# EDGAR Filing Document

**Accession Number:** 0000809707
**File Stem:** 0002071691-25-001620
**Filing Date:** 2025-9
**Character Count:** 1776477
**Document Hash:** 50322b018fee434062d936ce2d4d2fed
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-25-001620.hdr.sgml**: 20250923

**ACCESSION NUMBER**: 0002071691-25-001620

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250731

**FILED AS OF DATE**: 20250923

**DATE AS OF CHANGE**: 20250923

**PERIOD START**: 20251031

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04986
- **FILM NUMBER:** 251333228

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** San Mateo

  - **State:** CA

  - **Foreign country:** US

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

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 2025-10-31

- **b. Date as of which information is reported:** 2025-07-31

**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:** $3621172998.60

**Total Liabilities:** $616934658.46

**Net Assets:** $3004238340.14

**Delayed Delivery Securities:** $601263859.22

**Cash Not Reported:** $39831495.66

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -2310.06000000 | **1-Year:** -56870.87000000 | **5-Year:** -336316.93000000 | **10-Year:** -511914.98000000 | **30-Year:** -652316.07000000

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

- **3-Month:** -71.62000000 | **1-Year:** -49071.76000000 | **5-Year:** -5713.49000000 | **10-Year:** 45433.59000000 | **30-Year:** -26098.74000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000018530 | -0.51%               | 1.66%                | -0.26%               |
| Class ID C000018528 | -0.40%               | 1.66%                | -0.28%               |
| Class ID C000128883 | -0.45%               | 1.69%                | -0.21%               |
| Class ID C000018526 | -0.37%               | 1.67%                | -0.24%               |
| Class ID C000018529 | -0.34%               | 1.68%                | -0.22%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-9836763.92             | $-17957932.15                              |
| Month 2  | $-2607783.59             | $44188215.79                               |
| Month 3  | $1082501.06              | $-19286815.46                              |

