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       588 | PA      | $0.00         | 0.00%             | 2034-10-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10068499.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1214 | PA      | $1188.57      | 0.00%             | 2027-05-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9956356.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15449 | PA      | $14890.27     | 0.01%             | 2027-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8736721.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1101 | PA      | $1012.10      | 0.00%             | 2026-08-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10076687.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2470 | PA      | $2370.84      | 0.00%             | 2027-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10131279.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1215 | PA      | $1148.58      | 0.00%             | 2027-05-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2779673.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1839 | PA      | $1812.86      | 0.00%             | 2027-03-14      | Fixed         | 19.08%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9732814.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14339 | PA      | $14061.71     | 0.01%             | 2027-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2783362.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       671 | PA      | $664.98       | 0.00%             | 2029-03-14      | Fixed         | 25.93%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7573584.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4835 | PA      | $9.46         | 0.00%             | 2035-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2927928.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       573 | PA      | $565.01       | 0.00%             | 2027-09-11      | Fixed         | 29.77%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                         | Prosper Funding LLC, 1743125.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5660 | PA      | $5676.66      | 0.00%             | 2027-04-06      | Fixed         | 14.70%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10619299.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2159 | PA      | $1958.52      | 0.00%             | 2027-09-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7352326.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       271 | PA      | $12.05        | 0.00%             | 2035-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8253201.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       560 | PA      | $224.30       | 0.00%             | 2036-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9609626.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1415 | PA      | $1277.12      | 0.00%             | 2027-01-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2786071.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1311 | PA      | $1292.37      | 0.00%             | 2027-03-14      | Fixed         | 13.02%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10354524.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21615 | PA      | $20128.73     | 0.01%             | 2027-07-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9138735.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1095 | PA      | $1052.48      | 0.00%             | 2026-11-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10031886.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4374 | PA      | $4138.01      | 0.00%             | 2027-05-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9800452.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23546 | PA      | $23100.86     | 0.01%             | 2027-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2785846.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5669 | PA      | $408.45       | 0.00%             | 2027-03-14      | Fixed         | 25.26%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10609075.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13899 | PA      | $13027.31     | 0.01%             | 2027-09-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9278540.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5316 | PA      | $2896.66      | 0.00%             | 2026-12-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10500355.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     40806 | PA      | $38935.13     | 0.02%             | 2027-08-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2269719.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2258 | PA      | $1725.77      | 0.00%             | 2026-12-17      | Fixed         | 7.26%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9807699.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2329 | PA      | $2286.80      | 0.00%             | 2027-03-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9658909.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1288 | PA      | $1258.36      | 0.00%             | 2027-02-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8392006.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2186 | PA      | $24.35        | 0.00%             | 2026-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10198402.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2346 | PA      | $2256.27      | 0.00%             | 2027-06-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Cogent Communications Group LLC / Cogent Finance, Inc.                      | Cogent Communications Group LLC / Cogent Finance, Inc.                                            | CUSIP: 19240WAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    975000 | PA      | $851213.42    | 0.33%             | 2032-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                      | UGCard, 992022832.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2025-02-25      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8474869.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7552 | PA      | $4098.41      | 0.00%             | 2026-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6229176.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4816 | PA      | $0.24         | 0.00%             | 2034-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8595818.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1841 | PA      | $1098.25      | 0.00%             | 2026-07-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9823046.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1964 | PA      | $1839.23      | 0.00%             | 2027-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10417007.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7806 | PA      | $7285.71      | 0.00%             | 2027-08-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8631607.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       421 | PA      | $402.85       | 0.00%             | 2026-07-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10396775.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8154 | PA      | $7837.60      | 0.00%             | 2027-07-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10113130.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2940 | PA      | $2798.97      | 0.00%             | 2027-05-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10507448.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4578 | PA      | $4331.28      | 0.00%             | 2027-08-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8915304.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18321 | PA      | $15757.35     | 0.01%             | 2026-10-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10204109.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1419 | PA      | $1383.97      | 0.00%             | 2027-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                        | FNMA, 20 Year                                                                                     | CUSIP: 31418MD33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4836 | PA      | $4834.64      | 0.00%             | 2029-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6569379.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6083 | PA      | $0.01         | 0.00%             | 2034-10-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Southern Veterinary Partners LLC                                            | Southern Veterinary Partners LLC, First Lien, 2025 New CME Term Loan                              | CUSIP: 84410HAQ3<br>LEI: 549300DT78GYJYRK0R74 | Long             | LON              | CORP              | US        |    171123 | PA      | $169868.52    | 0.07%             | 2031-12-04      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7173420.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4098 | PA      | $0.00         | 0.00%             | 2035-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2929203.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6640 | PA      | $6536.95      | 0.00%             | 2027-04-11      | Fixed         | 25.67%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10533576.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10683 | PA      | $9780.48      | 0.00%             | 2027-09-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10664165.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8591 | PA      | $7864.17      | 0.00%             | 2027-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10364382.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3189 | PA      | $3011.81      | 0.00%             | 2027-07-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7648665.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1643 | PA      | $8.78         | 0.00%             | 2035-10-01      | None          | 0.00%                 | No            |                  3 | 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        |    139706 | PA      | $140012.09    | 0.05%             | 2031-05-21      | Variable      | 6.66%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8806314.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3742 | PA      | $2296.97      | 0.00%             | 2026-09-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8712036.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       737 | PA      | $397.51       | 0.00%             | 2026-08-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10321823.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       936 | PA      | $805.74       | 0.00%             | 2027-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9764195.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9444 | PA      | $9164.40      | 0.00%             | 2027-03-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Kodiak Gas Services LLC                                                     | Kodiak Gas Services LLC                                                                           | CUSIP: 50012LAF1<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    385000 | PA      | $387145.36    | 0.15%             | 2031-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Global Net Lease, Inc. / Global Net Lease Operating Partnership LP          | Global Net Lease, Inc. / Global Net Lease Operating Partnership LP                                | CUSIP: 37892AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    670000 | PA      | $649680.24    | 0.25%             | 2027-12-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6718331.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2957 | PA      | $0.15         | 0.00%             | 2034-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9140421.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2172 | PA      | $2109.83      | 0.00%             | 2026-11-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| StoneX Group, Inc.                                                          | StoneX Group, Inc.                                                                                | CUSIP: 861896AA6<br>LEI: 549300JUF07L8VF02M60 | Long             | DBT              | CORP              | US        |    500000 | PA      | $519631.00    | 0.20%             | 2031-03-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10340339.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3986 | PA      | $2942.42      | 0.00%             | 2027-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10362443.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4786 | PA      | $4558.33      | 0.00%             | 2027-07-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9766808.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6432 | PA      | $6247.24      | 0.00%             | 2027-03-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2656448.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1575 | PA      | $1554.54      | 0.00%             | 2027-02-18      | Fixed         | 29.81%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10411326.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5148 | PA      | $4962.04      | 0.00%             | 2027-08-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10294490.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4508 | PA      | $4322.71      | 0.00%             | 2027-07-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Black Pearl Compute LLC                                                     | Black Pearl Compute LLC                                                                           | CUSIP: 09216NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $407618.80    | 0.16%             | 2031-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2929039.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1248 | PA      | $1235.76      | 0.00%             | 2027-04-12      | Fixed         | 17.51%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10373054.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3817 | PA      | $3672.75      | 0.00%             | 2027-07-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8181805.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1534 | PA      | $924.63       | 0.00%             | 2036-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9836909.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2157 | PA      | $2119.11      | 0.00%             | 2027-03-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| CrossCountry Intermediate HoldCo LLC                                        | CrossCountry Intermediate HoldCo LLC                                                              | CUSIP: 22757VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    430000 | PA      | $410387.11    | 0.16%             | 2030-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10549287.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25082 | PA      | $22812.64     | 0.01%             | 2027-09-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10654362.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11227 | PA      | $10514.20     | 0.00%             | 2027-09-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9312734.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6714 | PA      | $6533.05      | 0.00%             | 2027-01-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7164056.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       186 | PA      | $0.00         | 0.00%             | 2035-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10203058.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1972 | PA      | $1944.04      | 0.00%             | 2027-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8469972.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       941 | PA      | $684.59       | 0.00%             | 2026-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10515583.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6091 | PA      | $5758.49      | 0.00%             | 2027-08-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9354622.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1079 | PA      | $1069.25      | 0.00%             | 2027-01-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                        | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 36202CZB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        55 | PA      | $55.83        | 0.00%             | 2028-01-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9717466.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1049 | PA      | $847.20       | 0.00%             | 2027-02-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9943952.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14008 | PA      | $13513.30     | 0.01%             | 2027-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2657310.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       908 | PA      | $894.06       | 0.00%             | 2027-02-18      | Fixed         | 21.81%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10190061.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4153 | PA      | $4066.04      | 0.00%             | 2027-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10068664.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3097 | PA      | $2967.70      | 0.00%             | 2027-05-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10297809.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       540 | PA      | $525.13       | 0.00%             | 2027-07-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9678536.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33982 | PA      | $33077.05     | 0.01%             | 2027-02-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9816916.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30029 | PA      | $26291.47     | 0.01%             | 2027-03-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7529446.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2327 | PA      | $4.23         | 0.00%             | 2035-08-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8343577.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10578 | PA      | $5127.38      | 0.00%             | 2026-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7255280.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2104 | PA      | $0.75         | 0.00%             | 2035-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Global Medical Response, Inc.                                               | Global Medical Response, Inc., First Lien, Initial CME Term Loan                                  | CUSIP: 37956SAB0<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | LON              | CORP              | US        |    124224 | PA      | $123990.69    | 0.05%             | 2032-10-01      | Variable      | 7.17%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10360961.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3719 | PA      | $3557.09      | 0.00%             | 2027-07-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10131943.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3505 | PA      | $3421.85      | 0.00%             | 2027-05-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10277802.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4140 | PA      | $3969.48      | 0.00%             | 2027-07-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10151298.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4556 | PA      | $4441.36      | 0.00%             | 2027-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9090367.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1860 | PA      | $1810.66      | 0.00%             | 2026-11-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8173171.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9578 | PA      | $162.12       | 0.00%             | 2036-03-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| NCL Corp. Ltd.                                                              | NCL Corp. Ltd.                                                                                    | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    500000 | PA      | $496571.35    | 0.19%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10521220.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     70259 | PA      | $64729.58     | 0.03%             | 2027-08-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2476814.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1183 | PA      | $1166.59      | 0.00%             | 2027-01-21      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9610756.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5407 | PA      | $5280.77      | 0.00%             | 2027-01-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8007844.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2161 | PA      | $36.85        | 0.00%             | 2036-01-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9337194.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     53021 | PA      | $45248.11     | 0.02%             | 2027-01-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10481075.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6153 | PA      | $5852.96      | 0.00%             | 2027-08-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9717770.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5431 | PA      | $5353.59      | 0.00%             | 2027-02-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9814585.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2931 | PA      | $2573.99      | 0.00%             | 2027-03-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10411873.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30810 | PA      | $29608.98     | 0.01%             | 2027-08-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9345424.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       500 | PA      | $496.12       | 0.00%             | 2027-01-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9885352.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2480 | PA      | $2381.67      | 0.00%             | 2027-04-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9362907.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     39130 | PA      | $33646.56     | 0.01%             | 2027-01-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9996254.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1676 | PA      | $1647.64      | 0.00%             | 2027-04-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10472762.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1578 | PA      | $1478.42      | 0.00%             | 2027-08-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10512475.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20335 | PA      | $19384.37     | 0.01%             | 2027-08-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9157527.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1347 | PA      | $562.20       | 0.00%             | 2026-12-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10109210.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1942 | PA      | $1849.33      | 0.00%             | 2027-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10172623.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5614 | PA      | $4141.97      | 0.00%             | 2027-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10199403.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30652 | PA      | $27413.65     | 0.01%             | 2027-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8351268.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7356 | PA      | $3373.23      | 0.00%             | 2026-05-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6981745.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       727 | PA      | $0.00         | 0.00%             | 2035-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9016321.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       758 | PA      | $643.63       | 0.00%             | 2026-10-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9644891.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6447 | PA      | $6135.05      | 0.00%             | 2027-02-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2789358.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11190 | PA      | $10935.94     | 0.00%             | 2027-03-14      | Fixed         | 6.49%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2782425.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1890 | PA      | $1860.53      | 0.00%             | 2027-03-14      | Fixed         | 11.95%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10109831.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6551 | PA      | $6359.24      | 0.00%             | 2027-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8674644.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2379 | PA      | $1656.36      | 0.00%             | 2026-07-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10334436.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11612 | PA      | $11126.22     | 0.00%             | 2027-07-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9764521.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4408 | PA      | $4315.35      | 0.00%             | 2027-03-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9739796.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1185 | PA      | $1166.39      | 0.00%             | 2027-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9752370.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17719 | PA      | $17378.53     | 0.01%             | 2027-03-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10209658.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3105 | PA      | $2966.80      | 0.00%             | 2027-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8473230.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1998 | PA      | $1270.52      | 0.00%             | 2026-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10642834.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24264 | PA      | $22587.53     | 0.01%             | 2027-09-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10654278.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4942 | PA      | $4547.82      | 0.00%             | 2027-09-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8284415.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       680 | PA      | $266.99       | 0.00%             | 2036-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                       | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 31283HR80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18068 | PA      | $19015.44     | 0.01%             | 2031-07-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7830760.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6345 | PA      | $51.77        | 0.00%             | 2035-11-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2784726.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4756 | PA      | $4682.72      | 0.00%             | 2027-03-14      | Fixed         | 19.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2783359.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4979 | PA      | $4909.97      | 0.00%             | 2027-03-14      | Fixed         | 21.23%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8479076.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9942 | PA      | $229.25       | 0.00%             | 2026-06-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10273940.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9319 | PA      | $8879.86      | 0.00%             | 2027-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10638605.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1767 | PA      | $1616.29      | 0.00%             | 2027-09-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10600318.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1562 | PA      | $1443.54      | 0.00%             | 2027-09-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10546735.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1105 | PA      | $998.71       | 0.00%             | 2027-09-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2785773.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3776 | PA      | $3739.43      | 0.00%             | 2027-03-14      | Fixed         | 18.25%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8966630.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        29 | PA      | $28.35        | 0.00%             | 2026-10-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10281536.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3260 | PA      | $3125.54      | 0.00%             | 2027-07-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10483009.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8145 | PA      | $7293.55      | 0.00%             | 2027-08-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| US Foods, Inc.                                                              | US Foods, Inc.                                                                                    | CUSIP: 90290MAG6<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    700000 | PA      | $716314.20    | 0.28%             | 2028-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9813139.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8322 | PA      | $8131.88      | 0.00%             | 2027-03-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10627819.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10533 | PA      | $9763.20      | 0.00%             | 2027-09-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10279777.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14299 | PA      | $13734.56     | 0.01%             | 2027-07-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9640408.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       913 | PA      | $897.36       | 0.00%             | 2027-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10578128.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29546 | PA      | $27721.71     | 0.01%             | 2027-09-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10638673.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6334 | PA      | $5871.00      | 0.00%             | 2027-09-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10567837.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1283 | PA      | $1175.56      | 0.00%             | 2027-09-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8714584.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       544 | PA      | $425.19       | 0.00%             | 2026-08-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10637097.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20075 | PA      | $18337.66     | 0.01%             | 2027-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9214159.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5196 | PA      | $1286.39      | 0.00%             | 2026-12-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9867204.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8466 | PA      | $8015.31      | 0.00%             | 2027-03-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10243136.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1442 | PA      | $1326.76      | 0.00%             | 2027-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10131365.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       572 | PA      | $471.86       | 0.00%             | 2027-05-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9860871.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       333 | PA      | $319.83       | 0.00%             | 2027-03-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9901056.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9930 | PA      | $4358.75      | 0.00%             | 2027-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10406987.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4541 | PA      | $4302.53      | 0.00%             | 2027-08-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10478908.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     49210 | PA      | $46980.70     | 0.02%             | 2027-08-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10478647.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18997 | PA      | $18057.63     | 0.01%             | 2027-08-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9928385.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13384 | PA      | $13065.79     | 0.01%             | 2027-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9204266.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       208 | PA      | $206.31       | 0.00%             | 2026-12-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10038486.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6530 | PA      | $6345.67      | 0.00%             | 2027-05-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9610385.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21239 | PA      | $15000.80     | 0.01%             | 2027-01-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10434872.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       823 | PA      | $794.48       | 0.00%             | 2027-08-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2932260.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       229 | PA      | $226.04       | 0.00%             | 2027-04-11      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                                      | Cleveland-Cliffs, Inc.                                                                            | CUSIP: 18589GAA3<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    565000 | PA      | $552523.47    | 0.21%             | 2034-01-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10412334.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3320 | PA      | $3163.90      | 0.00%             | 2027-08-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2783670.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2482 | PA      | $2443.29      | 0.00%             | 2027-03-14      | Fixed         | 11.30%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10606632.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24380 | PA      | $22697.73     | 0.01%             | 2027-09-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10113529.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2310 | PA      | $2027.45      | 0.00%             | 2027-05-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10063760.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1205 | PA      | $1153.68      | 0.00%             | 2027-05-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9169657.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27874 | PA      | $309.39       | 0.00%             | 2026-12-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10471107.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       814 | PA      | $784.32       | 0.00%             | 2027-08-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10570330.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13028 | PA      | $12226.88     | 0.00%             | 2027-09-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8912126.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7218 | PA      | $178.55       | 0.00%             | 2026-10-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9715958.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4163 | PA      | $3542.40      | 0.00%             | 2027-02-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10006018.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4714 | PA      | $4671.45      | 0.00%             | 2027-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6257645.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       683 | PA      | $0.05         | 0.00%             | 2034-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7979582.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2190 | PA      | $324.54       | 0.00%             | 2036-01-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10143489.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6385 | PA      | $4919.33      | 0.00%             | 2027-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10313881.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24056 | PA      | $23185.01     | 0.01%             | 2027-07-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8252661.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3070 | PA      | $87.05        | 0.00%             | 2036-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10370155.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13930 | PA      | $13358.74     | 0.01%             | 2027-07-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10533156.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22075 | PA      | $20172.68     | 0.01%             | 2027-08-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10654084.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2903 | PA      | $2647.81      | 0.00%             | 2027-09-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7964521.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       863 | PA      | $418.68       | 0.00%             | 2036-01-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10248251.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1628 | PA      | $1548.92      | 0.00%             | 2027-06-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2928144.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5151 | PA      | $5051.23      | 0.00%             | 2027-04-11      | Fixed         | 9.39%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9889730.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3015 | PA      | $2942.30      | 0.00%             | 2027-04-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8661317.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4850 | PA      | $88.37        | 0.00%             | 2026-07-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8985822.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2733 | PA      | $2698.49      | 0.00%             | 2026-10-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2780206.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2817 | PA      | $2777.44      | 0.00%             | 2027-03-14      | Fixed         | 18.66%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9822942.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1374 | PA      | $1270.35      | 0.00%             | 2027-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9041385.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4823 | PA      | $4643.74      | 0.00%             | 2026-11-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8904804.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2204 | PA      | $2137.31      | 0.00%             | 2026-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9666553.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2140 | PA      | $2126.34      | 0.00%             | 2027-02-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10567402.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2881 | PA      | $2674.29      | 0.00%             | 2027-09-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9776526.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3352 | PA      | $3286.22      | 0.00%             | 2027-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-12800643.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12261 | PA      | $12692.14     | 0.00%             | 2027-04-17      | Fixed         | 19.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9995811.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16215 | PA      | $14421.63     | 0.01%             | 2027-04-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7087146.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5687 | PA      | $0.00         | 0.00%             | 2035-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Student Transportation of America Holdings, Inc.                            | Student Transportation of America Holdings, Inc., First Lien, 2026-1 Refinancing CME Term Loan, B | CUSIP: 86388BAE6<br>LEI: 549300O4G48RRYGSD439 | Long             | LON              | CORP              | US        |    194336 | PA      | $195125.92    | 0.08%             | 2032-06-24      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10105533.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9230 | PA      | $8748.90      | 0.00%             | 2027-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9663317.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24795 | PA      | $24183.08     | 0.01%             | 2027-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9822160.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11789 | PA      | $11500.19     | 0.00%             | 2027-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7712462.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2881 | PA      | $22.04        | 0.00%             | 2035-10-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10203435.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       137 | PA      | $133.82       | 0.00%             | 2027-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10236063.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2433 | PA      | $1761.20      | 0.00%             | 2027-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10436003.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17046 | PA      | $16243.94     | 0.01%             | 2027-08-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10050528.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13446 | PA      | $13092.59     | 0.01%             | 2027-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9338294.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1137 | PA      | $184.64       | 0.00%             | 2027-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6918477.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       795 | PA      | $0.00         | 0.00%             | 2035-02-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Nabors Industries, Inc.                                                     | Nabors Industries, Inc.                                                                           | CUSIP: 62957HAQ8<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    330000 | PA      | $343995.96    | 0.13%             | 2031-08-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10523390.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5234 | PA      | $4704.37      | 0.00%             | 2027-08-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10282890.