**Designated Index Information**

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

- **Index Identifier:** BM0838

### Schedule of Portfolio Investments

| Name                                                                            | Title                                                                                             | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |    Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 3140QNDF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          0 | PA      | $0.01         | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5589011.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        996 | PA      | $0.07         | 0.00%             | 2033-12-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6944112.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7643 | PA      | $76.12        | 0.00%             | 2035-02-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6567346.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        936 | PA      | $1.96         | 0.00%             | 2034-10-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6152853.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      56251 | PA      | $0.00         | 0.00%             | 2034-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4807316.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        297 | PA      | $0.00         | 0.00%             | 2033-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183492757.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5628 | PA      | $5627.28      | 0.00%             | 2026-12-08      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183394419.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2869 | PA      | $0.00         | 0.00%             | 2026-11-19      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7134683.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1675 | PA      | $10.99        | 0.00%             | 2035-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2217859.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6577 | PA      | $6412.01      | 0.00%             | 2026-12-09      | Fixed         | 8.75%                 | No            |                  3 | On Loan: No      |
| BBCMS Mortgage Trust                                                            | BBCMS Mortgage Trust, Series 2024-5C31, Class XA                                                  | CUSIP: 07336YAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   31886994 | PA      | $1297424.40   | 0.04%             | 2057-12-15      | Variable      | 1.06%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10244412.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5264 | PA      | $5332.40      | 0.00%             | 2026-08-20      | Fixed         | 14.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5107188.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2474 | PA      | $0.00         | 0.00%             | 2033-09-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 36179YMM3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |          0 | PA      | $0.00         | 0.00%             | 2053-12-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991225200.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2028-11-10      | Fixed         | 20.47%                | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 30 Year                                                                               | CUSIP: 3133KMY90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2472885 | PA      | $2029090.61   | 0.07%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6685864.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        219 | PA      | $0.22         | 0.00%             | 2034-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, Series 2024-77, Class FM                                                                    | CUSIP: 3136BTRF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10517567 | PA      | $10486239.03  | 0.35%             | 2054-11-25      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7642888.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10378 | PA      | $356.97       | 0.00%             | 2025-09-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Minerals Technologies, Inc.                                                     | Minerals Technologies, Inc., First Lien, CME Term Loan, B                                         | CUSIP: 60315GAH1<br>LEI: 549300D3I1QU67GP6403 | Long             | LON              | CORP              | US        |     414583 | PA      | $415880.98    | 0.01%             | 2031-11-26      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5985197.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2407 | PA      | $0.35         | 0.00%             | 2034-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5297124.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4734 | PA      | $0.00         | 0.00%             | 2033-11-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31390N6W7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1861 | PA      | $1919.94      | 0.00%             | 2032-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 30 Year                                                                               | CUSIP: 3133AJN90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1338614 | PA      | $1098406.90   | 0.04%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7882919.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9836 | PA      | $9221.53      | 0.00%             | 2025-12-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09321377.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5807 | PA      | $5863.82      | 0.00%             | 2026-05-15      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7839409.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        417 | PA      | $350.69       | 0.00%             | 2025-11-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Bellemeade Re Ltd.                                                              | Bellemeade Re Ltd.                                                                                | CUSIP: 078777AF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |    2439000 | PA      | $2511255.62   | 0.08%             | 2031-09-25      | Floating      | 8.20%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31413BJ77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       6017 | PA      | $6161.96      | 0.00%             | 2037-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                               | Wells Fargo & Co.                                                                                 | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    9000000 | PA      | $8241261.84   | 0.27%             | 2033-03-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5294178.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4625 | PA      | $0.03         | 0.00%             | 2033-11-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10476876.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8020 | PA      | $8168.31      | 0.00%             | 2026-10-25      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6591260.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2973 | PA      | $2.02         | 0.00%             | 2034-10-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Constellation Energy Generation LLC                                             | Constellation Energy Generation LLC                                                               | CUSIP: 210385AD2<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    8950000 | PA      | $9631034.50   | 0.32%             | 2034-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5094586.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2003 | PA      | $0.00         | 0.00%             | 2033-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31407PYK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     161948 | PA      | $165876.53    | 0.01%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2221531.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1557 | PA      | $1529.36      | 0.00%             | 2026-12-10      | Fixed         | 30.36%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991218561.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          5 | PA      | $0.38         | 0.00%             | 2028-11-17      | Fixed         | 20.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5921964.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        623 | PA      | $0.02         | 0.00%             | 2034-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| PVH Corp.                                                                       | PVH Corp.                                                                                         | CUSIP: 693656AE0<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | DBT              | CORP              | US        |    4400000 | PA      | $4434631.65   | 0.15%             | 2030-06-13      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 36179XBQ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   14229527 | PA      | $11982379.68  | 0.40%             | 2052-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6412810.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10178 | PA      | $42.32        | 0.00%             | 2034-08-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2221255.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2650 | PA      | $2594.45      | 0.00%             | 2026-12-10      | Fixed         | 13.17%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2069740.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5861 | PA      | $1626.20      | 0.00%             | 2026-11-18      | Fixed         | 13.83%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1706444.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1742 | PA      | $1708.53      | 0.00%             | 2026-09-13      | Fixed         | 12.27%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183917868.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7423 | PA      | $7535.29      | 0.00%             | 2026-12-15      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7220771.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        269 | PA      | $133.19       | 0.00%             | 2035-05-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6569506.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1090 | PA      | $0.99         | 0.00%             | 2034-10-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1996800.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12895 | PA      | $12626.67     | 0.00%             | 2027-04-23      | Fixed         | 25.32%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1606978.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3718 | PA      | $3709.92      | 0.00%             | 2026-08-25      | Fixed         | 13.30%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1656341.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8672 | PA      | $1990.62      | 0.00%             | 2027-06-15      | Fixed         | 15.29%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5918205.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        693 | PA      | $0.00         | 0.00%             | 2034-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1705472.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4559 | PA      | $2323.45      | 0.00%             | 2027-02-13      | Fixed         | 19.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7043570.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      27825 | PA      | $270.88       | 0.00%             | 2035-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6458130.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1801 | PA      | $0.00         | 0.00%             | 2034-09-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991263485.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2026-12-16      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| CITGO Petroleum Corp.                                                           | CITGO Petroleum Corp.                                                                             | CUSIP: 17302XAM8<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2997817.80   | 0.10%             | 2026-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Aspire Bakeries Holdings LLC                                                    | Aspire Bakeries Holdings LLC, First Lien, Second Amendment CME Term Loan                          | CUSIP: 02106XAJ5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     197033 | PA      | $199065.36    | 0.01%             | 2030-12-23      | Variable      | 7.85%                 | No            |                  2 | On Loan: No      |