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4364 | PA      | $4197.63      | 0.00%             | 2027-07-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10085669.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4654 | PA      | $4530.05      | 0.00%             | 2027-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9932441.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9597 | PA      | $9194.55      | 0.00%             | 2027-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7823332.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        22 | PA      | $0.26         | 0.00%             | 2035-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6627023.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9110 | PA      | $0.00         | 0.00%             | 2034-11-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9920412.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       921 | PA      | $906.82       | 0.00%             | 2027-04-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10397222.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3733 | PA      | $3565.60      | 0.00%             | 2027-07-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10596744.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1559 | PA      | $1422.24      | 0.00%             | 2027-09-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10508457.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10597 | PA      | $10110.40     | 0.00%             | 2027-08-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9325041.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2174 | PA      | $2119.35      | 0.00%             | 2027-01-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2788641.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3646 | PA      | $3565.84      | 0.00%             | 2027-08-18      | Fixed         | 8.88%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9744833.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       425 | PA      | $419.93       | 0.00%             | 2027-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2935839.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1461 | PA      | $1425.88      | 0.00%             | 2027-04-12      | Fixed         | 6.13%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8138282.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24913 | PA      | $14893.73     | 0.01%             | 2036-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10232784.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5801 | PA      | $5559.73      | 0.00%             | 2027-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9827816.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1407 | PA      | $1377.87      | 0.00%             | 2027-03-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7622472.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4474 | PA      | $14.53        | 0.00%             | 2035-09-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10038825.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11579 | PA      | $11014.52     | 0.00%             | 2027-05-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9892897.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8539 | PA      | $8371.48      | 0.00%             | 2027-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7617901.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2981 | PA      | $11.57        | 0.00%             | 2035-09-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9788389.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5472 | PA      | $4735.76      | 0.00%             | 2027-03-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9170470.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3229 | PA      | $3210.66      | 0.00%             | 2026-12-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10371364.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9693 | PA      | $9151.87      | 0.00%             | 2027-07-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10254017.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4264 | PA      | $3345.30      | 0.00%             | 2027-06-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8666292.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4384 | PA      | $4261.86      | 0.00%             | 2026-07-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10630628.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4239 | PA      | $3911.99      | 0.00%             | 2027-09-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10638345.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2892 | PA      | $2635.60      | 0.00%             | 2027-09-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10087406.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3725 | PA      | $3501.92      | 0.00%             | 2027-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9042240.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1459 | PA      | $1282.28      | 0.00%             | 2026-11-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10026934.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6205 | PA      | $5997.34      | 0.00%             | 2027-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10073782.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2551 | PA      | $2474.44      | 0.00%             | 2027-05-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9941576.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5404 | PA      | $5230.84      | 0.00%             | 2027-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10196724.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15882 | PA      | $15044.02     | 0.01%             | 2027-06-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10302254.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18688 | PA      | $17945.53     | 0.01%             | 2027-07-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10500016.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11909 | PA      | $11317.30     | 0.00%             | 2027-08-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8907952.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       313 | PA      | $296.48       | 0.00%             | 2026-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10510501.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1208 | PA      | $1101.79      | 0.00%             | 2027-08-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2657539.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2466 | PA      | $2426.05      | 0.00%             | 2027-02-18      | Fixed         | 10.96%                | No            |                  3 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                                      | Cleveland-Cliffs, Inc.                                                                            | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    340000 | PA      | $329392.78    | 0.13%             | 2032-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9670659.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1291 | PA      | $415.75       | 0.00%             | 2027-02-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6490032.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1366 | PA      | $0.00         | 0.00%             | 2034-09-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10175364.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3951 | PA      | $3602.16      | 0.00%             | 2027-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| DaVita, Inc.                                                                | DaVita, Inc.                                                                                      | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1154520.24   | 0.45%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10179541.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2473 | PA      | $2408.26      | 0.00%             | 2027-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9766690.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1977 | PA      | $1938.13      | 0.00%             | 2027-03-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7517921.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        82 | PA      | $14.01        | 0.00%             | 2035-08-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9763423.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11409 | PA      | $11130.55     | 0.00%             | 2027-03-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Braskem Idesa SAPI                                                          | Braskem Idesa SAPI                                                                                | CUSIP: 10554NAB4<br>LEI: YH0V7ZHY352ITDGEYB83 | Long             | DBT              | CORP              | MX        |    300000 | PA      | $183550.50    | 0.07%             | 2032-02-20      | Fixed         | 6.99%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8846318.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1586 | PA      | $1268.89      | 0.00%             | 2026-09-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                        | FNMA, 30 Year                                                                                     | CUSIP: 31401BN27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28797 | PA      | $29391.95     | 0.01%             | 2033-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10501648.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6250 | PA      | $5976.15      | 0.00%             | 2027-08-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9768364.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4838 | PA      | $4641.10      | 0.00%             | 2027-03-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9210573.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       609 | PA      | $592.59       | 0.00%             | 2026-12-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9847452.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     39626 | PA      | $34830.81     | 0.01%             | 2027-03-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7500385.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       421 | PA      | $14.85        | 0.00%             | 2035-08-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                      | UGCard, 992103503.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-06-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10147592.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       148 | PA      | $144.43       | 0.00%             | 2027-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9854234.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       901 | PA      | $815.12       | 0.00%             | 2027-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7575766.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       277 | PA      | $72.36        | 0.00%             | 2035-09-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10491041.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5556 | PA      | $5244.46      | 0.00%             | 2027-08-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8734489.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       760 | PA      | $727.09       | 0.00%             | 2026-08-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10366614.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3270 | PA      | $3155.49      | 0.00%             | 2027-07-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10352367.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1012 | PA      | $970.44       | 0.00%             | 2027-07-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9023743.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2362 | PA      | $2143.61      | 0.00%             | 2026-10-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10503886.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1982 | PA      | $1890.30      | 0.00%             | 2027-08-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10187152.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1814 | PA      | $1747.75      | 0.00%             | 2027-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9352709.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2028 | PA      | $1996.90      | 0.00%             | 2027-01-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2472468.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1318 | PA      | $1297.80      | 0.00%             | 2027-01-20      | Fixed         | 14.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10113194.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4836 | PA      | $4739.51      | 0.00%             | 2027-05-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8550441.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2646 | PA      | $1580.78      | 0.00%             | 2026-07-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6188827.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       314 | PA      | $0.00         | 0.00%             | 2034-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10080470.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4190 | PA      | $4042.62      | 0.00%             | 2027-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10428363.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15653 | PA      | $14794.58     | 0.01%             | 2027-08-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8813216.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1710 | PA      | $1571.96      | 0.00%             | 2026-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9309921.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2027 | PA      | $1986.49      | 0.00%             | 2027-01-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10085867.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       865 | PA      | $839.65       | 0.00%             | 2027-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10497911.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5135 | PA      | $4869.24      | 0.00%             | 2027-08-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9264155.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4605 | PA      | $4532.36      | 0.00%             | 2026-12-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10458852.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5256 | PA      | $4886.30      | 0.00%             | 2027-08-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7768065.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       103 | PA      | $10.60        | 0.00%             | 2035-11-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7448609.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       350 | PA      | $1.29         | 0.00%             | 2035-07-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10338934.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4619 | PA      | $4428.38      | 0.00%             | 2027-07-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10462257.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1084 | PA      | $673.90       | 0.00%             | 2027-08-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9303048.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       295 | PA      | $278.70       | 0.00%             | 2027-01-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9779938.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3574 | PA      | $3491.67      | 0.00%             | 2027-03-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10555752.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1309 | PA      | $1190.85      | 0.00%             | 2027-09-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10416365.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2184 | PA      | $2104.70      | 0.00%             | 2027-08-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7519489.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3156 | PA      | $6.83         | 0.00%             | 2035-08-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10463426.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       904 | PA      | $868.96       | 0.00%             | 2027-08-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9865940.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1638 | PA      | $1544.15      | 0.00%             | 2027-03-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7564172.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2725 | PA      | $245.70       | 0.00%             | 2035-09-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10433005.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1335 | PA      | $1274.54      | 0.00%             | 2027-08-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8990253.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1655 | PA      | $1602.28      | 0.00%             | 2026-10-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9774193.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1933 | PA      | $1911.63      | 0.00%             | 2027-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW1720737.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1013 | PA      | $769.81       | 0.00%             | 2027-02-16      | Fixed         | 29.83%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8978811.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7911 | PA      | $6324.37      | 0.00%             | 2026-10-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2931292.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       437 | PA      | $428.25       | 0.00%             | 2027-04-11      | Fixed         | 9.71%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6404711.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2111 | PA      | $0.01         | 0.00%             | 2034-08-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9909396.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     63784 | PA      | $61614.65     | 0.02%             | 2027-04-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9822336.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6228 | PA      | $6107.14      | 0.00%             | 2027-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10621868.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4713 | PA      | $4295.63      | 0.00%             | 2027-09-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8048279.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9406 | PA      | $148.81       | 0.00%             | 2036-02-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2782900.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2957 | PA      | $2912.28      | 0.00%             | 2027-03-14      | Fixed         | 12.63%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10108951.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11260 | PA      | $10730.75     | 0.00%             | 2027-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10355047.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1067 | PA      | $832.08       | 0.00%             | 2027-07-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10465054.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15857 | PA      | $15083.17     | 0.01%             | 2027-08-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10343867.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1303 | PA      | $1050.90      | 0.00%             | 2027-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8599234.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     42728 | PA      | $1028.20      | 0.00%             | 2026-07-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2786161.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2479 | PA      | $2439.53      | 0.00%             | 2028-01-20      | Fixed         | 25.20%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10643262.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3684 | PA      | $3430.26      | 0.00%             | 2027-09-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6844837.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4383 | PA      | $0.83         | 0.00%             | 2035-01-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-13431427.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2825 | PA      | $2920.53      | 0.00%             | 2027-05-14      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10433282.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3155 | PA      | $2926.05      | 0.00%             | 2027-08-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7044180.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       778 | PA      | $0.00         | 0.00%             | 2035-03-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7578388.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       502 | PA      | $1.89         | 0.00%             | 2035-09-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-13410577.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4735 | PA      | $4893.45      | 0.00%             | 2027-05-01      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| Mauser Packaging Solutions Holding Co.                                      | Mauser Packaging Solutions Holding Co.                                                            | CUSIP: 57763RAF4<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1394966.70   | 0.54%             | 2030-04-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9580037.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2376 | PA      | $2262.47      | 0.00%             | 2027-01-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10585802.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1651 | PA      | $1508.10      | 0.00%             | 2027-09-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9792263.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6606 | PA      | $3776.66      | 0.00%             | 2027-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9807327.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20946 | PA      | $20540.14     | 0.01%             | 2027-03-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10091927.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21935 | PA      | $21223.58     | 0.01%             | 2027-05-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10460109.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8267 | PA      | $7961.15      | 0.00%             | 2027-08-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| DSG Topco, Inc.                                                             | DSG Topco, Inc.                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      1755 | NS      | $438.75       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6815336.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1094 | PA      | $0.01         | 0.00%             | 2035-01-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8928418.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2872 | PA      | $2823.01      | 0.00%             | 2026-10-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10150106.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29946 | PA      | $29128.30     | 0.01%             | 2027-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| MH Sub I LLC                                                                | MH Sub I LLC, First Lien, 2024 December New CME Term Loan                                         | CUSIP: 45567YAP0<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |    429508 | PA      | $288307.01    | 0.11%             | 2031-12-31      | Variable      | 7.92%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9925660.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4797 | PA      | $4505.18      | 0.00%             | 2027-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8971564.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7716 | PA      | $5810.84      | 0.00%             | 2026-10-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8049012.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3551 | PA      | $34.11        | 0.00%             | 2036-02-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10527762.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2200 | PA      | $2014.87      | 0.00%             | 2027-08-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10077204.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1924 | PA      | $1836.46      | 0.00%             | 2027-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10309630.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8943 | PA      | $8490.24      | 0.00%             | 2027-07-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7214825.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6212 | PA      | $0.00         | 0.00%             | 2035-05-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9956144.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       857 | PA      | $823.85       | 0.00%             | 2027-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9012889.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2560 | PA      | $2466.25      | 0.00%             | 2026-10-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9653014.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3673 | PA      | $3628.83      | 0.00%             | 2027-02-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9771878.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6677 | PA      | $6507.50      | 0.00%             | 2027-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10138793.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27096 | PA      | $25452.76     | 0.01%             | 2027-05-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9642889.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       831 | PA      | $821.91       | 0.00%             | 2027-02-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10409080.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9842 | PA      | $9423.41      | 0.00%             | 2027-08-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6964600.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3817 | PA      | $0.00         | 0.00%             | 2035-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10468499.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       630 | PA      | $601.54       | 0.00%             | 2027-08-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7459778.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8156 | PA      | $537.62       | 0.00%             | 2035-08-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10048731.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16898 | PA      | $15085.88     | 0.01%             | 2027-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                         | Prosper Funding LLC, 1752903.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8446 | PA      | $8551.05      | 0.00%             | 2027-04-30      | Fixed         | 21.18%                | No            |                  3 | On Loan: No      |
| ConnectWise LLC                                                             | ConnectWise LLC, First Lien, Initial CME Term Loan                                                | CUSIP: 20786NAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    260392 | PA      | $241079.08    | 0.09%             | 2028-09-29      | Variable      | 7.43%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10616900.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11131 | PA      | $10426.27     | 0.00%             | 2027-09-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                      | UGCard, 991996130.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-10-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10401390.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12114 | PA      | $11594.83     | 0.00%             | 2027-08-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10645229.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12009 | PA      | $11249.33     | 0.00%             | 2027-09-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2782992.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5900 | PA      | $5818.40      | 0.00%             | 2027-03-14      | Fixed         | 21.68%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9155397.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4042 | PA      | $3991.99      | 0.00%             | 2026-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7046389.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       133 | PA      | $0.00         | 0.00%             | 2035-03-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10638588.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2684 | PA      | $2466.28      | 0.00%             | 2027-09-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10390127.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2742 | PA      | $2627.00      | 0.00%             | 2027-07-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10203397.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3567 | PA      | $3412.92      | 0.00%             | 2027-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10611294.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     43943 | PA      | $40938.13     | 0.02%             | 2027-09-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                      | UGCard, 992078127.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2025-03-22      | Fixed         | 29.45%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6987073.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       204 | PA      | $0.00         | 0.00%             | 2035-03-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10654777.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3945 | PA      | $3671.55      | 0.00%             | 2027-09-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW1720612.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1525 | PA      | $1503.56      | 0.00%             | 2026-09-16      | Fixed         | 11.37%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7882746.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4838 | PA      | $1897.98      | 0.00%             | 2035-12-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10334772.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1439 | PA      | $1379.51      | 0.00%             | 2027-07-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2785749.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3806 | PA      | $3747.02      | 0.00%             | 2027-03-14      | Fixed         | 12.65%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8416979.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       170 | PA      | $144.33       | 0.00%             | 2026-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2780176.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11749 | PA      | $11529.17     | 0.00%             | 2027-03-22      | Fixed         | 8.31%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7768047.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       463 | PA      | $4.48         | 0.00%             | 2035-11-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2781941.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       602 | PA      | $594.32       | 0.00%             | 2027-03-28      | Fixed         | 30.87%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9358800.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       214 | PA      | $202.66       | 0.00%             | 2027-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9757714.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3787 | PA      | $3695.79      | 0.00%             | 2027-03-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9869277.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     35250 | PA      | $34116.66     | 0.01%             | 2027-03-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10047161.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1329 | PA      | $904.96       | 0.00%             | 2027-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Camelot US Acquisition LLC                                                  | Camelot US Acquisition LLC, First Lien, Incremental Dollar CME Term Loan, B                       | CUSIP: L2000AAF7<br>LEI: 549300U6VBJHQP2SFL81 | Long             | LON              | CORP              | US        |    800000 | PA      | $695168.01    | 0.27%             | 2031-01-31      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10145665.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       682 | PA      | $664.22       | 0.00%             | 2027-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2783224.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.31         | 0.00%             | 2027-03-14      | Fixed         | 16.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10531131.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3456 | PA      | $3245.85      | 0.00%             | 2027-08-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9794605.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       672 | PA      | $557.95       | 0.00%             | 2027-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8332292.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4939 | PA      | $2824.16      | 0.00%             | 2026-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2935106.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       569 | PA      | $559.90       | 0.00%             | 2027-04-12      | Fixed         | 25.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10315324.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7867 | PA      | $7457.43      | 0.00%             | 2027-07-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10571167.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11260 | PA      | $10455.18     | 0.00%             | 2027-09-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10183232.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4811 | PA      | $4578.63      | 0.00%             | 2027-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9855868.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1438 | PA      | $1392.58      | 0.00%             | 2027-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| ATS Corp.                                                                   | ATS Corp.                                                                                         | CUSIP: 001940AC9<br>LEI: 5493005KP4RP3IU7HQ41 | Long             | DBT              | CORP              | CA        |   1300000 | PA      | $1253737.29   | 0.48%             | 2028-12-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-12412862.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3808 | PA      | $3947.21      | 0.00%             | 2027-05-11      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2780799.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13455 | PA      | $953.88       | 0.00%             | 2027-08-24      | Fixed         | 25.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6939442.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       749 | PA      | $0.14         | 0.00%             | 2035-02-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8143370.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5130 | PA      | $1362.81      | 0.00%             | 2036-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9780005.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       923 | PA      | $903.23       | 0.00%             | 2027-03-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10536378.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9585 | PA      | $8760.39      | 0.00%             | 2027-09-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9121883.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1987 | PA      | $46.18        | 0.00%             | 2026-11-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7875406.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8719 | PA      | $1432.28      | 0.00%             | 2035-12-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10219096.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3470 | PA      | $3330.40      | 0.00%             | 2027-06-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8553825.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6467 | PA      | $119.43       | 0.00%             | 2026-07-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                      | UGCard, 992141694.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2028-01-08      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2780702.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7041 | PA      | $6942.22      | 0.00%             | 2027-08-14      | Fixed         | 19.32%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10109604.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3931 | PA      | $3736.63      | 0.00%             | 2027-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9951765.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1419 | PA      | $1400.69      | 0.00%             | 2027-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10076376.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3388 | PA      | $3269.77      | 0.00%             | 2027-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10106865.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2987 | PA      | $2880.19      | 0.00%             | 2027-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8394291.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       982 | PA      | $44.24        | 0.00%             | 2026-05-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10400109.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14187 | PA      | $13481.73     | 0.01%             | 2027-07-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7254942.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       456 | PA      | $0.24         | 0.00%             | 2035-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10170598.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21261 | PA      | $20638.09     | 0.01%             | 2027-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10622434.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3462 | PA      | $3149.52      | 0.00%             | 2027-09-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10366746.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2886 | PA      | $2554.86      | 0.00%             | 2027-07-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10436455.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5654 | PA      | $4866.66      | 0.00%             | 2027-08-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8666939.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5087 | PA      | $3180.57      | 0.00%             | 2026-07-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10133314.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8175 | PA      | $7986.64      | 0.00%             | 2027-05-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10352756.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14038 | PA      | $13508.00     | 0.01%             | 2027-07-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9824099.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5572 | PA      | $5452.81      | 0.00%             | 2027-03-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9331448.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1010 | PA      | $786.20       | 0.00%             | 2027-01-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8249053.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18340 | PA      | $11019.66     | 0.00%             | 2036-04-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10320753.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1713 | PA      | $1603.67      | 0.00%             | 2027-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Primary Products Finance LLC                                                | Primary Products Finance LLC, First Lien, 2024 Second Replacement CME Term Loan, B                | CUSIP: 74167NAE3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    360558 | PA      | $358643.33    | 0.14%             | 2029-04-02      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9329576.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1665 | PA      | $1639.57      | 0.00%             | 2027-01-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2934722.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1185 | PA      | $1165.89      | 0.00%             | 2027-04-12      | Fixed         | 21.63%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2784591.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11828 | PA      | $11604.70     | 0.00%             | 2027-03-14      | Fixed         | 8.72%                 | No            |                  3 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                        | Clear Channel Outdoor Holdings, Inc.                                                              | CUSIP: 18453HAC0<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    300000 | PA      | $301629.00    | 0.12%             | 2028-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8639103.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       217 | PA      | $4.10         | 0.00%             | 2026-07-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-12883157.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2947 | PA      | $2981.54      | 0.00%             | 2027-04-17      | Fixed         | 13.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10195213.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12112 | PA      | $11737.47     | 0.00%             | 2027-06-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8606964.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4581 | PA      | $2019.00      | 0.00%             | 2026-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9778248.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5907 | PA      | $5589.80      | 0.00%             | 2027-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10057904.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11668 | PA      | $11047.57     | 0.00%             | 2027-05-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10145681.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3186 | PA      | $3063.21      | 0.00%             | 2027-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9012417.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       774 | PA      | $669.55       | 0.00%             | 2026-10-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10108313.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4716 | PA      | $3680.68      | 0.00%             | 2027-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10563290.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10561 | PA      | $9906.08      | 0.00%             | 2027-09-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                         | Prosper Funding LLC, 1755429.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2847 | PA      | $2840.90      | 0.00%             | 2027-04-28      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-11753872.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4516 | PA      | $4567.56      | 0.00%             | 2027-01-25      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10120125.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2396 | PA      | $2174.89      | 0.00%             | 2027-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8491451.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3919 | PA      | $1547.55      | 0.00%             | 2026-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Tenet Healthcare Corp.                                                      | Tenet Healthcare Corp.                                                                            | CUSIP: 88033GDQ0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    575000 | PA      | $579457.40    | 0.22%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                         | Prosper Funding LLC, 1733702.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1146 | PA      | $1147.47      | 0.00%             | 2027-03-23      | Fixed         | 11.89%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10215366.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4088 | PA      | $3931.68      | 0.00%             | 2027-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10438030.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3472 | PA      | $3346.65      | 0.00%             | 2027-08-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10427801.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1873 | PA      | $1775.95      | 0.00%             | 2027-08-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9231199.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7799 | PA      | $3772.76      | 0.00%             | 2026-12-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10403275.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3354 | PA      | $3234.07      | 0.00%             | 2027-08-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10440104.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3270 | PA      | $2960.47      | 0.00%             | 2027-08-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10609769.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6853 | PA      | $6232.60      | 0.00%             | 2027-09-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10523998.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       982 | PA      | $892.73       | 0.00%             | 2027-08-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9772936.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1868 | PA      | $1810.38      | 0.00%             | 2027-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8355919.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     45270 | PA      | $29791.61     | 0.01%             | 2026-05-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2935685.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6279 | PA      | $6178.56      | 0.00%             | 2027-04-12      | Fixed         | 11.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9892666.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3386 | PA      | $3319.12      | 0.00%             | 2027-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2782891.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3263 | PA      | $3217.79      | 0.00%             | 2027-03-14      | Fixed         | 27.85%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8510453.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1926 | PA      | $1488.77      | 0.00%             | 2026-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-11804818.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4651 | PA      | $4762.60      | 0.00%             | 2027-02-13      | Fixed         | 14.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10647065.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17128 | PA      | $15821.67     | 0.01%             | 2027-09-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10204127.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       199 | PA      | $194.63       | 0.00%             | 2027-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7206980.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13248 | PA      | $233.03       | 0.00%             | 2035-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2657504.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1809 | PA      | $1772.98      | 0.00%             | 2027-02-18      | Fixed         | 7.74%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9797331.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3214 | PA      | $2797.59      | 0.00%             | 2027-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-13207096.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5032 | PA      | $5264.89      | 0.00%             | 2027-03-26      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9370402.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       447 | PA      | $442.12       | 0.00%             | 2027-01-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10195008.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13419 | PA      | $12920.75     | 0.00%             | 2027-06-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8924731.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4680 | PA      | $3234.93      | 0.00%             | 2026-10-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7500335.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1199 | PA      | $66.69        | 0.00%             | 2035-08-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9071190.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2984 | PA      | $2665.93      | 0.00%             | 2026-11-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8381739.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3157 | PA      | $2124.67      | 0.00%             | 2026-05-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2932728.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1463 | PA      | $1439.74      | 0.00%             | 2027-04-12      | Fixed         | 13.07%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10177262.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       823 | PA      | $752.43       | 0.00%             | 2027-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Viasat, Inc.                                                                | Viasat, Inc.                                                                                      | CUSIP: 92552VAR1<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |    525000 | PA      | $519465.48    | 0.20%             | 2031-05-30      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Central Parent LLC                                                          | Central Parent LLC, First Lien, 2024 Refinancing CME Term Loan                                    | CUSIP: 15477BAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1238532 | PA      | $887209.75    | 0.34%             | 2029-07-06      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9817940.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15217 | PA      | $14415.75     | 0.01%             | 2027-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10233028.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3283 | PA      | $3162.48      | 0.00%             | 2027-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2781599.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1246 | PA      | $1217.16      | 0.00%             | 2027-03-14      | Fixed         | 7.38%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7607003.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1790 | PA      | $10.76        | 0.00%             | 2035-09-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6770294.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1307 | PA      | $0.00         | 0.00%             | 2034-12-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2789629.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1543 | PA      | $1520.85      | 0.00%             | 2027-03-14      | Fixed         | 18.60%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2785196.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       862 | PA      | $849.79       | 0.00%             | 2027-03-14      | Fixed         | 25.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10479574.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3962 | PA      | $3787.48      | 0.00%             | 2027-08-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8889437.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1955 | PA      | $940.42       | 0.00%             | 2026-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10366822.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13941 | PA      | $13125.63     | 0.01%             | 2027-07-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9623304.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5041 | PA      | $4967.47      | 0.00%             | 2027-01-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9787817.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13561 | PA      | $13379.21     | 0.01%             | 2027-03-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9777616.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2387 | PA      | $2276.41      | 0.00%             | 2027-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2783455.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9377 | PA      | $9161.94      | 0.00%             | 2027-03-14      | Fixed         | 7.28%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10609949.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6593 | PA      | $6115.35      | 0.00%             | 2027-09-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10379609.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26147 | PA      | $24136.36     | 0.01%             | 2027-07-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8980256.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29185 | PA      | $23167.15     | 0.01%             | 2026-10-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10203890.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5322 | PA      | $5130.15      | 0.00%             | 2027-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2269656.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       424 | PA      | $418.33       | 0.00%             | 2026-12-17      | Fixed         | 31.22%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10415652.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4906 | PA      | $4613.36      | 0.00%             | 2027-08-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10162274.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22534 | PA      | $21974.70     | 0.01%             | 2027-06-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10545737.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10528 | PA      | $9715.83      | 0.00%             | 2027-09-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                         | Prosper Funding LLC, 1750621.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3285 | PA      | $3332.36      | 0.00%             | 2027-05-01      | Fixed         | 17.37%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8793999.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1122 | PA      | $354.28       | 0.00%             | 2026-09-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10146022.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2149 | PA      | $2057.01      | 0.00%             | 2027-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9904489.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16120 | PA      | $15325.40     | 0.01%             | 2027-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2781808.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4165 | PA      | $4108.07      | 0.00%             | 2027-08-14      | Fixed         | 28.36%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10533111.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1333 | PA      | $1231.58      | 0.00%             | 2027-08-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10203603.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6221 | PA      | $5899.11      | 0.00%             | 2027-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9324900.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2494 | PA      | $2448.37      | 0.00%             | 2027-01-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9352850.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2096 | PA      | $2094.25      | 0.00%             | 2027-01-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8550545.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2240 | PA      | $1753.87      | 0.00%             | 2026-07-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9806194.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1831 | PA      | $1802.50      | 0.00%             | 2027-03-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9983150.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18375 | PA      | $17691.34     | 0.01%             | 2027-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9641733.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1339 | PA      | $815.50       | 0.00%             | 2027-02-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8686239.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9556 | PA      | $5308.09      | 0.00%             | 2026-08-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10620610.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1923 | PA      | $1782.07      | 0.00%             | 2027-09-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9658560.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4018 | PA      | $3841.19      | 0.00%             | 2027-02-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                       | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 3128MJV23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7277 | PA      | $6845.28      | 0.00%             | 2045-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9706549.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1309 | PA      | $1206.54      | 0.00%             | 2027-02-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10471454.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6448 | PA      | $6141.91      | 0.00%             | 2027-08-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10357285.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       749 | PA      | $720.38       | 0.00%             | 2027-07-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9694104.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1479 | PA      | $1447.12      | 0.00%             | 2027-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8499199.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1619 | PA      | $452.55       | 0.00%             | 2026-06-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9777220.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24677 | PA      | $23903.91     | 0.01%             | 2027-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6942041.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       783 | PA      | $0.00         | 0.00%             | 2035-02-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2936086.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1546 | PA      | $1529.60      | 0.00%             | 2027-04-12      | Fixed         | 15.83%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8235789.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1279 | PA      | $652.42       | 0.00%             | 2036-04-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9822885.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       844 | PA      | $828.87       | 0.00%             | 2027-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10617660.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5839 | PA      | $5344.13      | 0.00%             | 2027-09-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10281779.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9972 | PA      | $8714.56      | 0.00%             | 2027-07-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8553935.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2097 | PA      | $680.73       | 0.00%             | 2026-07-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10293536.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7869 | PA      | $7152.45      | 0.00%             | 2027-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10149040.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5162 | PA      | $5029.39      | 0.00%             | 2027-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10353587.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2339 | PA      | $2027.86      | 0.00%             | 2027-07-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2783690.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       821 | PA      | $807.83       | 0.00%             | 2027-03-14      | Fixed         | 25.69%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9217910.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4289 | PA      | $667.81       | 0.00%             | 2026-12-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10561221.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9036 | PA      | $8424.58      | 0.00%             | 2027-09-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2785513.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4665 | PA      | $4541.41      | 0.00%             | 2027-08-14      | Fixed         | 6.90%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10309727.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15781 | PA      | $15141.19     | 0.01%             | 2027-07-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8956929.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       351 | PA      | $328.25       | 0.00%             | 2026-10-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9667463.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13834 | PA      | $13598.66     | 0.01%             | 2027-02-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2263939.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       557 | PA      | $548.68       | 0.00%             | 2026-12-16      | Fixed         | 26.78%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7859113.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9584 | PA      | $1002.45      | 0.00%             | 2035-12-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9956858.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7455 | PA      | $7286.12      | 0.00%             | 2027-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10526335.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9840 | PA      | $9133.60      | 0.00%             | 2027-08-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7174615.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2929 | PA      | $0.00         | 0.00%             | 2035-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10638103.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14059 | PA      | $13166.42     | 0.01%             | 2027-09-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10609925.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1621 | PA      | $1518.59      | 0.00%             | 2027-09-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2788878.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1355 | PA      | $1335.16      | 0.00%             | 2027-08-14      | Fixed         | 30.91%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10579455.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5478 | PA      | $5045.28      | 0.00%             | 2027-09-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9676981.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3230 | PA      | $39.52        | 0.00%             | 2027-02-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9904921.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4255 | PA      | $3220.41      | 0.00%             | 2027-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8229319.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2952 | PA      | $82.26        | 0.00%             | 2036-03-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9832033.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2501 | PA      | $2296.99      | 0.00%             | 2027-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10384303.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     79223 | PA      | $75946.41     | 0.03%             | 2027-07-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10371065.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       398 | PA      | $383.75       | 0.00%             | 2027-07-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9631130.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2743 | PA      | $2640.23      | 0.00%             | 2027-02-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10183647.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1847 | PA      | $1591.49      | 0.00%             | 2027-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6709178.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       223 | PA      | $0.00         | 0.00%             | 2034-11-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8981634.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1182 | PA      | $695.25       | 0.00%             | 2026-10-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10288475.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8919 | PA      | $8583.62      | 0.00%             | 2027-07-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Clearway Energy Operating LLC                                               | Clearway Energy Operating LLC                                                                     | CUSIP: 18539UAE5<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    400000 | PA      | $364915.20    | 0.14%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9357410.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2159 | PA      | $2123.68      | 0.00%             | 2027-01-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9960585.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5108 | PA      | $4881.32      | 0.00%             | 2027-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10015352.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5058 | PA      | $4968.50      | 0.00%             | 2027-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10263444.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1402 | PA      | $1302.48      | 0.00%             | 2027-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Bombardier, Inc.                                                            | Bombardier, Inc.                                                                                  | CUSIP: 097751CC3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     85000 | PA      | $88322.82     | 0.03%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10396634.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12570 | PA      | $12046.42     | 0.00%             | 2027-07-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2268352.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         1 | PA      | $0.96         | 0.00%             | 2026-12-17      | Fixed         | 24.36%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10584104.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3955 | PA      | $3684.85      | 0.00%             | 2027-09-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9625584.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       922 | PA      | $550.12       | 0.00%             | 2027-02-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Ascensus Holdings, Inc.                                                     | Ascensus Holdings, Inc., First Lien, 2024 CME Term Loan, B                                        | CUSIP: 03836BAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    800282 | PA      | $788778.06    | 0.30%             | 2032-11-25      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| Hexion Holdings Corp.                                                       | Hexion Holdings Corp., Second Lien, Initial CME Term Loan                                         | CUSIP: 42829JAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     98495 | PA      | $92216.14     | 0.04%             | 2030-03-15      | Variable      | 11.21%                | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6253221.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28281 | PA      | $0.47         | 0.00%             | 2034-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10140763.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9255 | PA      | $8678.74      | 0.00%             | 2027-05-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10596617.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9766 | PA      | $9158.43      | 0.00%             | 2027-09-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10437023.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5183 | PA      | $4967.94      | 0.00%             | 2027-08-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9198689.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2326 | PA      | $2293.20      | 0.00%             | 2026-12-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Sedgwick Claims Management Services, Inc.                                   | Sedgwick Claims Management Services, Inc., First Lien, 2024 CME Term Loan                         | CUSIP: 81527CAP2<br>LEI: 549300BIN4DWJG5VWF64 | Long             | LON              | CORP              | US        |   1257225 | PA      | $1236122.01   | 0.48%             | 2031-07-31      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9161505.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7273 | PA      | $6944.58      | 0.00%             | 2026-12-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9895202.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18326 | PA      | $17689.32     | 0.01%             | 2027-04-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2266459.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       261 | PA      | $257.02       | 0.00%             | 2026-12-16      | Fixed         | 30.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9933406.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4317 | PA      | $4211.52      | 0.00%             | 2027-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2931261.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1263 | PA      | $1244.22      | 0.00%             | 2027-04-11      | Fixed         | 30.94%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9720575.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1409 | PA      | $1347.08      | 0.00%             | 2027-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8709725.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       388 | PA      | $266.52       | 0.00%             | 2026-08-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                  | LendingClub Corp. - LCX PM, 187028667.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2502 | PA      | $2517.50      | 0.00%             | 2027-03-17      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9965670.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4106 | PA      | $4003.61      | 0.00%             | 2027-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8128195.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1422 | PA      | $809.71       | 0.00%             | 2036-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9051118.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2221 | PA      | $2053.79      | 0.00%             | 2026-11-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2934307.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       569 | PA      | $360.21       | 0.00%             | 2027-04-12      | Fixed         | 25.18%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8330966.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6528 | PA      | $4471.75      | 0.00%             | 2036-04-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9166416.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2422 | PA      | $383.57       | 0.00%             | 2026-12-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6255052.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       307 | PA      | $0.08         | 0.00%             | 2034-06-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10551077.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13668 | PA      | $12750.05     | 0.00%             | 2027-09-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9282371.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16673 | PA      | $14043.74     | 0.01%             | 2027-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10104340.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10173 | PA      | $9941.77      | 0.00%             | 2027-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7244363.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2610 | PA      | $0.10         | 0.00%             | 2035-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10466039.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3056 | PA      | $2934.56      | 0.00%             | 2027-08-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2785751.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       686 | PA      | $676.70       | 0.00%             | 2027-03-14      | Fixed         | 31.86%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                         | Prosper Funding LLC, 1688234.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1056 | PA      | $1087.59      | 0.00%             | 2027-01-12      | Fixed         | 25.60%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8875674.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1973 | PA      | $1805.48      | 0.00%             | 2026-09-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10612300.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    104988 | PA      | $98421.21     | 0.04%             | 2027-09-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10227652.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1285 | PA      | $1273.64      | 0.00%             | 2027-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10439893.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4190 | PA      | $3999.59      | 0.00%             | 2027-08-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10577037.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1964 | PA      | $1830.58      | 0.00%             | 2027-09-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| OneMain Finance Corp.                                                       | OneMain Finance Corp.                                                                             | CUSIP: 85172FAR0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    500000 | PA      | $482529.00    | 0.19%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9742943.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7037 | PA      | $6853.04      | 0.00%             | 2027-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10006716.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       907 | PA      | $879.68       | 0.00%             | 2027-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9902244.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3292 | PA      | $3222.94      | 0.00%             | 2027-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7767072.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5030 | PA      | $44.74        | 0.00%             | 2035-11-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2016668.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1697 | PA      | $1668.84      | 0.00%             | 2026-11-10      | Fixed         | 29.41%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2784433.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1713 | PA      | $1696.36      | 0.00%             | 2027-03-14      | Fixed         | 18.76%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8788129.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2306 | PA      | $40.56        | 0.00%             | 2026-08-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10446345.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1930 | PA      | $1800.93      | 0.00%             | 2027-08-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6207918.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14807 | PA      | $0.00         | 0.00%             | 2034-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10610189.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11948 | PA      | $11197.73     | 0.00%             | 2027-09-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10484581.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11231 | PA      | $10707.47     | 0.00%             | 2027-08-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10076330.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1803 | PA      | $1741.54      | 0.00%             | 2027-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10194868.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6609 | PA      | $6226.33      | 0.00%             | 2027-06-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8344811.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5262 | PA      | $168.62       | 0.00%             | 2026-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9724937.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2627 | PA      | $1828.82      | 0.00%             | 2027-02-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Epicor Software Corp.                                                       | Epicor Software Corp., First Lien, CME Term Loan, E                                               | CUSIP: 29426NAZ7<br>LEI: JGNXVGGGXR4O1L5I7S73 | Long             | LON              | CORP              | US        |   1236132 | PA      | $1214271.46   | 0.47%             | 2031-05-30      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9125324.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14590 | PA      | $14053.70     | 0.01%             | 2026-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7862669.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       756 | PA      | $125.60       | 0.00%             | 2035-12-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9303332.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       318 | PA      | $230.73       | 0.00%             | 2027-01-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7388297.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1630 | PA      | $203.30       | 0.00%             | 2035-07-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2789624.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4497 | PA      | $4453.55      | 0.00%             | 2027-03-14      | Fixed         | 18.67%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10166623.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21165 | PA      | $20501.17     | 0.01%             | 2027-06-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9981351.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3124 | PA      | $3073.25      | 0.00%             | 2027-04-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10085971.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       298 | PA      | $289.18       | 0.00%             | 2027-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2781656.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1622 | PA      | $1600.09      | 0.00%             | 2027-03-14      | Fixed         | 22.82%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9885458.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2135 | PA      | $2091.08      | 0.00%             | 2027-04-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10572865.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4542 | PA      | $4213.41      | 0.00%             | 2027-09-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2780910.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2217 | PA      | $2185.67      | 0.00%             | 2027-03-14      | Fixed         | 25.16%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10426245.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3512 | PA      | $3273.70      | 0.00%             | 2027-08-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10021136.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1354 | PA      | $1317.73      | 0.00%             | 2027-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| DG Investment Intermediate Holdings 2, Inc.                                 | DG Investment Intermediate Holdings 2, Inc., First Lien, Closing Date Initial CME Term Loan       | CUSIP: 23344MAM0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    353691 | PA      | $353912.34    | 0.14%             | 2032-07-09      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9329738.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9678 | PA      | $8708.25      | 0.00%             | 2027-01-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8989386.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1206 | PA      | $1004.02      | 0.00%             | 2026-10-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9227390.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9231 | PA      | $8991.54      | 0.00%             | 2026-12-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Apro LLC                                                                    | Apro LLC, First Lien, Initial CME Term Loan                                                       | CUSIP: 03834XAP8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    396977 | PA      | $398714.11    | 0.15%             | 2031-07-09      | Variable      | 7.43%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10295054.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25521 | PA      | $24447.16     | 0.01%             | 2027-07-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10006212.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     37347 | PA      | $34171.44     | 0.01%             | 2027-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10070673.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33247 | PA      | $32219.48     | 0.01%             | 2027-05-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10054894.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     66802 | PA      | $64943.26     | 0.03%             | 2027-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10506560.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     58886 | PA      | $56394.23     | 0.02%             | 2027-08-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Wynn Resorts Finance LLC / Wynn Resorts Capital Corp.                       | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp.                                             | CUSIP: 983133AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1573192.50   | 0.61%             | 2031-02-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10595983.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4500 | PA      | $4165.65      | 0.00%             | 2027-09-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8717411.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       892 | PA      | $358.23       | 0.00%             | 2026-08-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6423457.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       547 | PA      | $0.00         | 0.00%             | 2034-08-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2784336.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3624 | PA      | $3570.15      | 0.00%             | 2027-03-14      | Fixed         | 23.23%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9964512.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3414 | PA      | $3289.13      | 0.00%             | 2027-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-12119732.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3329 | PA      | $3471.76      | 0.00%             | 2027-04-13      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10047656.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4885 | PA      | $4341.95      | 0.00%             | 2027-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-13430567.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5265 | PA      | $3306.26      | 0.00%             | 2027-05-14      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9891807.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9245 | PA      | $8926.77      | 0.00%             | 2027-04-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9672418.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12847 | PA      | $9243.70      | 0.00%             | 2027-02-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2018362.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       626 | PA      | $616.15       | 0.00%             | 2026-11-10      | Fixed         | 20.61%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2480576.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4897 | PA      | $4820.76      | 0.00%             | 2027-01-21      | Fixed         | 11.26%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9949203.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6735 | PA      | $6439.52      | 0.00%             | 2027-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10104703.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1515 | PA      | $1452.71      | 0.00%             | 2027-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7992014.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5321 | PA      | $71.31        | 0.00%             | 2036-01-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9874132.