| Biogen, Inc.                                                                    | Biogen, Inc.                                                                                      | CUSIP: 09062XAH6<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    6900000 | PA      | $6192737.79   | 0.21%             | 2030-05-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6962747.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        543 | PA      | $4.21         | 0.00%             | 2035-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6378771.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1938 | PA      | $0.00         | 0.00%             | 2034-08-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Five Corners Funding Trust III                                                  | Five Corners Funding Trust III                                                                    | CUSIP: 33830GAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6500000 | PA      | $6760328.84   | 0.23%             | 2033-02-15      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2074846.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5195 | PA      | $5135.69      | 0.00%             | 2026-11-18      | Fixed         | 15.74%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11396422.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7327 | PA      | $7557.09      | 0.00%             | 2027-01-08      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Mill City Mortgage Loan Trust                                                   | Mill City Mortgage Loan Trust, Series 2018-4, Class A1B                                           | CUSIP: 59980YAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3506673 | PA      | $3431964.40   | 0.11%             | 2066-04-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust                                               | Chase Home Lending Mortgage Trust, Series 2025-7, Class A11                                       | CUSIP: 16160AAZ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2641929 | PA      | $2643560.67   | 0.09%             | 2056-05-25      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7080219.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        292 | PA      | $3.17         | 0.00%             | 2035-04-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7210903.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5395 | PA      | $99.58        | 0.00%             | 2035-05-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1620043.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        883 | PA      | $868.34       | 0.00%             | 2026-08-25      | Fixed         | 17.72%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183790054.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2645 | PA      | $536.53       | 0.00%             | 2026-12-06      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183712326.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2395 | PA      | $2392.42      | 0.00%             | 2026-12-15      | Fixed         | 15.44%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183409645.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2891 | PA      | $596.58       | 0.00%             | 2034-12-20      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991169194.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2028-11-12      | Fixed         | 21.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7347758.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        637 | PA      | $14.01        | 0.00%             | 2035-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182100249.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5300 | PA      | $0.00         | 0.00%             | 2026-10-28      | Fixed         | 28.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7447727.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9518 | PA      | $6169.73      | 0.00%             | 2035-07-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6949409.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        295 | PA      | $1.41         | 0.00%             | 2035-02-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5049827.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3982 | PA      | $0.00         | 0.00%             | 2033-09-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4906129.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        407 | PA      | $0.24         | 0.00%             | 2033-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6066747.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4039 | PA      | $0.13         | 0.00%             | 2034-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA Connecticut Avenue Securities Trust, Series 2025-R02, Class 1A1                              | CUSIP: 20754TAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1534235 | PA      | $1535099.28   | 0.05%             | 2045-02-25      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5694752.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      35953 | PA      | $0.08         | 0.00%             | 2034-01-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7085488.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1027 | PA      | $472.20       | 0.00%             | 2035-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6183434.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        527 | PA      | $0.00         | 0.00%             | 2034-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5788233.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        881 | PA      | $0.09         | 0.00%             | 2034-02-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5833744.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4166 | PA      | $0.00         | 0.00%             | 2034-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8038799.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        905 | PA      | $807.90       | 0.00%             | 2026-01-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| AS Mileage Plan IP Ltd.                                                         | AS Mileage Plan IP Ltd., First Lien, Initial CME Term Loan                                        | CUSIP: G0541TAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     553945 | PA      | $555792.63    | 0.02%             | 2031-10-01      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5321246.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9240 | PA      | $0.00         | 0.00%             | 2033-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8027010.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        613 | PA      | $595.26       | 0.00%             | 2026-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5961632.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10451 | PA      | $0.00         | 0.00%             | 2034-04-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5611249.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1749 | PA      | $0.00         | 0.00%             | 2033-12-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10156518.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1512 | PA      | $1515.14      | 0.00%             | 2027-03-31      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11333372.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7595 | PA      | $7888.72      | 0.00%             | 2027-01-07      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Carlyle Global Market Strategies CLO Ltd.                                       | Carlyle Global Market Strategies CLO Ltd., Series 2016-1A, Class A1R3                             | CUSIP: 14312HBE5<br>LEI: 549300N3CJKPCWZ7KX23 | Long             | ABS-CBDO         | CORP              | KY        |    7750000 | PA      | $7767501.58   | 0.26%             | 2034-04-20      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991200425.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2023-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4842339.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        539 | PA      | $0.12         | 0.00%             | 2033-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7529757.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      16547 | PA      | $11067.15     | 0.00%             | 2035-08-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8128439.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2271 | PA      | $2195.98      | 0.00%             | 2026-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1612430.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        366 | PA      | $361.20       | 0.00%             | 2026-08-23      | Fixed         | 25.30%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 172424365.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1325 | PA      | $1322.74      | 0.00%             | 2025-12-20      | Fixed         | 15.40%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09717880.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7316 | PA      | $7411.90      | 0.00%             | 2026-08-20      | Fixed         | 15.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2216607.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1256 | PA      | $1231.17      | 0.00%             | 2026-12-09      | Fixed         | 25.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6807789.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2456 | PA      | $3.49         | 0.00%             | 2034-12-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2072695.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        424 | PA      | $417.88       | 0.00%             | 2026-11-18      | Fixed         | 30.47%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1685964.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7279 | PA      | $7273.22      | 0.00%             | 2026-12-15      | Fixed         | 15.29%                | No            |                  3 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP                                                                                           | CUSIP: 55336VBY5<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   11300000 | PA      | $11181729.12  | 0.37%             | 2035-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183298862.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13696 | PA      | $13747.21     | 0.00%             | 2026-11-23      | Fixed         | 14.19%                | No            |                  3 | On Loan: No      |
| Boeing Co. (The)                                                                | Boeing Co. (The)                                                                                  | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    6500000 | PA      | $6135459.53   | 0.20%             | 2031-02-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma plc                                                              | Royalty Pharma plc                                                                                | CUSIP: 78081BAN3<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   11800000 | PA      | $10113012.17  | 0.34%             | 2031-09-02      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5239980.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4342 | PA      | $0.10         | 0.00%             | 2033-10-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                         | CUSIP: 00774MAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   11300000 | PA      | $9929147.51   | 0.33%             | 2033-10-29      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8216170.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4710 | PA      | $4668.12      | 0.00%             | 2026-03-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4640985.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1692 | PA      | $0.58         | 0.00%             | 2033-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Verus Securitization Trust                                                      | Verus Securitization Trust, Series 2024-4, Class A1                                               | CUSIP: 92540GAA6<br>LEI: 213800WNY873LW1L3M73 | Long             | ABS-MBS          | CORP              | US        |    1957153 | PA      | $1974083.10   | 0.07%             | 2069-06-25      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6668228.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1149 | PA      | $1.52         | 0.00%             | 2034-11-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7530328.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1101 | PA      | $745.17       | 0.00%             | 2035-08-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Electricite de France SA                                                        | Electricite de France SA                                                                          | CUSIP: 28504DAB9<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | NUSS              | FR        |    2100000 | PA      | $2159419.08   | 0.07%             | 2028-05-23      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8130830.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1171 | PA      | $1162.54      | 0.00%             | 2026-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4605658.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6711 | PA      | $0.24         | 0.00%             | 2033-04-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991118422.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2029-11-20      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7636007.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1441 | PA      | $23.82        | 0.00%             | 2025-09-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1604936.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        669 | PA      | $691.50       | 0.00%             | 2026-08-16      | Fixed         | 25.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5739318.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9310 | PA      | $0.00         | 0.00%             | 2034-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6215908.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        488 | PA      | $0.01         | 0.00%             | 2034-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 3128M4LK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     373207 | PA      | $377369.26    | 0.01%             | 2037-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6126544.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        156 | PA      | $0.01         | 0.00%             | 2034-05-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991161030.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         85 | PA      | $87.81        | 0.00%             | 2026-06-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7209663.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2737 | PA      | $22.73        | 0.00%             | 2035-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7372521.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1299 | PA      | $811.82       | 0.00%             | 2035-07-01      | 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        |     605364 | PA      | $592121.72    | 0.02%             | 2029-11-01      | Variable      | 9.07%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7612216.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2325 | PA      | $1565.04      | 0.00%             | 2025-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1704834.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2821 | PA      | $1619.66      | 0.00%             | 2026-09-13      | Fixed         | 12.73%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7787446.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        752 | PA      | $579.44       | 0.00%             | 2025-11-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2217548.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5610 | PA      | $5534.88      | 0.00%             | 2026-12-09      | Fixed         | 17.23%                | No            |                  3 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                           | Wells Fargo Commercial Mortgage Trust, Series 2016-C32, Class B                                   | CUSIP: 94989YBE2<br>LEI: 549300VOKB4Z9J8DIM89 | Long             | ABS-MBS          | CORP              | US        |    2300000 | PA      | $2279845.10   | 0.08%             | 2059-01-15      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1989989.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3747 | PA      | $3693.99      | 0.00%             | 2026-11-08      | Fixed         | 16.18%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182489147.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12036 | PA      | $12087.39     | 0.00%             | 2026-10-20      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183940387.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7225 | PA      | $7340.56      | 0.00%             | 2026-12-25      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1617532.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1004 | PA      | $991.99       | 0.00%             | 2026-08-25      | Fixed         | 25.68%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1655400.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1903 | PA      | $1914.58      | 0.00%             | 2026-10-27      | Fixed         | 13.70%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2218562.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        333 | PA      | $326.16       | 0.00%             | 2026-12-09      | Fixed         | 29.96%                | No            |                  3 | On Loan: No      |
| Flex Ltd.                                                                       | Flex Ltd.                                                                                         | CUSIP: 33938XAB1<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    7500000 | PA      | $7505620.43   | 0.25%             | 2030-05-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991146431.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          5 | PA      | $4.62         | 0.00%             | 2030-07-17      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7565514.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        238 | PA      | $156.22       | 0.00%             | 2025-09-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7478314.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      33364 | PA      | $549.94       | 0.00%             | 2035-08-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991099542.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2024-11-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1613779.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3553 | PA      | $3474.59      | 0.00%             | 2026-08-24      | Fixed         | 8.38%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11741440.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3939 | PA      | $4062.06      | 0.00%             | 2026-12-16      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7094035.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2873 | PA      | $36.18        | 0.00%             | 2035-04-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6863964.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1197 | PA      | $3.62         | 0.00%             | 2035-01-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5313296.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1043 | PA      | $0.00         | 0.00%             | 2033-11-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Republic of Peru                                                                | Peru Government Bond                                                                              | CUSIP: 715638DF6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    2500000 | PA      | $2256075.00   | 0.08%             | 2031-01-23      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2217220.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3507 | PA      | $3445.89      | 0.00%             | 2027-10-09      | Fixed         | 24.27%                | 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        |     142846 | PA      | $142957.98    | 0.00%             | 2028-04-03      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| Hunter Douglas, Inc.                                                            | Hunter Douglas, Inc., First Lien, CME Term Loan, B1                                               | CUSIP: N8137FAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     483555 | PA      | $484461.27    | 0.02%             | 2032-01-16      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1603442.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        133 | PA      | $134.69       | 0.00%             | 2035-07-20      | Fixed         | 18.20%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183101425.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9964 | PA      | $10002.59     | 0.00%             | 2026-11-15      | Fixed         | 17.44%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2220844.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1083 | PA      | $1061.98      | 0.00%             | 2026-12-10      | Fixed         | 25.09%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8211765.