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5270 | PA      | $5122.33      | 0.00%             | 2027-04-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9981903.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1114 | PA      | $1061.81      | 0.00%             | 2027-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7550899.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1653 | PA      | $5.62         | 0.00%             | 2035-09-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                | Royal Caribbean Cruises Ltd.                                                                      | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    400000 | PA      | $404094.85    | 0.16%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2929129.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5557 | PA      | $5470.15      | 0.00%             | 2027-04-11      | Fixed         | 27.27%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10177675.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3163 | PA      | $3057.21      | 0.00%             | 2027-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2783282.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       481 | PA      | $474.07       | 0.00%             | 2027-03-14      | Fixed         | 25.35%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10394057.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8904 | PA      | $8519.40      | 0.00%             | 2027-07-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10272763.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2123 | PA      | $2031.60      | 0.00%             | 2027-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10400628.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3071 | PA      | $2743.58      | 0.00%             | 2027-07-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6727203.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1293 | PA      | $0.16         | 0.00%             | 2034-12-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                      | UGCard, 991864614.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-12-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9934063.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30189 | PA      | $28873.45     | 0.01%             | 2027-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10463136.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3212 | PA      | $2956.19      | 0.00%             | 2027-08-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9960828.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       469 | PA      | $437.86       | 0.00%             | 2027-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9978989.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1819 | PA      | $1772.18      | 0.00%             | 2027-04-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10181735.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7423 | PA      | $7128.64      | 0.00%             | 2027-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10632049.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1294 | PA      | $1195.21      | 0.00%             | 2027-09-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9231112.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1160 | PA      | $1102.57      | 0.00%             | 2026-12-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10628237.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2164 | PA      | $1947.81      | 0.00%             | 2027-09-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9306197.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9799 | PA      | $2008.55      | 0.00%             | 2027-01-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9747405.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6168 | PA      | $6023.44      | 0.00%             | 2027-03-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9831536.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5742 | PA      | $820.39       | 0.00%             | 2027-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                      | UGCard, 992019910.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10432470.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8148 | PA      | $7731.28      | 0.00%             | 2027-08-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9012957.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3066 | PA      | $3046.63      | 0.00%             | 2026-10-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9997616.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22488 | PA      | $21859.85     | 0.01%             | 2027-04-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9900346.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3087 | PA      | $2935.51      | 0.00%             | 2027-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10177344.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2806 | PA      | $2720.77      | 0.00%             | 2027-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10409048.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       971 | PA      | $938.84       | 0.00%             | 2027-08-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10494289.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7024 | PA      | $6683.03      | 0.00%             | 2027-08-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6539774.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7745 | PA      | $0.00         | 0.00%             | 2034-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10627373.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8276 | PA      | $7671.82      | 0.00%             | 2027-09-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10399373.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8631 | PA      | $8281.09      | 0.00%             | 2027-07-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2779917.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2757 | PA      | $2714.94      | 0.00%             | 2027-03-14      | Fixed         | 14.65%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10437953.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7835 | PA      | $7434.11      | 0.00%             | 2027-08-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9326751.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1275 | PA      | $1225.16      | 0.00%             | 2027-01-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Asurion LLC                                                                 | Asurion LLC, Second Lien, New CME Term Loan, B4                                                   | CUSIP: 04649VBA7<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    425989 | PA      | $423897.75    | 0.16%             | 2029-01-19      | Variable      | 9.03%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10517605.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11866 | PA      | $11320.04     | 0.00%             | 2027-08-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9090227.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1548 | PA      | $732.03       | 0.00%             | 2026-11-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9924545.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3108 | PA      | $2985.78      | 0.00%             | 2027-04-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9887618.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10843 | PA      | $10152.53     | 0.00%             | 2027-04-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9739124.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4371 | PA      | $4259.38      | 0.00%             | 2027-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10316643.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6237 | PA      | $4391.02      | 0.00%             | 2027-07-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9609927.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2636 | PA      | $525.49       | 0.00%             | 2027-01-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10239668.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       595 | PA      | $585.41       | 0.00%             | 2027-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9212375.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1860 | PA      | $1835.82      | 0.00%             | 2026-12-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10638905.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1426 | PA      | $1297.30      | 0.00%             | 2027-09-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Nourish Buyer I, Inc.                                                       | Nourish Buyer I, Inc., First Lien, 2026-1 CME Term Loan                                           | CUSIP: 66979CAK7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    132579 | PA      | $133076.94    | 0.05%             | 2032-07-09      | Variable      | 7.67%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8887086.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       698 | PA      | $616.19       | 0.00%             | 2026-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2267371.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       303 | PA      | $298.36       | 0.00%             | 2026-12-17      | Fixed         | 23.36%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6254961.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5460 | PA      | $0.00         | 0.00%             | 2034-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10135906.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3908 | PA      | $3767.56      | 0.00%             | 2027-05-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9586343.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2174 | PA      | $2104.98      | 0.00%             | 2027-01-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9024352.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       710 | PA      | $620.24       | 0.00%             | 2026-10-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10401641.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2065 | PA      | $1892.67      | 0.00%             | 2027-08-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2932805.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2242 | PA      | $2200.87      | 0.00%             | 2027-04-12      | Fixed         | 7.25%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9831330.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7279 | PA      | $4645.69      | 0.00%             | 2027-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10326766.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4875 | PA      | $4454.77      | 0.00%             | 2027-07-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9093277.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       753 | PA      | $655.29       | 0.00%             | 2026-11-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8944457.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12682 | PA      | $9663.47      | 0.00%             | 2026-10-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9622763.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10690 | PA      | $7979.62      | 0.00%             | 2027-01-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7988493.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1524 | PA      | $19.72        | 0.00%             | 2036-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10438926.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2962 | PA      | $2825.42      | 0.00%             | 2027-08-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                         | Prosper Funding LLC, 1744907.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       788 | PA      | $799.56       | 0.00%             | 2027-04-08      | Fixed         | 17.59%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9938142.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1843 | PA      | $1772.76      | 0.00%             | 2027-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9981268.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4032 | PA      | $3594.69      | 0.00%             | 2027-04-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10323649.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3132 | PA      | $3007.80      | 0.00%             | 2027-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6149304.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       401 | PA      | $0.00         | 0.00%             | 2034-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6962136.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1990 | PA      | $0.02         | 0.00%             | 2035-02-25      | 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        |  12166289 | NS      | $12166288.80  | 4.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2268043.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11796 | PA      | $11630.42     | 0.00%             | 2026-12-17      | Fixed         | 21.67%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2266749.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       337 | PA      | $332.03       | 0.00%             | 2026-12-17      | Fixed         | 30.39%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10491133.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20180 | PA      | $19259.70     | 0.01%             | 2027-08-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 5996474.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17016 | PA      | $0.03         | 0.00%             | 2034-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Fertitta Entertainment LLC / Fertitta Entertainment Finance Co., Inc.       | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co., Inc.                             | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1215262.62   | 0.47%             | 2030-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6131519.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1418 | PA      | $0.00         | 0.00%             | 2034-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10344420.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29778 | PA      | $27441.56     | 0.01%             | 2027-07-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10620346.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11041 | PA      | $10347.54     | 0.00%             | 2027-09-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10250180.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3559 | PA      | $3328.28      | 0.00%             | 2027-06-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9808365.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       629 | PA      | $601.26       | 0.00%             | 2027-03-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7541290.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       263 | PA      | $0.95         | 0.00%             | 2035-08-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10171785.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5724 | PA      | $5529.45      | 0.00%             | 2027-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10429167.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5377 | PA      | $5125.76      | 0.00%             | 2027-08-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2780613.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2061 | PA      | $2031.08      | 0.00%             | 2027-03-14      | Fixed         | 25.39%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9957737.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1353 | PA      | $897.60       | 0.00%             | 2027-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10276827.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8291 | PA      | $7989.07      | 0.00%             | 2027-07-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                         | Prosper Funding LLC, 1744553.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2775 | PA      | $2769.31      | 0.00%             | 2027-04-07      | Fixed         | 14.53%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10539792.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9226 | PA      | $8572.27      | 0.00%             | 2027-09-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8871686.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       514 | PA      | $490.56       | 0.00%             | 2026-09-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7509672.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       491 | PA      | $1.33         | 0.00%             | 2035-08-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8215088.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1649 | PA      | $918.81       | 0.00%             | 2036-03-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10642347.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11308 | PA      | $10344.69     | 0.00%             | 2027-09-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10488814.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2771 | PA      | $2636.26      | 0.00%             | 2027-08-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Rocket Cos., Inc.                                                           | Rocket Cos., Inc.                                                                                 | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $404797.60    | 0.16%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                   | Vistra Operations Co. LLC                                                                         | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    400000 | PA      | $390731.25    | 0.15%             | 2029-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                         | Prosper Funding LLC, 1685961.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3214 | PA      | $3261.35      | 0.00%             | 2026-12-15      | Fixed         | 18.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9374459.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6200 | PA      | $5994.66      | 0.00%             | 2027-01-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10031557.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3256 | PA      | $3108.41      | 0.00%             | 2027-05-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8096997.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2909 | PA      | $32.98        | 0.00%             | 2036-02-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10544659.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     38872 | PA      | $36478.40     | 0.01%             | 2027-09-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10174071.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16684 | PA      | $15591.76     | 0.01%             | 2027-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8345124.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1727 | PA      | $1043.48      | 0.00%             | 2026-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10194077.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7306 | PA      | $6996.10      | 0.00%             | 2027-06-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10219075.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       805 | PA      | $718.19       | 0.00%             | 2027-06-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2780382.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2040 | PA      | $149.22       | 0.00%             | 2027-08-14      | Fixed         | 10.80%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2761321.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       789 | PA      | $777.64       | 0.00%             | 2027-03-14      | Fixed         | 18.50%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2783122.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       982 | PA      | $967.10       | 0.00%             | 2027-03-14      | Fixed         | 10.84%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8819233.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       289 | PA      | $197.52       | 0.00%             | 2026-09-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8896906.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       786 | PA      | $774.92       | 0.00%             | 2026-09-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8340885.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1640 | PA      | $47.76        | 0.00%             | 2026-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10432156.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2775 | PA      | $2653.26      | 0.00%             | 2027-08-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10258488.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7943 | PA      | $7606.57      | 0.00%             | 2027-06-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2270705.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1925 | PA      | $1895.44      | 0.00%             | 2026-12-17      | Fixed         | 12.61%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9127518.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4864 | PA      | $67.75        | 0.00%             | 2026-11-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10481380.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5212 | PA      | $4976.12      | 0.00%             | 2027-08-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2785121.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9952 | PA      | $9853.09      | 0.00%             | 2027-08-14      | Fixed         | 16.67%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10533991.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12488 | PA      | $11595.52     | 0.00%             | 2027-09-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9874260.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5522 | PA      | $4800.91      | 0.00%             | 2027-04-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2785483.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10034 | PA      | $5693.00      | 0.00%             | 2027-08-14      | Fixed         | 24.04%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10252368.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2458 | PA      | $2375.17      | 0.00%             | 2027-06-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9645156.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4190 | PA      | $3583.62      | 0.00%             | 2027-02-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9629588.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1560 | PA      | $421.47       | 0.00%             | 2027-02-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8103124.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       957 | PA      | $514.60       | 0.00%             | 2036-02-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9186531.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4219 | PA      | $2814.11      | 0.00%             | 2026-12-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                  | LendingClub Corp. - LCX PM, 187235906.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8361 | PA      | $8411.35      | 0.00%             | 2027-03-31      | Fixed         | 13.19%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2652957.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       366 | PA      | $310.91       | 0.00%             | 2027-02-18      | Fixed         | 31.10%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10076902.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2717 | PA      | $2536.25      | 0.00%             | 2027-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9799803.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7580 | PA      | $7422.69      | 0.00%             | 2027-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9658453.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7327 | PA      | $6772.51      | 0.00%             | 2027-02-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2470272.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3498 | PA      | $3455.31      | 0.00%             | 2029-01-20      | Fixed         | 21.01%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9742059.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1839 | PA      | $1804.07      | 0.00%             | 2027-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10640669.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1932 | PA      | $1763.78      | 0.00%             | 2027-09-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10317243.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13973 | PA      | $13422.86     | 0.01%             | 2027-07-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2267969.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1074 | PA      | $1059.29      | 0.00%             | 2026-12-17      | Fixed         | 31.13%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10604197.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10981 | PA      | $10229.44     | 0.00%             | 2027-09-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10650432.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3218 | PA      | $2947.28      | 0.00%             | 2027-09-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9671957.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9185 | PA      | $8866.43      | 0.00%             | 2027-02-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9819644.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8040 | PA      | $7825.48      | 0.00%             | 2027-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9927084.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9720 | PA      | $9458.77      | 0.00%             | 2027-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Ascend Learning LLC                                                         | Ascend Learning LLC, First Lien, Initial CME Term Loan                                            | CUSIP: 04349HAN4<br>LEI: 549300T466HKRLVCD610 | Long             | LON              | CORP              | US        |    769778 | PA      | $753227.87    | 0.29%             | 2028-12-11      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10282580.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2788 | PA      | $2668.64      | 0.00%             | 2027-07-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2930149.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4183 | PA      | $4109.51      | 0.00%             | 2027-09-11      | Fixed         | 17.22%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2780429.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1611 | PA      | $1586.18      | 0.00%             | 2027-03-14      | Fixed         | 12.96%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2780470.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1742 | PA      | $539.41       | 0.00%             | 2027-03-14      | Fixed         | 22.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9357721.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       495 | PA      | $494.83       | 0.00%             | 2027-01-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10037626.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7028 | PA      | $6703.19      | 0.00%             | 2027-05-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8457662.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3523 | PA      | $77.37        | 0.00%             | 2026-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10605845.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1514 | PA      | $1376.31      | 0.00%             | 2027-09-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10305630.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21930 | PA      | $20723.83     | 0.01%             | 2027-07-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10386173.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12005 | PA      | $11478.08     | 0.00%             | 2027-07-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10374712.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3863 | PA      | $3638.11      | 0.00%             | 2027-07-26      | 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        |    500000 | PA      | $511027.58    | 0.20%             | 2029-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10010586.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26122 | PA      | $25123.84     | 0.01%             | 2027-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8059274.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1409 | PA      | $21.13        | 0.00%             | 2036-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7741215.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3427 | PA      | $21.66        | 0.00%             | 2035-10-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9003502.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2831 | PA      | $70.03        | 0.00%             | 2026-10-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2781737.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1430 | PA      | $1415.97      | 0.00%             | 2027-03-14      | Fixed         | 19.91%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9321572.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3072 | PA      | $3019.66      | 0.00%             | 2027-01-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                        | FNMA, 30 Year                                                                                     | CUSIP: 31418MKZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     70738 | PA      | $71353.34     | 0.03%             | 2038-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                      | UGCard, 992015322.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10120345.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7460 | PA      | $7276.37      | 0.00%             | 2027-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2783287.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1884 | PA      | $598.19       | 0.00%             | 2027-03-14      | Fixed         | 29.91%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-12883181.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7180 | PA      | $7259.31      | 0.00%             | 2027-02-28      | Fixed         | 8.99%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10400236.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1585 | PA      | $1500.95      | 0.00%             | 2027-07-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Ensemble RCM LLC                                                            | Ensemble RCM LLC, First Lien, Closing Date CME Term Loan                                          | CUSIP: 29359BAH4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    440955 | PA      | $436728.38    | 0.17%             | 2033-02-09      | Variable      | 6.66%                 | No            |                  2 | On Loan: No      |
| Osaic Holdings, Inc.                                                        | Osaic Holdings, Inc.                                                                              | CUSIP: 00791GAB3<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |    235000 | PA      | $235203.25    | 0.09%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10662924.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8591 | PA      | $7864.17      | 0.00%             | 2027-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10293653.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1118 | PA      | $1055.17      | 0.00%             | 2027-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6958893.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       286 | PA      | $0.00         | 0.00%             | 2035-02-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10310584.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     42934 | PA      | $40802.78     | 0.02%             | 2027-07-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-14578061.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11592 | PA      | $11734.96     | 0.00%             | 2027-06-26      | Fixed         | 11.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8206849.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       201 | PA      | $91.62        | 0.00%             | 2036-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8184756.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       623 | PA      | $449.70       | 0.00%             | 2036-03-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9512652.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8110 | PA      | $5178.36      | 0.00%             | 2027-01-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9994110.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7420 | PA      | $6680.30      | 0.00%             | 2027-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10028232.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10638 | PA      | $8415.49      | 0.00%             | 2027-05-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2782049.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3731 | PA      | $3673.83      | 0.00%             | 2027-03-14      | Fixed         | 14.43%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9949788.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8219 | PA      | $8086.36      | 0.00%             | 2027-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Zelis Payments Buyer, Inc.                                                  | Zelis Payments Buyer, Inc., First Lien, Amendment No. 5 CME Term Loan                             | CUSIP: 98932TAH6<br>LEI: 549300U8NGLZN5R1Y309 | Long             | LON              | CORP              | US        |    465101 | PA      | $451205.79    | 0.17%             | 2031-11-26      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2932935.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4983 | PA      | $4865.50      | 0.00%             | 2027-04-15      | Fixed         | 7.41%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10619763.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10143 | PA      | $9506.19      | 0.00%             | 2027-09-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10199138.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11118 | PA      | $10659.44     | 0.00%             | 2027-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9376727.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1675 | PA      | $1659.84      | 0.00%             | 2027-01-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9836358.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20661 | PA      | $20254.57     | 0.01%             | 2027-03-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2781134.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1343 | PA      | $1322.94      | 0.00%             | 2027-03-14      | Fixed         | 26.83%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2480948.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5758 | PA      | $5664.31      | 0.00%             | 2027-02-05      | Fixed         | 11.69%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10613489.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7457 | PA      | $6799.45      | 0.00%             | 2027-09-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10193662.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8013 | PA      | $7603.11      | 0.00%             | 2027-06-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10353653.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7059 | PA      | $6773.07      | 0.00%             | 2027-07-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10308383.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1700 | PA      | $1633.55      | 0.00%             | 2027-07-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8042594.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       872 | PA      | $12.95        | 0.00%             | 2036-01-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2777367.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1869 | PA      | $135.31       | 0.00%             | 2027-11-14      | Fixed         | 23.84%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9042012.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       801 | PA      | $424.78       | 0.00%             | 2026-11-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10056159.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4592 | PA      | $4169.70      | 0.00%             | 2027-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2779683.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17969 | PA      | $17695.45     | 0.01%             | 2028-01-16      | Fixed         | 24.26%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6815365.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4860 | PA      | $0.61         | 0.00%             | 2035-01-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8470076.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3030 | PA      | $1129.53      | 0.00%             | 2026-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9884710.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3238 | PA      | $3168.05      | 0.00%             | 2027-04-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8432926.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1156 | PA      | $938.34       | 0.00%             | 2026-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8555106.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     37629 | PA      | $555.04       | 0.00%             | 2026-07-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10008119.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13206 | PA      | $12474.08     | 0.00%             | 2027-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10372808.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3972 | PA      | $3799.82      | 0.00%             | 2027-07-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6573435.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       434 | PA      | $0.00         | 0.00%             | 2034-10-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10573165.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7776 | PA      | $7042.61      | 0.00%             | 2027-09-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2931871.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10214 | PA      | $4993.28      | 0.00%             | 2028-02-11      | Fixed         | 28.60%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2782332.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       301 | PA      | $296.82       | 0.00%             | 2027-03-14      | Fixed         | 30.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10236927.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15401 | PA      | $14467.58     | 0.01%             | 2027-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9137217.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2368 | PA      | $2335.40      | 0.00%             | 2026-11-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10504293.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6165 | PA      | $5889.63      | 0.00%             | 2027-08-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10615590.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8835 | PA      | $8193.64      | 0.00%             | 2027-09-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8964388.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1947 | PA      | $1875.32      | 0.00%             | 2026-10-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6320015.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2205 | PA      | $0.00         | 0.00%             | 2034-07-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10599060.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3986 | PA      | $3737.39      | 0.00%             | 2027-09-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10393997.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4582 | PA      | $4401.20      | 0.00%             | 2027-07-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-11810505.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11793 | PA      | $12458.84     | 0.00%             | 2027-08-30      | Fixed         | 21.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10408484.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3185 | PA      | $3050.77      | 0.00%             | 2027-08-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10346080.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2539 | PA      | $1441.57      | 0.00%             | 2027-07-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9866583.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2962 | PA      | $2838.77      | 0.00%             | 2027-03-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9685416.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2527 | PA      | $2459.95      | 0.00%             | 2027-02-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2935078.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       885 | PA      | $871.33       | 0.00%             | 2027-04-12      | Fixed         | 14.10%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10538544.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7569 | PA      | $7103.40      | 0.00%             | 2027-09-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8087986.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3035 | PA      | $35.81        | 0.00%             | 2036-02-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9920371.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       585 | PA      | $559.36       | 0.00%             | 2027-04-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LifePoint Health, Inc.                                                      | LifePoint Health, Inc., First Lien, 2024-2 Refinancing CME Term Loan                              | CUSIP: 75915TAL6<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |    396847 | PA      | $397059.44    | 0.15%             | 2031-05-19      | Variable      | 7.15%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6642443.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1132 | PA      | $0.00         | 0.00%             | 2034-11-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9715394.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1008 | PA      | $966.49       | 0.00%             | 2027-02-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8303564.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7984 | PA      | $3701.30      | 0.00%             | 2036-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9189031.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       271 | PA      | $223.85       | 0.00%             | 2026-12-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9845760.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4825 | PA      | $4638.68      | 0.00%             | 2027-03-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Boxer Parent Co., Inc.                                                      | Boxer Parent Co., Inc., First Lien, 2031 Replacement Dollar CME Term Loan                         | CUSIP: 05988HAQ0<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |   1189496 | PA      | $1106106.59   | 0.43%             | 2031-07-30      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2270631.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3245 | PA      | $3196.93      | 0.00%             | 2026-12-17      | Fixed         | 21.07%                | No            |                  3 | On Loan: No      |
| Highline Aftermarket Acquisition LLC                                        | Highline Aftermarket Acquisition LLC, First Lien, 2025-1 CME Term Loan                            | CUSIP: 43110HAF6<br>LEI: 254900Q5W6G5KG3GHJ04 | Long             | LON              | CORP              | US        |     22556 | PA      | $22556.38     | 0.01%             | 2030-02-19      | Variable      | 7.17%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7463702.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3142 | PA      | $6.48         | 0.00%             | 2035-08-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2656610.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3696 | PA      | $3637.66      | 0.00%             | 2027-02-18      | Fixed         | 15.94%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10207649.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9577 | PA      | $9233.59      | 0.00%             | 2027-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9720802.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1904 | PA      | $1852.25      | 0.00%             | 2027-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9380435.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2593 | PA      | $2544.23      | 0.00%             | 2027-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10153627.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       543 | PA      | $529.96       | 0.00%             | 2027-06-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2789041.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1586 | PA      | $1562.74      | 0.00%             | 2027-03-14      | Fixed         | 27.27%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10304021.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7282 | PA      | $6922.03      | 0.00%             | 2027-07-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2932165.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4917 | PA      | $4799.36      | 0.00%             | 2027-04-11      | Fixed         | 5.86%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6741238.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       532 | PA      | $0.13         | 0.00%             | 2034-12-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9120449.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3990 | PA      | $3156.40      | 0.00%             | 2026-11-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10254320.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6252 | PA      | $5856.89      | 0.00%             | 2027-06-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10547415.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2578 | PA      | $2420.72      | 0.00%             | 2027-09-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9339409.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       791 | PA      | $771.96       | 0.00%             | 2027-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10441755.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7444 | PA      | $7126.11      | 0.00%             | 2027-08-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10357489.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15687 | PA      | $14759.54     | 0.01%             | 2027-07-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9062565.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14012 | PA      | $13379.36     | 0.01%             | 2026-11-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8517116.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3113 | PA      | $65.39        | 0.00%             | 2026-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7321205.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       463 | PA      | $0.21         | 0.00%             | 2035-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Encore Capital Group, Inc.                                                  | Encore Capital Group, Inc.                                                                        | CUSIP: 292554AR3<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |    400000 | PA      | $423179.60    | 0.16%             | 2030-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8021897.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1774 | PA      | $881.28       | 0.00%             | 2036-01-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10545900.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       624 | PA      | $569.45       | 0.00%             | 2027-09-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9738372.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6602 | PA      | $6176.07      | 0.00%             | 2027-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10281686.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       650 | PA      | $626.07       | 0.00%             | 2027-07-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10076520.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6087 | PA      | $5812.14      | 0.00%             | 2027-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10232065.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1850 | PA      | $1742.65      | 0.00%             | 2027-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10104678.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2196 | PA      | $1259.83      | 0.00%             | 2027-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7212464.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       232 | PA      | $2.41         | 0.00%             | 2035-05-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                       | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 31288HBR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6657 | PA      | $6798.09      | 0.00%             | 2033-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9706458.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4282 | PA      | $77.90        | 0.00%             | 2027-02-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8347238.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1307 | PA      | $893.33       | 0.00%             | 2026-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10598302.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6255 | PA      | $5823.30      | 0.00%             | 2027-09-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9720151.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1110 | PA      | $1077.28      | 0.00%             | 2027-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9902388.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3854 | PA      | $3784.80      | 0.00%             | 2027-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10650732.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20550 | PA      | $18826.31     | 0.01%             | 2027-09-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10600569.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1658 | PA      | $1530.20      | 0.00%             | 2027-09-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2934761.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2202 | PA      | $2168.79      | 0.00%             | 2027-04-12      | Fixed         | 26.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9715899.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       666 | PA      | $620.86       | 0.00%             | 2027-02-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2789352.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3155 | PA      | $3105.81      | 0.00%             | 2027-03-14      | Fixed         | 10.18%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10076276.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2747 | PA      | $2387.53      | 0.00%             | 2027-05-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10597263.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       896 | PA      | $806.87       | 0.00%             | 2027-09-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10534305.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4537 | PA      | $4252.15      | 0.00%             | 2027-09-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9199431.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15327 | PA      | $14939.98     | 0.01%             | 2026-12-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2928632.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2568 | PA      | $2506.41      | 0.00%             | 2027-04-11      | Fixed         | 5.88%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2785508.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       873 | PA      | $860.63       | 0.00%             | 2027-03-14      | Fixed         | 25.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10391140.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8366 | PA      | $7921.15      | 0.00%             | 2027-07-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10442425.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28619 | PA      | $27271.09     | 0.01%             | 2027-08-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10336583.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9955 | PA      | $8747.05      | 0.00%             | 2027-07-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                      | UGCard, 992368806.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2029-04-20      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-12847750.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7293 | PA      | $7373.41      | 0.00%             | 2027-04-15      | Fixed         | 10.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10640636.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3591 | PA      | $3318.60      | 0.00%             | 2027-09-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10367401.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2689 | PA      | $2559.59      | 0.00%             | 2027-07-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10317994.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21734 | PA      | $20560.62     | 0.01%             | 2027-07-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9768213.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2736 | PA      | $2639.94      | 0.00%             | 2027-03-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10028916.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2076 | PA      | $2006.34      | 0.00%             | 2027-05-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2785265.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1099 | PA      | $1082.36      | 0.00%             | 2027-03-14      | Fixed         | 13.07%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10324281.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3096 | PA      | $2970.61      | 0.00%             | 2027-07-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2788795.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2804 | PA      | $2759.09      | 0.00%             | 2027-03-14      | Fixed         | 18.58%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7047312.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1270 | PA      | $0.00         | 0.00%             | 2035-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10108033.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3561 | PA      | $3501.94      | 0.00%             | 2027-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2784177.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2297 | PA      | $2274.74      | 0.00%             | 2027-08-14      | Fixed         | 16.34%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9753403.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1445 | PA      | $1430.59      | 0.00%             | 2027-03-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10250393.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14741 | PA      | $14388.31     | 0.01%             | 2027-06-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10172543.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2736 | PA      | $2644.27      | 0.00%             | 2027-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10508204.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       887 | PA      | $858.92       | 0.00%             | 2027-08-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10109690.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1612 | PA      | $1604.69      | 0.00%             | 2027-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10571351.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31611 | PA      | $29138.74     | 0.01%             | 2027-09-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2782210.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1307 | PA      | $1287.42      | 0.00%             | 2027-03-14      | Fixed         | 14.35%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10468715.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2819 | PA      | $2426.01      | 0.00%             | 2027-08-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                        | FNMA, 30 Year                                                                                     | CUSIP: 31418DTS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2046240 | PA      | $1805076.06   | 0.70%             | 2050-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KnowBe4, Inc.                                                               | KnowBe4, Inc., First Lien, CME Term Loan                                                          | CUSIP: 49925TAD7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    187031 | PA      | $167704.38    | 0.06%             | 2032-07-23      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10229226.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2131 | PA      | $1373.21      | 0.00%             | 2027-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2781288.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       796 | PA      | $783.81       | 0.00%             | 2027-03-14      | Fixed         | 15.20%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8883088.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       122 | PA      | $121.85       | 0.00%             | 2026-09-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8059674.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1121 | PA      | $601.08       | 0.00%             | 2036-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6735929.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7388 | PA      | $0.47         | 0.00%             | 2034-12-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10232168.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2057 | PA      | $1992.00      | 0.00%             | 2027-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6268433.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       284 | PA      | $0.14         | 0.00%             | 2034-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2928316.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       983 | PA      | $967.23       | 0.00%             | 2027-04-11      | Fixed         | 25.25%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10542176.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2707 | PA      | $2540.80      | 0.00%             | 2027-09-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10660001.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4174 | PA      | $3804.59      | 0.00%             | 2027-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7863722.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       926 | PA      | $4.77         | 0.00%             | 2035-12-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10258569.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13158 | PA      | $12377.31     | 0.00%             | 2027-06-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10111511.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17072 | PA      | $15087.73     | 0.01%             | 2027-05-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10285254.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1104 | PA      | $1057.65      | 0.00%             | 2027-07-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Soliant Lower Intermediate LLC                                              | Soliant Lower Intermediate LLC, First Lien, Initial CME Term Loan                                 | CUSIP: 83421EAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    558405 | PA      | $418803.66    | 0.16%             | 2031-07-18      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7262587.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11195 | PA      | $10.03        | 0.00%             | 2035-05-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6001577.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1056 | PA      | $0.07         | 0.00%             | 2034-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10204441.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8745 | PA      | $8407.52      | 0.00%             | 2027-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9685903.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2498 | PA      | $2379.21      | 0.00%             | 2027-02-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9746584.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12467 | PA      | $12198.16     | 0.00%             | 2027-03-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10445028.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3938 | PA      | $3763.16      | 0.00%             | 2027-08-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10605616.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5925 | PA      | $5520.21      | 0.00%             | 2027-09-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10542771.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3211 | PA      | $3011.85      | 0.00%             | 2027-09-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2450581.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1315 | PA      | $1033.11      | 0.00%             | 2027-01-21      | Fixed         | 25.25%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9273579.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1407 | PA      | $1078.04      | 0.00%             | 2026-12-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9917574.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1310 | PA      | $1269.01      | 0.00%             | 2027-04-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8304341.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       905 | PA      | $746.64       | 0.00%             | 2036-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8059935.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17163 | PA      | $228.67       | 0.00%             | 2036-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10342194.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4609 | PA      | $4393.62      | 0.00%             | 2027-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9213633.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1825 | PA      | $1780.98      | 0.00%             | 2026-12-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| ARC Falcon I, Inc. / Arclin USA LLC / New Arclin US Holding Corp.           | ARC Falcon I, Inc. / Arclin USA LLC / New Arclin US Holding Corp.                                 | CUSIP: 03881HAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    525000 | PA      | $505926.75    | 0.20%             | 2033-03-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10514228.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6957 | PA      | $6619.71      | 0.00%             | 2027-08-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9624954.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2646 | PA      | $2606.17      | 0.00%             | 2027-01-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9763324.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2377 | PA      | $1082.04      | 0.00%             | 2027-03-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2476577.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       691 | PA      | $680.82       | 0.00%             | 2027-01-21      | Fixed         | 11.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10392644.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2606 | PA      | $2474.68      | 0.00%             | 2027-07-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9996460.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5028 | PA      | $4318.75      | 0.00%             | 2027-04-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9302443.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5447 | PA      | $4272.45      | 0.00%             | 2027-01-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9302854.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1166 | PA      | $861.98       | 0.00%             | 2027-01-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10234737.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1287 | PA      | $1201.71      | 0.00%             | 2027-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10162063.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3883 | PA      | $3703.82      | 0.00%             | 2027-06-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                        | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 36202DMD0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1386 | PA      | $1436.22      | 0.00%             | 2031-03-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Signia Aerospace LLC                                                        | Signia Aerospace LLC, First Lien, CME Term Loan                                                   | CUSIP: 82670NAG1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    279471 | PA      | $280519.45    | 0.11%             | 2031-12-11      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2782824.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4475 | PA      | $325.74       | 0.00%             | 2027-03-14      | Fixed         | 19.61%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10365595.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23468 | PA      | $22357.94     | 0.01%             | 2027-07-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10510929.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1516 | PA      | $1345.84      | 0.00%             | 2027-08-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9868759.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7660 | PA      | $7445.06      | 0.00%             | 2027-03-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10293114.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26791 | PA      | $25692.99     | 0.01%             | 2027-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10147384.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6989 | PA      | $6786.08      | 0.00%             | 2027-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10450633.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     62557 | PA      | $59946.36     | 0.02%             | 2027-08-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10323853.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3245 | PA      | $3103.79      | 0.00%             | 2027-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9209498.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       253 | PA      | $246.59       | 0.00%             | 2026-12-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7794684.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       161 | PA      | $22.41        | 0.00%             | 2035-11-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10201758.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11062 | PA      | $10585.78     | 0.00%             | 2027-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9277855.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3523 | PA      | $3458.97      | 0.00%             | 2026-12-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7406230.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       234 | PA      | $0.13         | 0.00%             | 2035-07-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10173870.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       329 | PA      | $325.17       | 0.00%             | 2027-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                         | Prosper Funding LLC, 1740496.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2483 | PA      | $2489.62      | 0.00%             | 2027-04-05      | Fixed         | 14.19%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6575505.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       818 | PA      | $0.02         | 0.00%             | 2034-10-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9038969.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       920 | PA      | $906.72       | 0.00%             | 2026-11-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10352262.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4518 | PA      | $4287.33      | 0.00%             | 2027-07-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10210414.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5487 | PA      | $5123.84      | 0.00%             | 2027-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10203422.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       949 | PA      | $897.29       | 0.00%             | 2027-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10468652.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4303 | PA      | $4083.65      | 0.00%             | 2027-08-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8855848.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9573 | PA      | $7747.22      | 0.00%             | 2026-09-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9135932.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       670 | PA      | $653.61       | 0.00%             | 2026-11-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                      | UGCard, 992445261.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2029-04-17      | Fixed         | 14.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10342895.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15534 | PA      | $14868.15     | 0.01%             | 2027-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                         | Prosper Funding LLC, 1740187.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1449 | PA      | $1462.06      | 0.00%             | 2027-04-01      | Fixed         | 15.10%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10533126.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3033 | PA      | $2763.42      | 0.00%             | 2027-08-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10488304.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10498 | PA      | $9909.12      | 0.00%             | 2027-08-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10407518.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9990 | PA      | $9590.54      | 0.00%             | 2027-08-03      | 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        |    578710 | PA      | $545975.45    | 0.21%             | 2028-03-13      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9367444.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1742 | PA      | $1579.80      | 0.00%             | 2027-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10478390.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11768 | PA      | $11152.48     | 0.00%             | 2027-08-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8054545.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2066 | PA      | $32.76        | 0.00%             | 2036-02-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9193398.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1308 | PA      | $1292.43      | 0.00%             | 2026-12-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8532557.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       969 | PA      | $558.99       | 0.00%             | 2026-06-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8640554.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3732 | PA      | $3379.76      | 0.00%             | 2026-07-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW1893730.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3497 | PA      | $1089.70      | 0.00%             | 2027-03-21      | Fixed         | 26.84%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7559616.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       985 | PA      | $2.51         | 0.00%             | 2035-09-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10263566.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1489 | PA      | $1440.28      | 0.00%             | 2027-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9007123.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4621 | PA      | $2593.38      | 0.00%             | 2026-10-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10360360.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1742 | PA      | $1086.98      | 0.00%             | 2027-07-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 5989835.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3543 | PA      | $0.49         | 0.00%             | 2034-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10385269.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29705 | PA      | $28429.23     | 0.01%             | 2027-07-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9995522.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4893 | PA      | $4729.09      | 0.00%             | 2027-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10512373.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6782 | PA      | $6499.90      | 0.00%             | 2027-08-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10363502.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4762 | PA      | $4553.33      | 0.00%             | 2027-07-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9705001.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6384 | PA      | $6225.69      | 0.00%             | 2027-02-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9470687.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4011 | PA      | $3922.53      | 0.00%             | 2027-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Kodiak Gas Services LLC                                                     | Kodiak Gas Services LLC                                                                           | CUSIP: 50012LAE4<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    130000 | PA      | $132165.41    | 0.05%             | 2035-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10566294.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     35371 | PA      | $33000.03     | 0.01%             | 2027-09-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10502031.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6419 | PA      | $6089.80      | 0.00%             | 2027-08-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10356858.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3469 | PA      | $3322.02      | 0.00%             | 2027-07-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10229592.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30420 | PA      | $29255.81     | 0.01%             | 2027-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-12846368.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5944 | PA      | $6127.66      | 0.00%             | 2027-03-01      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9365965.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24522 | PA      | $16671.53     | 0.01%             | 2027-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10307275.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3120 | PA      | $2891.85      | 0.00%             | 2027-07-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2788950.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3575 | PA      | $3524.80      | 0.00%             | 2027-03-14      | Fixed         | 30.14%                | No            |                  3 | On Loan: No      |
| Verde Purchaser LLC                                                         | Verde Purchaser LLC, First Lien, Second Refinancing CME Term Loan                                 | CUSIP: 92338TAB2<br>LEI: 2549004HFEKMUGBG3Z35 | Long             | LON              | CORP              | US        |    650337 | PA      | $633613.96    | 0.24%             | 2030-11-30      | Variable      | 7.67%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10292466.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4570 | PA      | $4335.03      | 0.00%             | 2027-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10334797.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8964 | PA      | $8605.65      | 0.00%             | 2027-07-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9190286.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       319 | PA      | $259.93       | 0.00%             | 2026-12-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10092357.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3528 | PA      | $3385.66      | 0.00%             | 2027-05-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2473306.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1951 | PA      | $336.53       | 0.00%             | 2027-01-20      | Fixed         | 21.55%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2111832.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4713 | PA      | $829.06       | 0.00%             | 2027-09-24      | Fixed         | 31.16%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10620148.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6018 | PA      | $5639.14      | 0.00%             | 2027-09-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2787933.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       362 | PA      | $356.48       | 0.00%             | 2028-01-14      | Fixed         | 20.81%                | No            |                  3 | On Loan: No      |
| ProAmpac PG Borrower LLC                                                    | ProAmpac PG Borrower LLC, First Lien, Initial USD CME Term Loan                                   | CUSIP: 74274NAM5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    540390 | PA      | $523232.51    | 0.20%             | 2033-02-18      | Variable      | 7.67%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10292569.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13968 | PA      | $13434.71     | 0.01%             | 2027-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10103277.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2585 | PA      | $2523.43      | 0.00%             | 2027-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9623575.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2038 | PA      | $2027.99      | 0.00%             | 2027-01-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2781045.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1860 | PA      | $1831.10      | 0.00%             | 2027-03-14      | Fixed         | 12.41%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9881959.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3888 | PA      | $3795.12      | 0.00%             | 2027-04-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10580588.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     36263 | PA      | $33565.46     | 0.01%             | 2027-09-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9721245.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12981 | PA      | $12792.52     | 0.00%             | 2027-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10092855.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30066 | PA      | $29453.67     | 0.01%             | 2027-05-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2266605.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       633 | PA      | $624.81       | 0.00%             | 2026-12-17      | Fixed         | 31.38%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10237888.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12243 | PA      | $11473.73     | 0.00%             | 2027-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10652892.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11192 | PA      | $10480.41     | 0.00%             | 2027-09-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9808393.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9966 | PA      | $9771.06      | 0.00%             | 2027-03-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8797767.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3165 | PA      | $2366.77      | 0.00%             | 2026-09-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10663719.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2972 | PA      | $2720.58      | 0.00%             | 2027-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10394162.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8810 | PA      | $8490.97      | 0.00%             | 2027-07-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8604749.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2042 | PA      | $18.83        | 0.00%             | 2026-07-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9946311.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3096 | PA      | $2730.33      | 0.00%             | 2027-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9986684.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5904 | PA      | $5708.44      | 0.00%             | 2027-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9978356.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5860 | PA      | $5690.69      | 0.00%             | 2027-04-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9225370.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7472 | PA      | $7342.13      | 0.00%             | 2026-12-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10311816.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2352 | PA      | $2257.25      | 0.00%             | 2027-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9313917.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       476 | PA      | $470.33       | 0.00%             | 2027-01-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2782686.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10383 | PA      | $755.05       | 0.00%             | 2027-08-14      | Fixed         | 25.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8956946.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8756 | PA      | $8615.30      | 0.00%             | 2026-10-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8934327.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2242 | PA      | $2005.16      | 0.00%             | 2026-10-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9786668.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4174 | PA      | $4087.89      | 0.00%             | 2027-03-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2475846.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1153 | PA      | $1137.47      | 0.00%             | 2027-01-20      | Fixed         | 23.25%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7845604.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        16 | PA      | $7.27         | 0.00%             | 2035-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8360909.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       312 | PA      | $249.70       | 0.00%             | 2026-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6024861.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2667 | PA      | $0.04         | 0.00%             | 2034-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2481444.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2519 | PA      | $842.57       | 0.00%             | 2027-01-21      | Fixed         | 20.35%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10298529.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1558 | PA      | $1363.34      | 0.00%             | 2027-07-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9273394.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1102 | PA      | $1032.74      | 0.00%             | 2026-12-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10512884.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2172 | PA      | $2015.08      | 0.00%             | 2027-08-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6379217.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       478 | PA      | $0.00         | 0.00%             | 2034-08-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7828343.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1341 | PA      | $580.67       | 0.00%             | 2035-11-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8904098.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       195 | PA      | $184.60       | 0.00%             | 2026-09-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10136528.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       638 | PA      | $621.29       | 0.00%             | 2027-05-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10185394.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2867 | PA      | $2636.29      | 0.00%             | 2027-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9974348.