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3031 | PA      | $1609.26      | 0.00%             | 2026-03-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8036914.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2957 | PA      | $954.02       | 0.00%             | 2026-01-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4843142.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        495 | PA      | $1.11         | 0.00%             | 2033-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09096903.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3761 | PA      | $3796.83      | 0.00%             | 2026-06-15      | Fixed         | 12.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2217843.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        506 | PA      | $496.20       | 0.00%             | 2026-12-09      | Fixed         | 31.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6002949.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        628 | PA      | $0.00         | 0.00%             | 2034-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11318066.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5679 | PA      | $5864.25      | 0.00%             | 2026-12-25      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Flexera Software LLC                                                            | Flexera Software LLC, First Lien, CME Term Loan, B3                                               | CUSIP: 33937KAX2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      50340 | PA      | $50380.53     | 0.00%             | 2028-03-03      | Variable      | 7.31%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5080951.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        654 | PA      | $0.07         | 0.00%             | 2033-09-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5721363.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      47507 | PA      | $0.14         | 0.00%             | 2034-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1995724.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8290 | PA      | $593.92       | 0.00%             | 2027-04-08      | Fixed         | 22.43%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991113309.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2032-07-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| United Mexican States                                                           | Mexico Government Bond                                                                            | CUSIP: 91087BAM2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    1590000 | PA      | $1373473.80   | 0.05%             | 2031-05-24      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8039644.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        541 | PA      | $525.66       | 0.00%             | 2026-01-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6986554.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1366 | PA      | $504.43       | 0.00%             | 2035-03-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6912323.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1823 | PA      | $571.43       | 0.00%             | 2035-02-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1617537.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1142 | PA      | $1126.14      | 0.00%             | 2026-08-24      | Fixed         | 20.26%                | No            |                  3 | On Loan: No      |
| Pertamina Hulu Energi PT                                                        | Pertamina Hulu Energi PT                                                                          | CUSIP: 74448WAA2<br>LEI: 2549003IT1KDHL64C037 | Long             | DBT              | CORP              | ID        |    1070000 | PA      | $1084755.30   | 0.04%             | 2030-05-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2216524.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7063 | PA      | $3539.76      | 0.00%             | 2027-05-09      | Fixed         | 25.42%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-08984739.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12087 | PA      | $12207.49     | 0.00%             | 2026-07-01      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1616680.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3785 | PA      | $3732.71      | 0.00%             | 2026-08-24      | Fixed         | 21.59%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5913409.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2690 | PA      | $0.00         | 0.00%             | 2034-03-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1619126.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2583 | PA      | $2526.29      | 0.00%             | 2026-08-25      | Fixed         | 9.43%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6749349.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        835 | PA      | $1.58         | 0.00%             | 2034-12-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991152518.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         74 | PA      | $0.28         | 0.00%             | 2025-09-23      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| PSMC Trust                                                                      | PSMC Trust, Series 2021-3, Class A3                                                               | CUSIP: 69376DAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10859281 | PA      | $9728380.56   | 0.32%             | 2051-08-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8185824.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2757 | PA      | $2582.32      | 0.00%             | 2026-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184321733.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11758 | PA      | $1475.65      | 0.00%             | 2026-12-23      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991217394.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         86 | PA      | $68.31        | 0.00%             | 2026-10-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1612375.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2808 | PA      | $2829.02      | 0.00%             | 2026-08-23      | Fixed         | 14.29%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7512941.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4911 | PA      | $2401.09      | 0.00%             | 2035-08-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7094917.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        542 | PA      | $225.28       | 0.00%             | 2035-04-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7530224.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1707 | PA      | $937.96       | 0.00%             | 2035-08-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7885234.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1476 | PA      | $544.21       | 0.00%             | 2025-12-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8029301.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10117 | PA      | $9897.70      | 0.00%             | 2026-01-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Berkshire Hathaway Energy Co.                                                   | Berkshire Hathaway Energy Co.                                                                     | CUSIP: 59562VAM9<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    2700000 | PA      | $2886264.79   | 0.10%             | 2036-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5473309.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1962 | PA      | $0.00         | 0.00%             | 2033-12-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6790513.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2508 | PA      | $3.55         | 0.00%             | 2034-12-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7009641.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12183 | PA      | $66.24        | 0.00%             | 2035-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8162815.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3331 | PA      | $3297.68      | 0.00%             | 2026-03-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4831089.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3668 | PA      | $0.00         | 0.00%             | 2033-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8010684.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4698 | PA      | $4651.35      | 0.00%             | 2026-01-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2075589.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4082 | PA      | $161.05       | 0.00%             | 2027-04-28      | Fixed         | 16.26%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5017280.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6962 | PA      | $0.38         | 0.00%             | 2033-08-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5960313.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        680 | PA      | $0.00         | 0.00%             | 2034-04-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Goat Holdco LLC                                                                 | Goat Holdco LLC, First Lien, CME Term Loan, B                                                     | CUSIP: 38021CAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     239400 | PA      | $239998.50    | 0.01%             | 2032-01-27      | Variable      | 7.36%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11795116.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9514 | PA      | $9646.60      | 0.00%             | 2027-02-04      | Fixed         | 11.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8206858.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1047 | PA      | $852.46       | 0.00%             | 2026-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7179389.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3065 | PA      | $69.22        | 0.00%             | 2035-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5928998.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4209 | PA      | $0.37         | 0.00%             | 2034-03-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| INEOS US Petrochem LLC                                                          | INEOS US Petrochem LLC, First Lien, 2030 Dollar CME Term Loan, B                                  | CUSIP: G4770MAJ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     414710 | PA      | $377386.40    | 0.01%             | 2030-03-14      | Variable      | 8.21%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7480273.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10475 | PA      | $7907.01      | 0.00%             | 2035-08-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183477091.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3336 | PA      | $3350.58      | 0.00%             | 2026-11-23      | Fixed         | 13.19%                | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 3618N5RD3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3166000 | PA      | $3006728.42   | 0.10%             | 2055-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Bonds                                                                               | CUSIP: 912810RZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   16140000 | PA      | $11342132.89  | 0.38%             | 2047-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5164900.