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29626 | PA      | $25857.81     | 0.01%             | 2027-04-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10235810.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4120 | PA      | $3845.61      | 0.00%             | 2027-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10242625.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3627 | PA      | $3488.91      | 0.00%             | 2027-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10579275.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1900 | PA      | $1731.20      | 0.00%             | 2027-09-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10088671.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12458 | PA      | $11775.71     | 0.00%             | 2027-05-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7337996.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3988 | PA      | $4.18         | 0.00%             | 2035-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10279223.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8684 | PA      | $6314.21      | 0.00%             | 2027-07-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                      | UGCard, 992102898.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2028-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Genmab A/S                                                                  | Genmab A/S, First Lien, Initial CME Term Loan, B                                                  | CUSIP: 37231EAB8<br>LEI: 529900MTJPDPE4MHJ122 | Long             | LON              | CORP              | DK        |     74360 | PA      | $74726.35     | 0.03%             | 2032-12-13      | Variable      | 6.73%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9857151.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2153 | PA      | $2023.52      | 0.00%             | 2027-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10337369.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11887 | PA      | $11332.88     | 0.00%             | 2027-07-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10302790.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12338 | PA      | $11776.40     | 0.00%             | 2027-07-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9336578.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12240 | PA      | $12096.07     | 0.00%             | 2027-01-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9649805.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10597 | PA      | $10123.61     | 0.00%             | 2027-02-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                         | Prosper Funding LLC, 1605548.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1291 | PA      | $1291.75      | 0.00%             | 2026-08-16      | Fixed         | 12.30%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7655820.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1434 | PA      | $5.23         | 0.00%             | 2035-10-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10280862.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15942 | PA      | $15127.83     | 0.01%             | 2027-07-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10379528.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7480 | PA      | $7160.91      | 0.00%             | 2027-07-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10169442.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     58856 | PA      | $56655.52     | 0.02%             | 2027-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10404287.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2535 | PA      | $2430.69      | 0.00%             | 2027-08-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8169094.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2539 | PA      | $1619.61      | 0.00%             | 2036-03-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9341926.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2723 | PA      | $2662.46      | 0.00%             | 2027-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10532221.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6822 | PA      | $6321.57      | 0.00%             | 2027-08-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8269644.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       772 | PA      | $402.04       | 0.00%             | 2036-04-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10164228.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1933 | PA      | $1784.84      | 0.00%             | 2027-06-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10315536.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1027 | PA      | $984.76       | 0.00%             | 2027-07-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9813878.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13811 | PA      | $13228.60     | 0.01%             | 2027-03-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| ADMI Corp.                                                                  | ADMI Corp., First Lien, Amendment No. 4 Refinancing CME Term Loan                                 | CUSIP: 00709LAH0<br>LEI: 5493008U1LYGMQWO7N12 | Long             | LON              | CORP              | US        |    742023 | PA      | $697634.94    | 0.27%             | 2027-12-23      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10132561.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       479 | PA      | $419.35       | 0.00%             | 2027-05-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9791098.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       449 | PA      | $435.10       | 0.00%             | 2027-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2784249.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8709 | PA      | $8575.10      | 0.00%             | 2027-03-14      | Fixed         | 12.05%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9936923.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23170 | PA      | $22264.41     | 0.01%             | 2027-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10074039.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1273 | PA      | $1244.55      | 0.00%             | 2027-05-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10212943.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33417 | PA      | $32460.36     | 0.01%             | 2027-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-12804826.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2229 | PA      | $2287.37      | 0.00%             | 2027-04-08      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10566763.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12690 | PA      | $11901.45     | 0.00%             | 2027-09-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7661360.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       362 | PA      | $1.64         | 0.00%             | 2035-10-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10574831.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29500 | PA      | $27346.04     | 0.01%             | 2027-09-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9896581.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1121 | PA      | $1087.74      | 0.00%             | 2027-04-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9859135.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       882 | PA      | $857.50       | 0.00%             | 2027-03-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9869078.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       830 | PA      | $810.45       | 0.00%             | 2027-03-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10334259.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2158 | PA      | $2081.39      | 0.00%             | 2027-07-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9759169.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1059 | PA      | $1041.24      | 0.00%             | 2027-03-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10611803.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5729 | PA      | $5335.28      | 0.00%             | 2027-09-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9767219.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5181 | PA      | $5081.80      | 0.00%             | 2027-03-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10367473.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2782 | PA      | $2612.55      | 0.00%             | 2027-07-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                         | Prosper Funding LLC, 1755876.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8633 | PA      | $8729.70      | 0.00%             | 2028-03-31      | Fixed         | 19.30%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7905396.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6605 | PA      | $55.83        | 0.00%             | 2035-12-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9049293.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       628 | PA      | $609.29       | 0.00%             | 2026-11-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                  | LendingClub Corp. - LCX PM, 187804301.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9911 | PA      | $10122.30     | 0.00%             | 2027-03-31      | Fixed         | 19.67%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7808380.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6558 | PA      | $62.64        | 0.00%             | 2035-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8839021.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25937 | PA      | $19500.58     | 0.01%             | 2026-09-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10182767.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11834 | PA      | $11405.36     | 0.00%             | 2027-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10641354.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       895 | PA      | $829.27       | 0.00%             | 2027-09-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10219250.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1271 | PA      | $1208.92      | 0.00%             | 2027-06-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9885596.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3089 | PA      | $2968.32      | 0.00%             | 2027-04-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9887550.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1237 | PA      | $1217.14      | 0.00%             | 2027-04-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9742353.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2646 | PA      | $2581.57      | 0.00%             | 2027-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7055837.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5733 | PA      | $0.78         | 0.00%             | 2035-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2784241.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2228 | PA      | $2194.89      | 0.00%             | 2027-03-14      | Fixed         | 10.82%                | No            |                  3 | On Loan: No      |
| Acrisure LLC                                                                | Acrisure LLC, First Lien, CME Term Loan, B6                                                       | CUSIP: 00488PAV7<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |   1102368 | PA      | $1070124.09   | 0.41%             | 2030-11-06      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8640551.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         5 | PA      | $4.33         | 0.00%             | 2026-07-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8171795.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1193 | PA      | $827.46       | 0.00%             | 2036-03-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9067515.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2000 | PA      | $1279.67      | 0.00%             | 2026-11-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10012142.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13403 | PA      | $12237.69     | 0.00%             | 2027-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8016422.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       620 | PA      | $6.77         | 0.00%             | 2036-01-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                         | Prosper Funding LLC, 1734128.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2652 | PA      | $2282.28      | 0.00%             | 2027-03-23      | Fixed         | 10.08%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10610519.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9871 | PA      | $9195.64      | 0.00%             | 2027-09-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Solstice Advanced Materials, Inc.                                           | Solstice Advanced Materials, Inc.                                                                 | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |    625000 | PA      | $616895.13    | 0.24%             | 2033-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CACI International, Inc.                                                    | CACI International, Inc.                                                                          | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |    425000 | PA      | $432911.80    | 0.17%             | 2033-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8996209.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1341 | PA      | $1333.97      | 0.00%             | 2026-10-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10483585.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     32626 | PA      | $29662.36     | 0.01%             | 2027-08-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Diversified Healthcare Trust                                                | Diversified Healthcare Trust                                                                      | CUSIP: 25525PAE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1201713.17   | 0.46%             | 2030-10-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10011585.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     38675 | PA      | $37606.22     | 0.01%             | 2027-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Nexstar Media, Inc.                                                         | Nexstar Media, Inc.                                                                               | CUSIP: 65346UAB5<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |    510000 | PA      | $514194.24    | 0.20%             | 2033-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9361026.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10525 | PA      | $10338.53     | 0.00%             | 2027-01-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9914257.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     34722 | PA      | $17684.36     | 0.01%             | 2027-04-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Conair Holdings LLC                                                         | Conair Holdings LLC, First Lien, CME Term Loan, B                                                 | CUSIP: 20600RAB8<br>LEI: 549300804G00T34FLV17 | Long             | LON              | CORP              | US        |    318481 | PA      | $225325.09    | 0.09%             | 2028-05-17      | Variable      | 7.53%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10311201.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1644 | PA      | $1572.22      | 0.00%             | 2027-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9793218.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4942 | PA      | $4439.95      | 0.00%             | 2027-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Watco Cos. LLC / Watco Finance Corp.                                        | Watco Cos. LLC / Watco Finance Corp.                                                              | CUSIP: 941130AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    660000 | PA      | $678476.70    | 0.26%             | 2032-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9100368.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1929 | PA      | $1117.05      | 0.00%             | 2026-11-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8627926.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1225 | PA      | $608.76       | 0.00%             | 2026-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2111688.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       534 | PA      | $528.30       | 0.00%             | 2026-11-24      | Fixed         | 25.07%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10373315.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15131 | PA      | $14518.47     | 0.01%             | 2027-07-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8468391.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6501 | PA      | $3353.42      | 0.00%             | 2026-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10437170.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10967 | PA      | $10471.37     | 0.00%             | 2027-08-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10411719.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3560 | PA      | $3093.27      | 0.00%             | 2027-08-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10304563.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3923 | PA      | $3355.67      | 0.00%             | 2027-07-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10186854.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1376 | PA      | $1335.36      | 0.00%             | 2027-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8630523.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9588 | PA      | $242.09       | 0.00%             | 2026-07-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                  | LendingClub Corp. - LCX PM, 186654687.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7605 | PA      | $715.29       | 0.00%             | 2027-03-20      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6260850.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22653 | PA      | $0.38         | 0.00%             | 2034-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10341699.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25425 | PA      | $24352.43     | 0.01%             | 2027-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9786500.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2609 | PA      | $2543.84      | 0.00%             | 2027-03-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10114453.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16358 | PA      | $15799.40     | 0.01%             | 2027-05-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10223540.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10932 | PA      | $10364.99     | 0.00%             | 2027-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6505651.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11018 | PA      | $0.00         | 0.00%             | 2034-09-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2780348.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2453 | PA      | $2414.62      | 0.00%             | 2027-08-14      | Fixed         | 25.03%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10512900.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3071 | PA      | $2778.05      | 0.00%             | 2027-08-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7227866.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       725 | PA      | $14.12        | 0.00%             | 2035-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10323647.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       382 | PA      | $368.28       | 0.00%             | 2027-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9717761.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       682 | PA      | $674.72       | 0.00%             | 2027-02-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9997998.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2948 | PA      | $449.77       | 0.00%             | 2027-04-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9972919.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1814 | PA      | $1782.76      | 0.00%             | 2027-04-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-14531002.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       777 | PA      | $776.78       | 0.00%             | 2026-08-20      | Fixed         | 17.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9925332.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3314 | PA      | $3185.34      | 0.00%             | 2027-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Mauser Packaging Solutions Holding Co.                                      | Mauser Packaging Solutions Holding Co., First Lien, 2025 CME Term Loan                            | CUSIP: 57763TAF0<br>LEI: 549300DNGHXL0OMHW304 | Long             | LON              | CORP              | US        |    670000 | PA      | $649300.35    | 0.25%             | 2030-04-15      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6210686.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       770 | PA      | $0.00         | 0.00%             | 2034-06-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6484990.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8174 | PA      | $0.00         | 0.00%             | 2034-09-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10109346.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23701 | PA      | $22467.25     | 0.01%             | 2027-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Pre-Paid Legal Services, Inc.                                               | Pre-Paid Legal Services, Inc., First Lien, Initial CME Term Loan                                  | CUSIP: 74006LAS1<br>LEI: 549300DKH5WJ2J8QU878 | Long             | LON              | CORP              | US        |    677437 | PA      | $589854.31    | 0.23%             | 2028-12-07      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2788518.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1184 | PA      | $1166.52      | 0.00%             | 2027-03-14      | Fixed         | 27.34%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2783176.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1602 | PA      | $1578.60      | 0.00%             | 2027-03-14      | Fixed         | 24.55%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2479214.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3098 | PA      | $3062.86      | 0.00%             | 2027-01-21      | Fixed         | 30.90%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8354862.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26607 | PA      | $728.92       | 0.00%             | 2026-05-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2785339.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3332 | PA      | $3281.03      | 0.00%             | 2027-03-14      | Fixed         | 13.26%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9856568.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4349 | PA      | $4240.98      | 0.00%             | 2027-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6934280.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       655 | PA      | $0.00         | 0.00%             | 2035-02-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9358454.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1547 | PA      | $1464.49      | 0.00%             | 2027-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10069136.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       387 | PA      | $378.59       | 0.00%             | 2027-05-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9996361.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2727 | PA      | $2635.61      | 0.00%             | 2027-04-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9652606.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       454 | PA      | $441.97       | 0.00%             | 2027-02-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10349121.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4496 | PA      | $4318.78      | 0.00%             | 2027-07-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Hologic, Inc.                                                               | Hologic, Inc., First Lien, CME Term Loan, B                                                       | CUSIP: 43644ABL2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1000000 | PA      | $989315.00    | 0.38%             | 2033-01-14      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9869836.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6333 | PA      | $6201.36      | 0.00%             | 2027-03-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2932656.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1385 | PA      | $1364.89      | 0.00%             | 2027-09-12      | Fixed         | 27.65%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6681576.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2334 | PA      | $0.00         | 0.00%             | 2034-11-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8333227.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5745 | PA      | $4158.25      | 0.00%             | 2026-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10618030.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4970 | PA      | $4545.66      | 0.00%             | 2027-09-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8360992.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7089 | PA      | $4702.45      | 0.00%             | 2026-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2789642.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3703 | PA      | $2365.40      | 0.00%             | 2027-03-14      | Fixed         | 28.34%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9838337.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       329 | PA      | $326.98       | 0.00%             | 2027-03-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6807351.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       573 | PA      | $0.00         | 0.00%             | 2034-12-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7006832.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11202 | PA      | $0.12         | 0.00%             | 2035-03-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9884795.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       739 | PA      | $724.64       | 0.00%             | 2027-04-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10288710.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9969 | PA      | $9585.91      | 0.00%             | 2027-07-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10391298.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5779 | PA      | $5520.74      | 0.00%             | 2027-07-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2783926.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4231 | PA      | $4134.26      | 0.00%             | 2027-03-14      | Fixed         | 7.49%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10276742.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4079 | PA      | $3920.81      | 0.00%             | 2027-07-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9985677.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23832 | PA      | $21976.20     | 0.01%             | 2027-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8279479.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1568 | PA      | $1006.68      | 0.00%             | 2036-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9976841.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1403 | PA      | $1369.28      | 0.00%             | 2027-04-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6054550.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4497 | PA      | $0.32         | 0.00%             | 2034-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9676686.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1002 | PA      | $968.21       | 0.00%             | 2027-02-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6560669.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       297 | PA      | $0.00         | 0.00%             | 2034-10-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8000433.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1067 | PA      | $7.99         | 0.00%             | 2036-01-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8900831.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6216 | PA      | $141.72       | 0.00%             | 2026-09-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10133004.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3991 | PA      | $3524.59      | 0.00%             | 2027-05-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9375841.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1673 | PA      | $1661.49      | 0.00%             | 2027-01-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9146280.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12928 | PA      | $12188.12     | 0.00%             | 2026-11-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9893199.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2516 | PA      | $2432.86      | 0.00%             | 2027-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9322443.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5481 | PA      | $5343.81      | 0.00%             | 2027-01-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-12831439.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8844 | PA      | $8942.73      | 0.00%             | 2027-04-16      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8344755.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       312 | PA      | $188.68       | 0.00%             | 2026-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2780580.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       955 | PA      | $945.75       | 0.00%             | 2027-03-14      | Fixed         | 17.70%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                         | Prosper Funding LLC, 1651085.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       971 | PA      | $991.37       | 0.00%             | 2026-11-05      | Fixed         | 25.60%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2927743.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2153 | PA      | $2130.01      | 0.00%             | 2027-04-11      | Fixed         | 15.66%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10605802.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1600 | PA      | $1454.09      | 0.00%             | 2027-09-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9271526.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       790 | PA      | $782.13       | 0.00%             | 2026-12-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7724838.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22645 | PA      | $136.05       | 0.00%             | 2035-10-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| TransDigm, Inc.                                                             | TransDigm, Inc.                                                                                   | CUSIP: 893647BW6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    170000 | PA      | $170094.11    | 0.07%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10503833.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2997 | PA      | $2866.15      | 0.00%             | 2027-08-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9978141.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24390 | PA      | $502.00       | 0.00%             | 2027-04-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10324204.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2541 | PA      | $2447.21      | 0.00%             | 2027-07-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9905103.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3578 | PA      | $3480.30      | 0.00%             | 2027-04-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9720887.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3592 | PA      | $3542.95      | 0.00%             | 2027-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10620252.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3896 | PA      | $3629.33      | 0.00%             | 2027-09-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10431201.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11352 | PA      | $10865.79     | 0.00%             | 2027-08-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2656342.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       217 | PA      | $214.30       | 0.00%             | 2027-02-18      | Fixed         | 30.71%                | No            |                  3 | On Loan: No      |
| Dream Finders Homes, Inc.                                                   | Dream Finders Homes, Inc.                                                                         | CUSIP: 26154DAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $508516.93    | 0.20%             | 2028-08-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10040393.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8261 | PA      | $6503.53      | 0.00%             | 2027-05-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7486693.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1539 | PA      | $3.55         | 0.00%             | 2035-08-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10622139.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8298 | PA      | $7775.94      | 0.00%             | 2027-09-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2781187.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       897 | PA      | $885.13       | 0.00%             | 2027-03-20      | Fixed         | 27.42%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9705704.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2478 | PA      | $2438.48      | 0.00%             | 2027-02-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6029494.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1298 | PA      | $0.16         | 0.00%             | 2034-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10223912.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28635 | PA      | $26397.98     | 0.01%             | 2027-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10074764.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4103 | PA      | $3972.97      | 0.00%             | 2027-05-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-13680651.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4086 | PA      | $4256.34      | 0.00%             | 2027-05-21      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10039821.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27349 | PA      | $25996.47     | 0.01%             | 2027-05-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10316689.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1543 | PA      | $1429.01      | 0.00%             | 2027-07-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10173575.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5347 | PA      | $2350.96      | 0.00%             | 2027-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2656050.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       876 | PA      | $152.47       | 0.00%             | 2027-02-18      | Fixed         | 31.14%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10233469.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1711 | PA      | $1635.25      | 0.00%             | 2027-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10080532.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1338 | PA      | $1286.08      | 0.00%             | 2027-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9905482.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       489 | PA      | $442.79       | 0.00%             | 2027-04-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10484857.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3498 | PA      | $3339.80      | 0.00%             | 2027-08-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10489909.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9648 | PA      | $9134.60      | 0.00%             | 2027-08-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10526691.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1637 | PA      | $1503.18      | 0.00%             | 2027-08-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2481906.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       433 | PA      | $322.71       | 0.00%             | 2027-06-21      | Fixed         | 30.96%                | No            |                  3 | On Loan: No      |
| Vistra Operations Co. LLC                                                   | Vistra Operations Co. LLC                                                                         | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    600000 | PA      | $621322.42    | 0.24%             | 2032-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                       | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 31283HVL6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2543 | PA      | $2612.30      | 0.00%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10439148.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6444 | PA      | $6173.08      | 0.00%             | 2027-08-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10076591.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1958 | PA      | $1810.67      | 0.00%             | 2027-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10072288.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1529 | PA      | $1461.95      | 0.00%             | 2027-05-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9133611.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8990 | PA      | $8843.01      | 0.00%             | 2026-11-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6584703.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1023 | PA      | $0.00         | 0.00%             | 2034-10-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9800133.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4724 | PA      | $4498.86      | 0.00%             | 2027-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10312487.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     36322 | PA      | $34518.55     | 0.01%             | 2027-07-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8842789.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1213 | PA      | $386.36       | 0.00%             | 2026-09-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10112041.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1336 | PA      | $1096.98      | 0.00%             | 2027-05-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9691689.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4524 | PA      | $3359.54      | 0.00%             | 2027-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2780008.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1515 | PA      | $108.96       | 0.00%             | 2027-07-14      | Fixed         | 25.87%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7391456.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2998 | PA      | $4.06         | 0.00%             | 2035-07-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6463165.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       850 | PA      | $0.02         | 0.00%             | 2034-09-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7899924.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       386 | PA      | $170.88       | 0.00%             | 2035-12-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-13440554.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3575 | PA      | $3616.40      | 0.00%             | 2027-05-15      | Fixed         | 11.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9311395.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2660 | PA      | $2242.10      | 0.00%             | 2027-01-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10556632.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     46135 | PA      | $43027.82     | 0.02%             | 2027-09-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Medline Borrower LP                                                         | Medline Borrower LP                                                                               | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    500000 | PA      | $495899.15    | 0.19%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10567210.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1296 | PA      | $1170.06      | 0.00%             | 2027-09-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10232833.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       686 | PA      | $563.15       | 0.00%             | 2027-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10073580.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3947 | PA      | $3609.65      | 0.00%             | 2027-05-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2789729.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       403 | PA      | $262.50       | 0.00%             | 2027-03-14      | Fixed         | 25.45%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10654126.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9798 | PA      | $9019.71      | 0.00%             | 2027-09-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10306401.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26962 | PA      | $25848.88     | 0.01%             | 2027-07-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9183875.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1782 | PA      | $1091.38      | 0.00%             | 2026-12-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10112849.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4143 | PA      | $4051.86      | 0.00%             | 2027-05-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10028445.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3728 | PA      | $3631.24      | 0.00%             | 2027-05-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9944463.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2068 | PA      | $1977.84      | 0.00%             | 2027-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9104473.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1388 | PA      | $1364.90      | 0.00%             | 2026-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2472995.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       669 | PA      | $662.67       | 0.00%             | 2027-01-21      | Fixed         | 15.34%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10308002.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17377 | PA      | $16585.12     | 0.01%             | 2027-07-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9794287.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14211 | PA      | $13692.41     | 0.01%             | 2027-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7227981.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1615 | PA      | $0.00         | 0.00%             | 2035-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-12723310.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5073 | PA      | $5274.78      | 0.00%             | 2027-04-10      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9767148.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2437 | PA      | $2258.63      | 0.00%             | 2027-03-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8413717.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3611 | PA      | $2337.36      | 0.00%             | 2026-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9301987.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12801 | PA      | $8377.88      | 0.00%             | 2027-01-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10115779.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16058 | PA      | $15838.81     | 0.01%             | 2027-05-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10426328.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25836 | PA      | $24631.28     | 0.01%             | 2027-08-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 5997200.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2782 | PA      | $0.00         | 0.00%             | 2034-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Millrose Properties, Inc.                                                   | Millrose Properties, Inc.                                                                         | CUSIP: 601137AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    375000 | PA      | $368599.80    | 0.14%             | 2032-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2656274.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       503 | PA      | $496.13       | 0.00%             | 2027-02-18      | Fixed         | 17.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10023724.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10553 | PA      | $10157.96     | 0.00%             | 2027-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10527345.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8130 | PA      | $7624.55      | 0.00%             | 2027-08-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9848780.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4356 | PA      | $472.22       | 0.00%             | 2027-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9213556.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2573 | PA      | $2337.54      | 0.00%             | 2026-12-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Veritiv Operating Co.                                                       | Veritiv Operating Co.                                                                             | CUSIP: 92339LAA0<br>LEI: 5493004G8OK5L1UTIY12 | Long             | DBT              | CORP              | US        |    225000 | PA      | $234112.05    | 0.09%             | 2030-11-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-14549001.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1709 | PA      | $1736.87      | 0.00%             | 2026-06-23      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10282624.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       503 | PA      | $480.57       | 0.00%             | 2027-07-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9833368.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7437 | PA      | $7227.06      | 0.00%             | 2027-03-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                      | UGCard, 992298625.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-12-12      | Fixed         | 20.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9832550.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9588 | PA      | $9399.97      | 0.00%             | 2027-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10400523.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10138 | PA      | $9694.49      | 0.00%             | 2027-07-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8303679.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1129 | PA      | $20.00        | 0.00%             | 2036-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7608748.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30329 | PA      | $149.50       | 0.00%             | 2035-09-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10391383.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2962 | PA      | $1750.90      | 0.00%             | 2027-07-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9651484.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2784 | PA      | $2746.96      | 0.00%             | 2027-02-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9263405.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6928 | PA      | $6751.53      | 0.00%             | 2026-12-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2269989.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6151 | PA      | $6082.16      | 0.00%             | 2026-12-17      | Fixed         | 15.72%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2474865.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       488 | PA      | $480.54       | 0.00%             | 2027-01-20      | Fixed         | 9.49%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2784660.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3433 | PA      | $3381.69      | 0.00%             | 2027-03-14      | Fixed         | 23.39%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10482426.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5568 | PA      | $5306.92      | 0.00%             | 2027-08-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10472195.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15407 | PA      | $14679.17     | 0.01%             | 2027-08-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                         | Prosper Funding LLC, 1757922.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2829 | PA      | $2843.50      | 0.00%             | 2027-04-13      | Fixed         | 14.67%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10076772.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2570 | PA      | $1718.11      | 0.00%             | 2027-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9343155.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25546 | PA      | $4153.73      | 0.00%             | 2027-01-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10623398.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1662 | PA      | $1524.30      | 0.00%             | 2027-09-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9963918.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14080 | PA      | $13433.93     | 0.01%             | 2027-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8722921.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       321 | PA      | $196.32       | 0.00%             | 2026-08-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10303795.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11449 | PA      | $11016.65     | 0.00%             | 2027-07-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10224844.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1442 | PA      | $1375.28      | 0.00%             | 2027-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10082858.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       793 | PA      | $704.87       | 0.00%             | 2027-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6669990.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2054 | PA      | $0.00         | 0.00%             | 2034-11-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8907137.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2376 | PA      | $57.88        | 0.00%             | 2026-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2479402.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1759 | PA      | $1347.72      | 0.00%             | 2027-01-21      | Fixed         | 12.63%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8757806.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       890 | PA      | $885.54       | 0.00%             | 2026-08-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10610129.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2664 | PA      | $2467.37      | 0.00%             | 2027-09-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10480738.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8445 | PA      | $8111.76      | 0.00%             | 2027-08-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10640695.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8480 | PA      | $7889.24      | 0.00%             | 2027-09-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Viking Cruises Ltd.                                                         | Viking Cruises Ltd.                                                                               | CUSIP: 92676XAH0<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    520000 | PA      | $513773.96    | 0.20%             | 2033-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Boots Group Finco LP                                                        | Boots Group Finco LP, First Lien, Closing Date Dollar CME Term Loan                               | CUSIP: 09947PAB7<br>LEI: 254900YVLYOVF1PF1N93 | Long             | LON              | CORP              | GB        |     69204 | PA      | $69535.65     | 0.03%             | 2032-08-30      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10541701.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       943 | PA      | $879.84       | 0.00%             | 2027-09-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9851220.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3663 | PA      | $3583.53      | 0.00%             | 2027-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| EquipmentShare.com, Inc.                                                    | EquipmentShare.com, Inc.                                                                          | CUSIP: 29450YAA7<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |    655000 | PA      | $677388.56    | 0.26%             | 2028-05-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10432413.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5373 | PA      | $5030.56      | 0.00%             | 2027-08-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9649271.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       391 | PA      | $355.55       | 0.00%             | 2027-02-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7508859.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1621 | PA      | $18.59        | 0.00%             | 2035-08-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7955576.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       661 | PA      | $5.72         | 0.00%             | 2036-01-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-10557980.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1937 | PA      | $1966.39      | 0.00%             | 2026-09-05      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2477060.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6218 | PA      | $6121.88      | 0.00%             | 2027-01-21      | Fixed         | 11.89%                | No            |                  3 | On Loan: No      |
| UGCard                                                                      | UGCard, 992027655.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2025-03-10      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW1894844.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3871 | PA      | $3823.31      | 0.00%             | 2026-10-21      | Fixed         | 18.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2933613.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       870 | PA      | $856.85       | 0.00%             | 2027-04-12      | Fixed         | 25.31%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9740092.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22832 | PA      | $21367.53     | 0.01%             | 2027-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10182968.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2499 | PA      | $2388.57      | 0.00%             | 2027-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10469710.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5902 | PA      | $5588.44      | 0.00%             | 2027-08-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9659320.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1355 | PA      | $1317.95      | 0.00%             | 2027-02-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2785945.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       737 | PA      | $725.99       | 0.00%             | 2027-03-14      | Fixed         | 25.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10572079.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3527 | PA      | $3253.27      | 0.00%             | 2027-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10184617.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4748 | PA      | $4266.13      | 0.00%             | 2027-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10556528.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8768 | PA      | $8173.08      | 0.00%             | 2027-09-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9766268.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2038 | PA      | $1997.29      | 0.00%             | 2027-03-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10373718.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6265 | PA      | $5990.43      | 0.00%             | 2027-07-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9893037.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4360 | PA      | $4208.20      | 0.00%             | 2027-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7745153.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3659 | PA      | $32.50        | 0.00%             | 2035-11-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10424543.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19150 | PA      | $18174.19     | 0.01%             | 2027-08-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10198802.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       275 | PA      | $265.21       | 0.00%             | 2027-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10318795.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1602 | PA      | $1537.40      | 0.00%             | 2027-07-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9828441.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1947 | PA      | $1909.49      | 0.00%             | 2027-03-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| MH Sub I LLC                                                                | MH Sub I LLC (Micro Holding Corp.), First Lien, CME Term Loan                                     | CUSIP: 45567YAN5<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |    636157 | PA      | $548685.45    | 0.21%             | 2028-05-03      | Variable      | 7.92%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2110697.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3055 | PA      | $2490.05      | 0.00%             | 2026-11-24      | Fixed         | 21.79%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9764705.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9625 | PA      | $9440.35      | 0.00%             | 2027-03-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9926197.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9768 | PA      | $8915.59      | 0.00%             | 2027-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10541899.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18111 | PA      | $16999.26     | 0.01%             | 2027-09-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10218093.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3242 | PA      | $3082.74      | 0.00%             | 2027-06-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10180126.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1575 | PA      | $1518.03      | 0.00%             | 2027-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9924968.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1799 | PA      | $1630.02      | 0.00%             | 2027-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8916613.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1518 | PA      | $828.93       | 0.00%             | 2026-10-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10412884.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8050 | PA      | $7661.09      | 0.00%             | 2027-08-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6537833.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4274 | PA      | $0.10         | 0.00%             | 2034-09-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2930544.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1649 | PA      | $1623.14      | 0.00%             | 2027-04-11      | Fixed         | 27.01%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10203778.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1243 | PA      | $1195.02      | 0.00%             | 2027-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10019307.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7362 | PA      | $7064.74      | 0.00%             | 2027-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8214167.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29872 | PA      | $955.79       | 0.00%             | 2036-03-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9010313.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       724 | PA      | $583.47       | 0.00%             | 2026-10-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6412313.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2377 | PA      | $0.10         | 0.00%             | 2034-08-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8257688.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12315 | PA      | $233.80       | 0.00%             | 2036-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10312797.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2852 | PA      | $1025.75      | 0.00%             | 2027-07-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10432615.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19754 | PA      | $18858.56     | 0.01%             | 2027-08-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6992671.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       804 | PA      | $0.01         | 0.00%             | 2035-03-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10655292.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13133 | PA      | $12226.64     | 0.00%             | 2027-09-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8875186.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       465 | PA      | $451.04       | 0.00%             | 2026-09-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9675778.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       445 | PA      | $442.22       | 0.00%             | 2027-02-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| INEOS US Petrochem LLC                                                      | INEOS US Petrochem LLC, First Lien, New CME Term Loan, B1                                         | CUSIP: G4770MAL8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    897279 | PA      | $706607.30    | 0.27%             | 2029-04-02      | Variable      | 8.02%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9269082.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3129 | PA      | $3065.86      | 0.00%             | 2026-12-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8070242.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       100 | PA      | $65.14        | 0.00%             | 2036-02-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9341611.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5414 | PA      | $5302.31      | 0.00%             | 2027-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9929797.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7549 | PA      | $7391.86      | 0.00%             | 2027-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9915480.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2304 | PA      | $2224.22      | 0.00%             | 2027-04-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8303233.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       453 | PA      | $391.95       | 0.00%             | 2036-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-12674727.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8737 | PA      | $8858.09      | 0.00%             | 2027-04-22      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2785549.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1645 | PA      | $1620.55      | 0.00%             | 2027-03-14      | Fixed         | 13.25%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10611947.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3793 | PA      | $3555.67      | 0.00%             | 2027-09-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10413817.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       469 | PA      | $435.60       | 0.00%             | 2027-08-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2780436.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1435 | PA      | $1408.55      | 0.00%             | 2027-03-14      | Fixed         | 10.28%                | No            |                  3 | On Loan: No      |
| UGCard                                                                      | UGCard, 992443633.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2028-02-18      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8272965.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33731 | PA      | $20498.14     | 0.01%             | 2036-04-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10432301.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5419 | PA      | $5142.39      | 0.00%             | 2027-08-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10599384.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2157 | PA      | $1961.68      | 0.00%             | 2027-09-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9642158.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3405 | PA      | $3313.07      | 0.00%             | 2027-02-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9131207.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4364 | PA      | $71.59        | 0.00%             | 2026-11-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9302429.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       353 | PA      | $348.31       | 0.00%             | 2027-01-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8146232.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23828 | PA      | $874.28       | 0.00%             | 2036-03-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                        | FNMA, 15 Year                                                                                     | CUSIP: 3138M4GL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       603 | PA      | $596.73       | 0.00%             | 2027-08-01      | Fixed         | 3.00%                 | 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        |     63934 | PA      | $63774.47     | 0.02%             | 2033-02-03      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10401897.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5701 | PA      | $5454.38      | 0.00%             | 2027-08-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-13678923.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10238 | PA      | $10372.92     | 0.00%             | 2027-07-20      | Fixed         | 11.34%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10644795.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     45853 | PA      | $42478.69     | 0.02%             | 2027-09-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10173702.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1611 | PA      | $1516.63      | 0.00%             | 2027-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10570562.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14863 | PA      | $13940.45     | 0.01%             | 2027-09-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10614373.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1541 | PA      | $1444.08      | 0.00%             | 2027-09-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10378743.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     57291 | PA      | $54679.18     | 0.02%             | 2027-07-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8090252.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       434 | PA      | $8.21         | 0.00%             | 2036-02-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7786987.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29312 | PA      | $4079.39      | 0.00%             | 2035-11-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Kodiak Building Partners, Inc.                                              | Kodiak Building Partners, Inc., First Lien, CME Term Loan, B                                      | CUSIP: 50011JAF7<br>LEI: 549300Y1Q6ZUH0EXO182 | Long             | LON              | CORP              | US        |     63637 | PA      | $63721.38     | 0.02%             | 2031-12-04      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10415061.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26207 | PA      | $24993.89     | 0.01%             | 2027-08-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9038889.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4127 | PA      | $3175.07      | 0.00%             | 2026-11-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10255121.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6101 | PA      | $5798.08      | 0.00%             | 2027-06-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10607193.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28986 | PA      | $26905.36     | 0.01%             | 2027-09-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                         | Prosper Funding LLC, 1687770.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2983 | PA      | $3017.08      | 0.00%             | 2026-12-17      | Fixed         | 14.29%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L1890702.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2010 | PA      | $1984.87      | 0.00%             | 2027-03-19      | Fixed         | 25.43%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10507464.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6798 | PA      | $6505.17      | 0.00%             | 2027-08-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8102147.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       792 | PA      | $15.49        | 0.00%             | 2036-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9849253.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4128 | PA      | $4050.69      | 0.00%             | 2027-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7421975.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1619 | PA      | $1.62         | 0.00%             | 2035-07-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10649584.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2207 | PA      | $2041.67      | 0.00%             | 2027-09-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10108424.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5979 | PA      | $5752.80      | 0.00%             | 2027-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10203791.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10012 | PA      | $9575.31      | 0.00%             | 2027-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9900907.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4008 | PA      | $3945.61      | 0.00%             | 2027-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8948535.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       110 | PA      | $104.36       | 0.00%             | 2026-10-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10432195.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2447 | PA      | $2342.56      | 0.00%             | 2027-08-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-12889697.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6279 | PA      | $6376.86      | 0.00%             | 2027-04-15      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7439471.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21014 | PA      | $40.89        | 0.00%             | 2035-07-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10327410.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3613 | PA      | $3488.89      | 0.00%             | 2027-07-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10338778.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3037 | PA      | $2907.94      | 0.00%             | 2027-07-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10621938.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21765 | PA      | $20266.55     | 0.01%             | 2027-09-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9238922.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2820 | PA      | $2719.46      | 0.00%             | 2026-12-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10010402.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4996 | PA      | $2991.54      | 0.00%             | 2027-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10543805.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3857 | PA      | $3516.13      | 0.00%             | 2027-09-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10619564.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2044 | PA      | $1877.92      | 0.00%             | 2027-09-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9930725.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     46728 | PA      | $45116.65     | 0.02%             | 2027-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8918745.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6891 | PA      | $5544.89      | 0.00%             | 2026-10-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10530560.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17834 | PA      | $16437.74     | 0.01%             | 2027-08-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9129364.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       671 | PA      | $633.69       | 0.00%             | 2026-11-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10446251.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3944 | PA      | $3790.03      | 0.00%             | 2027-08-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2782792.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1782 | PA      | $1755.79      | 0.00%             | 2027-03-14      | Fixed         | 25.44%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2779444.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1438 | PA      | $1417.09      | 0.00%             | 2027-03-14      | Fixed         | 25.73%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6608920.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4842 | PA      | $0.00         | 0.00%             | 2034-10-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10357371.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7769 | PA      | $6851.32      | 0.00%             | 2027-07-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8330680.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       489 | PA      | $249.62       | 0.00%             | 2036-04-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10073843.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4776 | PA      | $4641.27      | 0.00%             | 2027-05-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9979592.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        55 | PA      | $54.85        | 0.00%             | 2027-04-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9010254.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1082 | PA      | $236.26       | 0.00%             | 2026-10-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9000255.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3038 | PA      | $2356.22      | 0.00%             | 2026-10-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10054023.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       534 | PA      | $520.04       | 0.00%             | 2027-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10407223.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       560 | PA      | $533.42       | 0.00%             | 2027-08-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10662745.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4020 | PA      | $3740.60      | 0.00%             | 2027-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10183475.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17728 | PA      | $12156.28     | 0.00%             | 2027-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10201445.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3240 | PA      | $3150.37      | 0.00%             | 2027-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9924750.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1115 | PA      | $1052.20      | 0.00%             | 2027-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9737127.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4614 | PA      | $4166.48      | 0.00%             | 2027-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9587537.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24296 | PA      | $18341.79     | 0.01%             | 2027-01-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9658697.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1633 | PA      | $1059.27      | 0.00%             | 2027-02-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10230951.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3586 | PA      | $3474.26      | 0.00%             | 2027-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2785877.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1525 | PA      | $1510.06      | 0.00%             | 2027-03-14      | Fixed         | 20.08%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10260651.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14671 | PA      | $12992.49     | 0.01%             | 2027-06-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10573484.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3177 | PA      | $2900.01      | 0.00%             | 2027-09-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9688285.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     48795 | PA      | $30731.70     | 0.01%             | 2027-02-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2785284.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1286 | PA      | $1261.56      | 0.00%             | 2027-03-14      | Fixed         | 9.11%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9065908.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2494 | PA      | $2330.93      | 0.00%             | 2026-11-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10337092.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1646 | PA      | $1497.77      | 0.00%             | 2027-07-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10397731.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4093 | PA      | $3914.18      | 0.00%             | 2027-07-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9643760.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2167 | PA      | $2143.40      | 0.00%             | 2027-02-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8943618.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1198 | PA      | $563.99       | 0.00%             | 2026-10-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10572700.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4970 | PA      | $4532.47      | 0.00%             | 2027-09-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10373665.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1548 | PA      | $1493.12      | 0.00%             | 2027-07-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2930197.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16890 | PA      | $16644.25     | 0.01%             | 2027-04-11      | Fixed         | 26.20%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                         | Prosper Funding LLC, 1651400.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5188 | PA      | $0.00         | 0.00%             | 2026-11-05      | Fixed         | 13.13%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9244302.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       514 | PA      | $475.01       | 0.00%             | 2026-12-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9764391.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5490 | PA      | $5369.51      | 0.00%             | 2027-03-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10603744.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     38132 | PA      | $34693.63     | 0.01%             | 2027-09-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9875589.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5691 | PA      | $5549.34      | 0.00%             | 2027-04-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8150361.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24110 | PA      | $693.07       | 0.00%             | 2036-03-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10607028.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4755 | PA      | $4456.55      | 0.00%             | 2027-09-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10184722.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6289 | PA      | $5930.15      | 0.00%             | 2027-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10105865.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3393 | PA      | $3359.74      | 0.00%             | 2027-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10501561.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3906 | PA      | $3708.16      | 0.00%             | 2027-08-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10605877.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1716 | PA      | $1565.54      | 0.00%             | 2027-09-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10565307.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5446 | PA      | $5028.31      | 0.00%             | 2027-09-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10507348.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10491 | PA      | $9922.56      | 0.00%             | 2027-08-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10074104.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3710 | PA      | $3652.21      | 0.00%             | 2027-05-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10016726.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5741 | PA      | $5604.08      | 0.00%             | 2027-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10632495.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15192 | PA      | $14036.29     | 0.01%             | 2027-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9767178.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2374 | PA      | $2092.41      | 0.00%             | 2027-03-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8413337.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1049 | PA      | $842.25       | 0.00%             | 2026-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8367222.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1870 | PA      | $48.94        | 0.00%             | 2026-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9920521.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1969 | PA      | $1885.21      | 0.00%             | 2027-04-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9696243.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9921 | PA      | $8727.61      | 0.00%             | 2027-02-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8712421.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       625 | PA      | $432.26       | 0.00%             | 2026-08-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                      | UGCard, 992237498.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1443 | PA      | $1468.33      | 0.00%             | 2026-05-30      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10303334.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1516 | PA      | $1462.85      | 0.00%             | 2027-07-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8927324.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11168 | PA      | $9318.74      | 0.00%             | 2026-10-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10047766.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4294 | PA      | $4089.02      | 0.00%             | 2027-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8355680.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2225 | PA      | $1588.77      | 0.00%             | 2026-05-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Hilcorp Energy I LP / Hilcorp Finance Co.                                   | Hilcorp Energy I LP / Hilcorp Finance Co.                                                         | CUSIP: 431318AU8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $493323.30    | 0.19%             | 2029-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Vertex Aerospace Services Corp.                                             | Vertex Aerospace Services Corp., First Lien, 2024 CME Term Loan                                   | CUSIP: 92532MAE5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    534380 | PA      | $535515.52    | 0.21%             | 2030-12-06      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10633034.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     34277 | PA      | $31251.97     | 0.01%             | 2027-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9205145.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6234 | PA      | $6183.91      | 0.00%             | 2026-12-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10466125.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     91055 | PA      | $86739.54     | 0.03%             | 2027-08-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9797692.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3266 | PA      | $3178.96      | 0.00%             | 2027-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10510721.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14699 | PA      | $14064.78     | 0.01%             | 2027-08-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9380843.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1078 | PA      | $1051.14      | 0.00%             | 2027-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10339821.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11155 | PA      | $9805.36      | 0.00%             | 2027-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7756883.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16501 | PA      | $170.18       | 0.00%             | 2035-11-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                         | Prosper Funding LLC, 1746119.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3143 | PA      | $3156.63      | 0.00%             | 2027-04-11      | Fixed         | 18.13%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9323617.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2573 | PA      | $1778.30      | 0.00%             | 2027-01-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2932966.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       468 | PA      | $458.12       | 0.00%             | 2027-04-12      | Fixed         | 6.09%                 | No            |                  3 | On Loan: No      |