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2484 | PA      | $0.00         | 0.00%             | 2033-10-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4604804.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        785 | PA      | $0.02         | 0.00%             | 2033-04-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1706707.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6052 | PA      | $5937.40      | 0.00%             | 2026-09-13      | Fixed         | 14.84%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1995331.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        388 | PA      | $380.06       | 0.00%             | 2026-11-08      | Fixed         | 23.11%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7872337.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         87 | PA      | $82.89        | 0.00%             | 2025-12-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6051734.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7797 | PA      | $0.22         | 0.00%             | 2034-05-03      | 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        |     572408 | PA      | $571037.18    | 0.02%             | 2029-06-04      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183434742.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3187 | PA      | $3290.15      | 0.00%             | 2026-11-22      | Fixed         | 23.19%                | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 21H060689<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  111310000 | PA      | $112836113.53 | 3.76%             | 2055-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7745988.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2610 | PA      | $1886.65      | 0.00%             | 2025-11-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1621031.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1990 | PA      | $1965.46      | 0.00%             | 2026-08-25      | Fixed         | 25.07%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8109091.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2378 | PA      | $2288.80      | 0.00%             | 2026-02-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Bank of America Corp.                                                           | Bank of America Corp.                                                                             | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    5300000 | PA      | $4623781.85   | 0.15%             | 2031-10-24      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                                                    | Fiserv, Inc.                                                                                      | CUSIP: 337738AU2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1151889.61   | 0.04%             | 2029-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                            | Meta Platforms, Inc.                                                                              | CUSIP: 30303M8N5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1222865.89   | 0.04%             | 2033-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6390695.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        554 | PA      | $0.00         | 0.00%             | 2034-08-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7673573.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        370 | PA      | $334.71       | 0.00%             | 2025-10-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 15 Year                                                                               | CUSIP: 3132CWYL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |          0 | PA      | $0.02         | 0.00%             | 2037-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7847613.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        290 | PA      | $155.69       | 0.00%             | 2025-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6142889.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1621 | PA      | $0.07         | 0.00%             | 2034-05-17      | 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        |     665000 | PA      | $658712.36    | 0.02%             | 2034-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1998032.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2420 | PA      | $173.62       | 0.00%             | 2026-11-08      | Fixed         | 29.86%                | No            |                  3 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                   | Freedom Mortgage Holdings LLC                                                                     | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    1050000 | PA      | $1074874.50   | 0.04%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| KKR CLO 54 Ltd.                                                                 | KKR CLO 54 Ltd., Series 2024-54A, Class A                                                         | CUSIP: 48256VAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    7024000 | PA      | $7038841.56   | 0.23%             | 2038-01-15      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991291675.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2023-11-20      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2215373.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        391 | PA      | $385.63       | 0.00%             | 2026-12-09      | Fixed         | 20.25%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6304026.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4503 | PA      | $0.08         | 0.00%             | 2034-07-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 173394313.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2534 | PA      | $2530.17      | 0.00%             | 2026-01-16      | Fixed         | 16.08%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7985503.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4366 | PA      | $4205.89      | 0.00%             | 2026-01-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5923853.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      34589 | PA      | $0.00         | 0.00%             | 2034-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09811789.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2318 | PA      | $2411.12      | 0.00%             | 2026-08-20      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                                           | Alexandria Real Estate Equities, Inc.                                                             | CUSIP: 015271BA6<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    6500000 | PA      | $6215249.76   | 0.21%             | 2035-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2216002.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1985 | PA      | $1943.54      | 0.00%             | 2026-12-09      | Fixed         | 24.20%                | No            |                  3 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                                           | Alexandria Real Estate Equities, Inc.                                                             | CUSIP: 015271BC2<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    2600000 | PA      | $2561821.65   | 0.09%             | 2036-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182845986.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3223 | PA      | $3267.27      | 0.00%             | 2026-11-05      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 30 Year                                                                               | CUSIP: 3132DWDH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   66674171 | PA      | $52393260.56  | 1.74%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5413606.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2850 | PA      | $0.17         | 0.00%             | 2033-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31390RFA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        105 | PA      | $108.16       | 0.00%             | 2032-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Artera Services LLC                                                             | Artera Services LLC, First Lien, CME Term Loan, C                                                 | CUSIP: 73937UAL2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     744347 | PA      | $620926.61    | 0.02%             | 2031-02-18      | Variable      | 8.80%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7279543.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1656 | PA      | $16.54        | 0.00%             | 2035-06-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 3128M5GZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     135971 | PA      | $138895.34    | 0.00%             | 2037-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8192240.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1288 | PA      | $18.74        | 0.00%             | 2026-03-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-08684475.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2751 | PA      | $2834.55      | 0.00%             | 2026-07-11      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4814833.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      24496 | PA      | $0.00         | 0.00%             | 2033-06-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1993764.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        532 | PA      | $521.10       | 0.00%             | 2026-11-08      | Fixed         | 17.26%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10550902.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1885 | PA      | $1885.98      | 0.00%             | 2027-03-24      | Fixed         | 9.99%                 | No            |                  3 | On Loan: No      |
| Calpine Corp.                                                                   | Calpine Corp., First Lien, 2024 CME Term Loan                                                     | CUSIP: 13134MBW2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     537300 | PA      | $537987.74    | 0.02%             | 2031-01-31      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6458789.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        636 | PA      | $0.28         | 0.00%             | 2034-09-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7622832.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1403 | PA      | $1048.28      | 0.00%             | 2025-09-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182433195.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4593 | PA      | $0.00         | 0.00%             | 2026-11-05      | Fixed         | 25.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4860376.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1539 | PA      | $0.01         | 0.00%             | 2033-06-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8015515.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2333 | PA      | $52.35        | 0.00%             | 2026-01-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4989680.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6187 | PA      | $0.00         | 0.00%             | 2033-08-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 15 Year                                                                                     | CUSIP: 3140MAXK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     356586 | PA      | $323993.19    | 0.01%             | 2037-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10769483.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11019 | PA      | $11367.07     | 0.00%             | 2027-01-22      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, Series 2024-105, Class KF                                                                   | CUSIP: 3136BUCB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   14228379 | PA      | $14270637.52  | 0.48%             | 2055-01-25      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                             | Petroleos Mexicanos                                                                               | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |     520000 | PA      | $495988.17    | 0.02%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7270346.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1110 | PA      | $165.32       | 0.00%             | 2035-05-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 30 Year                                                                               | CUSIP: 3132DWEH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |          0 | PA      | $0.00         | 0.00%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 31296LSU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      16471 | PA      | $16609.49     | 0.00%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7848174.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        338 | PA      | $310.82       | 0.00%             | 2025-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Philip Morris International, Inc.                                               | Philip Morris International, Inc.                                                                 | CUSIP: 718172DB2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    8800000 | PA      | $9036192.18   | 0.30%             | 2033-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7805135.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        221 | PA      | $6.11         | 0.00%             | 2025-11-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2221548.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        361 | PA      | $353.50       | 0.00%             | 2026-12-10      | Fixed         | 14.74%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184435348.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1915 | PA      | $0.00         | 0.00%             | 2034-12-23      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1989003.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8610 | PA      | $8437.34      | 0.00%             | 2026-11-20      | Fixed         | 15.35%                | No            |                  3 | On Loan: No      |
| Eaton Corp.                                                                     | Eaton Corp.                                                                                       | CUSIP: 278062AH7<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    2400000 | PA      | $2329085.95   | 0.08%             | 2033-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7363981.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1600 | PA      | $1092.67      | 0.00%             | 2035-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5894227.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6594 | PA      | $0.15         | 0.00%             | 2034-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1707003.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        603 | PA      | $592.32       | 0.00%             | 2026-09-13      | Fixed         | 25.50%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12246852.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        744 | PA      | $744.93       | 0.00%             | 2026-03-12      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2221797.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6050 | PA      | $5937.43      | 0.00%             | 2026-12-10      | Fixed         | 19.44%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183371257.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10806 | PA      | $10840.65     | 0.00%             | 2026-11-22      | Fixed         | 17.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7843703.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        213 | PA      | $208.95       | 0.00%             | 2025-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UnitedHealth Group, Inc.                                                        | UnitedHealth Group, Inc.                                                                          | CUSIP: 91324PFJ6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $6020638.92   | 0.20%             | 2034-07-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09133899.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17030 | PA      | $5815.62      | 0.00%             | 2026-09-16      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7967953.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15279 | PA      | $292.29       | 0.00%             | 2026-01-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5953421.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3220 | PA      | $0.01         | 0.00%             | 2034-03-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2221439.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        980 | PA      | $962.51       | 0.00%             | 2026-12-10      | Fixed         | 30.50%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2074730.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2152 | PA      | $2111.73      | 0.00%             | 2027-04-18      | Fixed         | 20.02%                | No            |                  3 | On Loan: No      |
| Comision Federal de Electricidad                                                | Comision Federal de Electricidad                                                                  | CUSIP: N/A<br>LEI: 4469000001BFPONMPF32       | Long             | DBT              | NUSS              | MX        |    1170000 | PA      | $1024084.39   | 0.03%             | 2031-02-09      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-08907777.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2044 | PA      | $2095.38      | 0.00%             | 2026-06-12      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| LaserShip, Inc.                                                                 | LaserShip, Inc., First Lien, CME Term Loan, B1                                                    | CUSIP: 51809EAM7<br>LEI: 254900NGHREGOQUFUT53 | Long             | LON              | CORP              | US        |      98069 | PA      | $57811.90     | 0.00%             | 2029-08-10      | Variable      | 6.06%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1706683.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        743 | PA      | $729.24       | 0.00%             | 2026-09-13      | Fixed         | 16.01%                | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA I, Single-family, 30 Year                                                                    | CUSIP: 36201LTN4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        179 | PA      | $183.82       | 0.00%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6726121.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        582 | PA      | $1.03         | 0.00%             | 2034-12-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5824290.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1207 | PA      | $0.00         | 0.00%             | 2034-02-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 15 Year                                                                               | CUSIP: 3133GG6H1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |          0 | PA      | $0.01         | 0.00%             | 2037-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7665718.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10243 | PA      | $4092.92      | 0.00%             | 2025-10-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5104481.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1513 | PA      | $0.00         | 0.00%             | 2033-09-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 36179YKU7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |          0 | PA      | $0.00         | 0.00%             | 2053-11-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5945156.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1617 | PA      | $0.00         | 0.00%             | 2034-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7515032.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1203 | PA      | $115.66       | 0.00%             | 2035-08-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183885314.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2401 | PA      | $2465.20      | 0.00%             | 2026-12-07      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1655382.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10941 | PA      | $10928.34     | 0.00%             | 2026-10-27      | Fixed         | 12.80%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11802431.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1633 | PA      | $1642.35      | 0.00%             | 2025-12-18      | Fixed         | 10.24%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09074432.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3118 | PA      | $3229.19      | 0.00%             | 2026-06-12      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991265247.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        200 | PA      | $207.12       | 0.00%             | 2026-12-12      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183312099.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4619 | PA      | $3664.88      | 0.00%             | 2026-12-07      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6543316.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3927 | PA      | $1.93         | 0.00%             | 2034-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184275242.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8221 | PA      | $8496.19      | 0.00%             | 2026-12-27      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6504374.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6570 | PA      | $1.45         | 0.00%             | 2034-09-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4861282.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2636 | PA      | $0.00         | 0.00%             | 2033-06-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1705757.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1210 | PA      | $1187.18      | 0.00%             | 2026-09-13      | Fixed         | 21.70%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2217227.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4218 | PA      | $4137.07      | 0.00%             | 2026-12-09      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09087999.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6996 | PA      | $7217.28      | 0.00%             | 2026-04-30      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| N/A                                                                             | CDIO                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |  -57000000 | PA      | $-73516.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183159318.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3444 | PA      | $3431.21      | 0.00%             | 2026-12-15      | Fixed         | 6.00%                 | No            |                  3 | On Loan: No      |