| APLD ComputeCo 2 LLC                                                        | APLD ComputeCo 2 LLC                                                                              | CUSIP: 03772CAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    690000 | PA      | $685403.98    | 0.26%             | 2031-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10500337.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2843 | PA      | $2651.13      | 0.00%             | 2027-08-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10469904.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5644 | PA      | $5387.55      | 0.00%             | 2027-08-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9960384.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2249 | PA      | $2195.49      | 0.00%             | 2027-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9808031.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9222 | PA      | $9067.58      | 0.00%             | 2027-03-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10395347.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18721 | PA      | $17916.47     | 0.01%             | 2027-07-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Univision Communications, Inc.                                              | Univision Communications, Inc., First Lien, 2024 Replacement CME Term Loan                        | CUSIP: 914908BG2<br>LEI: 549300YQDE2JSGTL8V47 | Long             | LON              | CORP              | US        |    687750 | PA      | $682165.47    | 0.26%             | 2029-01-23      | Variable      | 7.28%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10344892.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       647 | PA      | $625.11       | 0.00%             | 2027-07-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10572617.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2225 | PA      | $2057.38      | 0.00%             | 2027-09-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9663846.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2212 | PA      | $2172.60      | 0.00%             | 2027-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Beach Acquisition Bidco LLC                                                 | Beach Acquisition Bidco LLC, First Lien, CME Term Loan, B1                                        | CUSIP: 07337FAB1<br>LEI: 254900F2FNX3GBTB6202 | Long             | LON              | CORP              | US        |     30253 | PA      | $30366.19     | 0.01%             | 2032-09-13      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10471401.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       967 | PA      | $723.63       | 0.00%             | 2027-08-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| CHS/Community Health Systems, Inc.                                          | CHS/Community Health Systems, Inc.                                                                | CUSIP: 12543DBQ2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    400000 | PA      | $415647.25    | 0.16%             | 2034-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10108851.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10121 | PA      | $9603.71      | 0.00%             | 2027-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10182287.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8504 | PA      | $8400.43      | 0.00%             | 2027-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10253515.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3959 | PA      | $3828.07      | 0.00%             | 2027-06-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6000301.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3546 | PA      | $0.03         | 0.00%             | 2034-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10152255.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1742 | PA      | $1667.45      | 0.00%             | 2027-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10513309.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1811 | PA      | $1737.85      | 0.00%             | 2027-08-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10555813.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5096 | PA      | $4753.46      | 0.00%             | 2027-09-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10165923.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1424 | PA      | $1363.67      | 0.00%             | 2027-06-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8942038.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2792 | PA      | $2723.72      | 0.00%             | 2026-10-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8547838.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       696 | PA      | $259.84       | 0.00%             | 2026-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2785874.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2455 | PA      | $2419.67      | 0.00%             | 2027-03-21      | Fixed         | 24.08%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9662367.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8873 | PA      | $8698.60      | 0.00%             | 2027-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8695717.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2624 | PA      | $880.62       | 0.00%             | 2026-08-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9794892.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4248 | PA      | $4164.51      | 0.00%             | 2027-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Petra Diamonds Ltd.                                                         | Petra Diamonds Ltd.                                                                               | CUSIP: N/A<br>LEI: 213800X4QZIAVSA12860       | Long             | EC               | CORP              | BM        |    384572 | NS      | $84497.23     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8767360.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26773 | PA      | $21726.15     | 0.01%             | 2026-08-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2930816.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3068 | PA      | $3022.77      | 0.00%             | 2028-02-11      | Fixed         | 22.15%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9710869.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20220 | PA      | $17410.57     | 0.01%             | 2027-02-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10262991.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4034 | PA      | $3878.18      | 0.00%             | 2027-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10571672.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3950 | PA      | $3604.53      | 0.00%             | 2027-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10613987.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     39735 | PA      | $37239.74     | 0.01%             | 2027-09-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8825701.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4361 | PA      | $2548.37      | 0.00%             | 2026-09-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6591557.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22190 | PA      | $0.32         | 0.00%             | 2034-10-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10259149.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     45674 | PA      | $37794.15     | 0.01%             | 2027-06-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9984548.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3062 | PA      | $2860.75      | 0.00%             | 2027-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10335589.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1335 | PA      | $1279.04      | 0.00%             | 2027-07-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9999142.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     38504 | PA      | $37687.82     | 0.01%             | 2027-04-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10227882.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2566 | PA      | $2487.43      | 0.00%             | 2027-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10464786.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10011 | PA      | $9307.59      | 0.00%             | 2027-08-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10079136.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3226 | PA      | $2771.78      | 0.00%             | 2027-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9754379.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11943 | PA      | $11384.10     | 0.00%             | 2027-03-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10337643.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14678 | PA      | $13928.17     | 0.01%             | 2027-07-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9254608.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       175 | PA      | $166.36       | 0.00%             | 2026-12-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10233087.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8643 | PA      | $8244.82      | 0.00%             | 2027-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10231802.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1346 | PA      | $1205.32      | 0.00%             | 2027-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2931662.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2132 | PA      | $2100.07      | 0.00%             | 2027-04-12      | Fixed         | 25.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8101986.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       437 | PA      | $258.01       | 0.00%             | 2036-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2780403.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2533 | PA      | $1284.99      | 0.00%             | 2028-01-14      | Fixed         | 28.18%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10571941.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1338 | PA      | $1207.82      | 0.00%             | 2027-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10447602.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1475 | PA      | $1415.86      | 0.00%             | 2027-08-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9364578.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2624 | PA      | $2583.07      | 0.00%             | 2027-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10030589.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1360 | PA      | $1299.45      | 0.00%             | 2027-05-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9994564.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10625 | PA      | $10071.59     | 0.00%             | 2027-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9821406.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        57 | PA      | $56.85        | 0.00%             | 2027-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10139412.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6960 | PA      | $6611.75      | 0.00%             | 2027-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8547300.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5079 | PA      | $162.45       | 0.00%             | 2026-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9301956.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2684 | PA      | $2276.55      | 0.00%             | 2027-01-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| MPH Acquisition Holdings LLC                                                | MPH Acquisition Holdings LLC, First Lien, Exchange First Out CME Term Loan                        | CUSIP: 55328HAP6<br>LEI: 5493002WXOPRPTXWTU06 | Long             | LON              | CORP              | US        |     66046 | PA      | $66029.36     | 0.03%             | 2030-12-31      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9885952.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       277 | PA      | $189.76       | 0.00%             | 2027-04-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10081225.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7488 | PA      | $7142.53      | 0.00%             | 2027-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10240865.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33976 | PA      | $33019.51     | 0.01%             | 2027-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                         | Prosper Funding LLC, 1685808.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       791 | PA      | $485.39       | 0.00%             | 2026-12-29      | Fixed         | 18.33%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7528897.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16423 | PA      | $26.63        | 0.00%             | 2035-08-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7866713.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5812 | PA      | $70.31        | 0.00%             | 2035-12-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8556574.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1104 | PA      | $937.76       | 0.00%             | 2026-07-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7194913.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       925 | PA      | $0.52         | 0.00%             | 2035-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10445379.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3938 | PA      | $3732.75      | 0.00%             | 2027-08-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7297748.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       396 | PA      | $0.30         | 0.00%             | 2035-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10172512.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       736 | PA      | $714.84       | 0.00%             | 2027-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8652172.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2110 | PA      | $1809.65      | 0.00%             | 2026-07-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UKG, Inc.                                                                   | UKG, Inc., First Lien, Initial CME Term Loan                                                      | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |    639235 | PA      | $611709.13    | 0.24%             | 2031-02-10      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8941007.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         3 | PA      | $2.65         | 0.00%             | 2026-10-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9704461.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3908 | PA      | $3774.25      | 0.00%             | 2027-02-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9611685.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3029 | PA      | $2924.53      | 0.00%             | 2027-01-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Crown Subsea Communications Holding, Inc.                                   | Crown Subsea Communications Holding, Inc., First Lien, 2026 CME Term Loan                         | CUSIP: 22860EAL6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    128019 | PA      | $128579.06    | 0.05%             | 2031-01-30      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10398358.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6930 | PA      | $6628.21      | 0.00%             | 2027-07-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10534116.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7859 | PA      | $7299.45      | 0.00%             | 2027-09-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10109063.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1496 | PA      | $1443.25      | 0.00%             | 2027-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9820193.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2237 | PA      | $2179.36      | 0.00%             | 2027-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9994083.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1165 | PA      | $1131.25      | 0.00%             | 2027-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-10590862.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3417 | PA      | $3441.15      | 0.00%             | 2026-12-05      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| Grifols Worldwide Operations USA, Inc.                                      | Grifols Worldwide Operations USA, Inc., First Lien, CME Term Loan, B                              | CUSIP: 39843PAG8<br>LEI: N/A                  | Long             | LON              | CORP              | IE        |    340419 | PA      | $340488.56    | 0.13%             | 2027-11-15      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10129759.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1850 | PA      | $1306.07      | 0.00%             | 2027-05-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| CRC Insurance Group LLC                                                     | CRC Insurance Group LLC, First Lien, CME Term Loan, B                                             | CUSIP: 89788VAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    113782 | PA      | $112466.22    | 0.04%             | 2031-05-06      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10326807.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19631 | PA      | $18822.44     | 0.01%             | 2027-07-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10248985.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8084 | PA      | $7108.22      | 0.00%             | 2027-06-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6308638.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12615 | PA      | $0.00         | 0.00%             | 2034-07-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10598039.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16005 | PA      | $15000.49     | 0.01%             | 2027-09-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10616608.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10615 | PA      | $9771.10      | 0.00%             | 2027-09-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2262668.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       775 | PA      | $763.16       | 0.00%             | 2026-12-16      | Fixed         | 24.03%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6484508.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       907 | PA      | $0.00         | 0.00%             | 2034-09-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2932384.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1277 | PA      | $1253.85      | 0.00%             | 2027-09-12      | Fixed         | 13.22%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10461912.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24438 | PA      | $23298.56     | 0.01%             | 2027-08-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10509154.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9389 | PA      | $8926.15      | 0.00%             | 2027-08-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Waste Pro USA, Inc.                                                         | Waste Pro USA, Inc.                                                                               | CUSIP: 94107JAC7<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202750.20    | 0.08%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8649863.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1285 | PA      | $941.59       | 0.00%             | 2026-07-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10027024.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     39419 | PA      | $35239.08     | 0.01%             | 2027-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9207267.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       807 | PA      | $799.24       | 0.00%             | 2026-12-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9158902.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6225 | PA      | $4739.25      | 0.00%             | 2026-12-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6985831.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6077 | PA      | $0.50         | 0.00%             | 2035-03-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6775946.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       868 | PA      | $0.00         | 0.00%             | 2034-12-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10025972.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29890 | PA      | $28717.22     | 0.01%             | 2027-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                      | UGCard, 992140000.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2028-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9712746.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       276 | PA      | $258.48       | 0.00%             | 2027-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6032730.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       389 | PA      | $0.21         | 0.00%             | 2034-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10526711.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17532 | PA      | $16450.05     | 0.01%             | 2027-08-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8969415.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4714 | PA      | $4435.30      | 0.00%             | 2026-10-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10523293.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1336 | PA      | $1233.67      | 0.00%             | 2027-08-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6991080.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       878 | PA      | $0.00         | 0.00%             | 2035-03-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10163183.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6006 | PA      | $5700.85      | 0.00%             | 2027-06-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10170338.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1729 | PA      | $614.89       | 0.00%             | 2027-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9795493.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1238 | PA      | $1208.53      | 0.00%             | 2027-03-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                      | Freedom Financial Asset Management LLC, APP-12886061.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6304 | PA      | $6372.75      | 0.00%             | 2027-04-15      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10314825.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1666 | PA      | $1544.47      | 0.00%             | 2027-07-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2018057.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3728 | PA      | $3661.14      | 0.00%             | 2026-11-10      | Fixed         | 20.23%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10196534.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       918 | PA      | $905.84       | 0.00%             | 2027-06-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8876920.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1008 | PA      | $237.28       | 0.00%             | 2026-09-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                         | Prosper Funding LLC, 1734263.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6018 | PA      | $6073.64      | 0.00%             | 2027-04-16      | Fixed         | 16.33%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10227013.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2709 | PA      | $2622.75      | 0.00%             | 2027-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10189739.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6484 | PA      | $4889.55      | 0.00%             | 2027-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Kodiak Gas Services LLC                                                     | Kodiak Gas Services LLC                                                                           | CUSIP: 50012LAD6<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    225000 | PA      | $227585.70    | 0.09%             | 2033-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Indy US Holdco LLC                                                          | Indy US Holdco LLC, First Lien, Thirteenth Amendment Refinancing CME Term Loan                    | CUSIP: 45674PAS3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    576067 | PA      | $569586.41    | 0.22%             | 2030-10-31      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10502065.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8100 | PA      | $7726.92      | 0.00%             | 2027-08-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9670086.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18732 | PA      | $12782.52     | 0.00%             | 2027-02-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10468335.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5100 | PA      | $4868.09      | 0.00%             | 2027-08-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9927199.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3141 | PA      | $3078.10      | 0.00%             | 2027-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10431150.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3196 | PA      | $3047.09      | 0.00%             | 2027-08-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                      | UGCard, 992451949.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8958087.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1898 | PA      | $1071.00      | 0.00%             | 2026-10-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10614422.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8056 | PA      | $7546.91      | 0.00%             | 2027-09-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10539710.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5497 | PA      | $5007.40      | 0.00%             | 2027-09-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10537806.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8430 | PA      | $7912.00      | 0.00%             | 2027-09-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Knot Worldwide, Inc. (The)                                                  | Knot Worldwide, Inc. (The), First Lien, Amendment No. 5 CME Term Loan                             | CUSIP: 94847DAJ0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    383179 | PA      | $329239.14    | 0.13%             | 2028-01-31      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8546141.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2355 | PA      | $1783.22      | 0.00%             | 2026-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10112448.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1475 | PA      | $1423.32      | 0.00%             | 2027-05-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10596084.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19202 | PA      | $17980.82     | 0.01%             | 2027-09-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9775538.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5587 | PA      | $5454.53      | 0.00%             | 2027-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10310000.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8257 | PA      | $7201.97      | 0.00%             | 2027-07-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9812903.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3311 | PA      | $3266.74      | 0.00%             | 2027-03-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2654934.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1574 | PA      | $1545.12      | 0.00%             | 2027-02-18      | Fixed         | 6.41%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10252859.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     49201 | PA      | $47570.65     | 0.02%             | 2027-06-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8616687.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8013 | PA      | $2948.39      | 0.00%             | 2026-07-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10376272.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     47024 | PA      | $45128.01     | 0.02%             | 2027-07-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8967085.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3972 | PA      | $2025.07      | 0.00%             | 2026-10-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9962015.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4765 | PA      | $4745.09      | 0.00%             | 2027-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Efesto Bidco SpA Efesto US LLC                                              | Efesto Bidco SpA Efesto US LLC, Series XR                                                         | CUSIP: 28201XAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |   1050000 | PA      | $1046121.38   | 0.40%             | 2032-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10364129.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17662 | PA      | $16789.12     | 0.01%             | 2027-07-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2782038.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12168 | PA      | $11940.27     | 0.00%             | 2027-03-14      | Fixed         | 10.33%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10132523.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2950 | PA      | $2787.69      | 0.00%             | 2027-05-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10459649.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19867 | PA      | $19009.60     | 0.01%             | 2027-08-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9956219.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3006 | PA      | $2898.52      | 0.00%             | 2027-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10588861.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6544 | PA      | $6080.27      | 0.00%             | 2027-09-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Sunoco LP                                                                   | Sunoco LP                                                                                         | CUSIP: 86765KAC3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    600000 | PA      | $621170.40    | 0.24%             | 2032-05-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9711542.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3145 | PA      | $2944.79      | 0.00%             | 2027-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2932550.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3198 | PA      | $3151.62      | 0.00%             | 2027-04-12      | Fixed         | 31.41%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8914928.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       861 | PA      | $651.39       | 0.00%             | 2026-10-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2780596.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2852 | PA      | $2808.69      | 0.00%             | 2027-03-14      | Fixed         | 11.42%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10336305.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11997 | PA      | $11470.76     | 0.00%             | 2027-07-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10553226.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11519 | PA      | $10569.51     | 0.00%             | 2027-09-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7851862.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1437 | PA      | $15.51        | 0.00%             | 2035-12-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6684258.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5085 | PA      | $0.00         | 0.00%             | 2034-11-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6242053.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3405 | PA      | $0.00         | 0.00%             | 2034-06-20      | None          | 0.00%                 | No            |                  3 | 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        |    123250 | PA      | $123558.41    | 0.05%             | 2030-08-21      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10280295.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     39199 | PA      | $37696.79     | 0.01%             | 2027-07-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7255995.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1767 | PA      | $0.80         | 0.00%             | 2035-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10606563.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7255 | PA      | $6801.74      | 0.00%             | 2027-09-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2267967.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5881 | PA      | $5792.18      | 0.00%             | 2027-05-17      | Fixed         | 19.43%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10406781.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1424 | PA      | $1351.11      | 0.00%             | 2027-08-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10381879.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       899 | PA      | $851.93       | 0.00%             | 2027-07-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9993208.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2920 | PA      | $2777.07      | 0.00%             | 2027-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2783726.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2283 | PA      | $2260.52      | 0.00%             | 2027-03-14      | Fixed         | 15.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10336176.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2373 | PA      | $2201.19      | 0.00%             | 2027-07-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2781136.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1294 | PA      | $1276.19      | 0.00%             | 2027-03-14      | Fixed         | 31.12%                | No            |                  3 | On Loan: No      |
| Jane Street Group / JSG Finance, Inc.                                       | Jane Street Group / JSG Finance, Inc.                                                             | CUSIP: 47077WAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $484943.95    | 0.19%             | 2029-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 7800873.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       857 | PA      | $370.80       | 0.00%             | 2035-11-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10076399.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1531 | PA      | $1450.74      | 0.00%             | 2027-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., L2111070.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       329 | PA      | $325.30       | 0.00%             | 2026-11-24      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8856216.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19212 | PA      | $18522.76     | 0.01%             | 2026-09-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10250853.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     35130 | PA      | $32974.00     | 0.01%             | 2027-06-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10392666.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30536 | PA      | $29285.51     | 0.01%             | 2027-07-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10060216.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6126 | PA      | $5959.41      | 0.00%             | 2027-05-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                      | UGCard, 992365869.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2025-04-22      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10458387.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20025 | PA      | $18822.19     | 0.01%             | 2027-08-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9833886.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       908 | PA      | $874.88       | 0.00%             | 2027-03-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9925930.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17683 | PA      | $16888.93     | 0.01%             | 2027-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10263968.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1629 | PA      | $1330.19      | 0.00%             | 2027-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9975970.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7917 | PA      | $7363.98      | 0.00%             | 2027-04-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9277456.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1795 | PA      | $1633.12      | 0.00%             | 2026-12-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 9247438.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       262 | PA      | $220.75       | 0.00%             | 2026-12-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2786929.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3314 | PA      | $3270.28      | 0.00%             | 2027-04-01      | Fixed         | 30.30%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10251941.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3011 | PA      | $2812.39      | 0.00%             | 2027-06-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10115640.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2076 | PA      | $2023.65      | 0.00%             | 2027-05-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10136809.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17208 | PA      | $16870.20     | 0.01%             | 2027-05-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10579045.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11060 | PA      | $10096.69     | 0.00%             | 2027-09-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                       | Upstart Network, Inc., FW2771881.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2000 | PA      | $146.18       | 0.00%             | 2027-03-14      | Fixed         | 18.18%                | No            |                  3 | On Loan: No      |
| Hillenbrand, Inc.                                                           | Hillenbrand, Inc.                                                                                 | CUSIP: 431571AF5<br>LEI: U246OE781574J2BUD366 | Long             | DBT              | CORP              | US        |    600000 | PA      | $556370.88    | 0.21%             | 2029-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 8542002.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       522 | PA      | $376.27       | 0.00%             | 2026-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 6146677.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8942 | PA      | $0.33         | 0.00%             | 2034-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc., 10598677.SQ.FTS.B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12601 | PA      | $11810.98     | 0.00%             | 2027-09-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Gates Corp.                                                                 | Gates Corp.                                                                                       | CUSIP: 367398AA2<br>LEI: 984500F43C791F4C7894 | Long             | DBT              | CORP              | US        |    400000 | PA      | $410915.60    | 0.16%             | 2029-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-04-30

**Name of Applicant:** Franklin Limited Duration Income Trust

**Signature:** Monica Krogh

**Name of Signer:** Monica Krogh

**Title:** Assistant Treasurer