| AssuredPartners, Inc.                                                           | AssuredPartners, Inc., First Lien, 2024 CME Term Loan                                             | CUSIP: 04621HAW3<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | LON              | CORP              | US        |     225213 | PA      | $225926.79    | 0.01%             | 2031-02-14      | Variable      | 7.86%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09074502.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8607 | PA      | $8729.79      | 0.00%             | 2026-06-12      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1645934.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2558 | PA      | $2578.48      | 0.00%             | 2026-10-28      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5594128.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3289 | PA      | $0.00         | 0.00%             | 2033-12-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Greenville City School District                                                 | Greenville City School District, Series 2019                                                      | CUSIP: 396352GY6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   16585000 | PA      | $12412887.35  | 0.41%             | 2051-01-01      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Cushman & Wakefield US Borrower LLC                                             | Cushman & Wakefield US Borrower LLC, First Lien, 2024-3 CME Term Loan                             | CUSIP: 23340DAU6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     511650 | PA      | $515275.04    | 0.02%             | 2030-01-31      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182871113.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7599 | PA      | $7793.09      | 0.00%             | 2026-11-02      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09593157.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9790 | PA      | $5964.95      | 0.00%             | 2026-08-12      | Fixed         | 14.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6274028.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7166 | PA      | $0.00         | 0.00%             | 2034-07-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5273861.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2965 | PA      | $0.00         | 0.00%             | 2033-11-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7380832.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3802 | PA      | $29.03        | 0.00%             | 2035-07-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7611418.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1235 | PA      | $16.12        | 0.00%             | 2025-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                             | Euro-Bund                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |        -14 | NC      | $20521.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183149701.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11088 | PA      | $11131.75     | 0.00%             | 2026-11-24      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991263261.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2023-11-25      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2075024.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2232 | PA      | $161.44       | 0.00%             | 2026-11-18      | Fixed         | 23.38%                | No            |                  3 | On Loan: No      |
| Lhome Mortgage Trust                                                            | Lhome Mortgage Trust, Series 2025-RTL2, Class A1                                                  | CUSIP: 50206RAA5<br>LEI: 529900COAFD3IY51O355 | Long             | ABS-MBS          | CORP              | US        |    1116000 | PA      | $1117825.44   | 0.04%             | 2040-04-25      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| CNT Holdings I Corp.                                                            | CNT Holdings I Corp., First Lien, 2025 Replacement CME Term Loan                                  | CUSIP: 12656AAF6<br>LEI: 254900SYIEHMSB69WT08 | Long             | LON              | CORP              | US        |      76621 | PA      | $76850.94     | 0.00%             | 2032-11-08      | Variable      | 6.78%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991383601.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        238 | PA      | $16.40        | 0.00%             | 2028-03-29      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 173018414.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1772 | PA      | $1765.24      | 0.00%             | 2025-12-22      | Fixed         | 13.33%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6811299.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        134 | PA      | $23.85        | 0.00%             | 2035-01-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4755474.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1198 | PA      | $0.25         | 0.00%             | 2033-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10091993.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6986 | PA      | $7238.19      | 0.00%             | 2026-10-20      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Canadian Natural Resources Ltd.                                                 | Canadian Natural Resources Ltd.                                                                   | CUSIP: 136385BA8<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    5900000 | PA      | $5419603.12   | 0.18%             | 2030-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5114403.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1028 | PA      | $0.00         | 0.00%             | 2033-09-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4977295.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5717 | PA      | $0.00         | 0.00%             | 2033-08-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 36202DV65<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       2989 | PA      | $2999.97      | 0.00%             | 2033-01-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5271294.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        743 | PA      | $0.00         | 0.00%             | 2033-11-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6011014.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1353 | PA      | $0.06         | 0.00%             | 2034-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5153196.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13914 | PA      | $0.00         | 0.00%             | 2033-10-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 172830533.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1962 | PA      | $0.00         | 0.00%             | 2034-01-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184068690.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3009 | PA      | $0.00         | 0.00%             | 2034-12-25      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Virginia Electric and Power Co.                                                 | Virginia Electric and Power Co.                                                                   | CUSIP: 927804GK4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    7900000 | PA      | $7963392.29   | 0.27%             | 2033-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5767979.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2624 | PA      | $0.04         | 0.00%             | 2034-02-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7924762.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      24106 | PA      | $264.22       | 0.00%             | 2025-12-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1999575.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        364 | PA      | $356.95       | 0.00%             | 2026-11-08      | Fixed         | 12.84%                | No            |                  3 | On Loan: No      |
| Power Finance Corp. Ltd.                                                        | Power Finance Corp. Ltd.                                                                          | CUSIP: 73928RAB2<br>LEI: 3358003Q6D9LIJJZ1614 | Long             | DBT              | NUSS              | IN        |    1060000 | PA      | $1022652.03   | 0.03%             | 2030-04-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1616273.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        288 | PA      | $284.07       | 0.00%             | 2026-08-24      | Fixed         | 23.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5900522.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        449 | PA      | $0.00         | 0.00%             | 2034-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7291240.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5009 | PA      | $48.33        | 0.00%             | 2035-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Dryden 97 CLO Ltd.                                                              | Dryden 97 CLO Ltd., Series 2022-97A, Class A                                                      | CUSIP: 26248XAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   17750000 | PA      | $17774194.58  | 0.59%             | 2035-04-20      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7530955.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        518 | PA      | $370.85       | 0.00%             | 2035-08-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2071865.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2379 | PA      | $2331.77      | 0.00%             | 2026-11-18      | Fixed         | 10.09%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 3140XG5K1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          0 | PA      | $0.00         | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7869424.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11411 | PA      | $188.74       | 0.00%             | 2025-12-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7478115.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2361 | PA      | $935.54       | 0.00%             | 2035-08-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1705415.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2935 | PA      | $2884.40      | 0.00%             | 2026-09-13      | Fixed         | 19.86%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7077567.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7677 | PA      | $86.97        | 0.00%             | 2035-04-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Notes                                                                               | CUSIP: 91282CEW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4100000 | PA      | $4047949.23   | 0.13%             | 2027-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Dollar Tree, Inc.                                                               | Dollar Tree, Inc.                                                                                 | CUSIP: 256746AJ7<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |    3300000 | PA      | $2907121.14   | 0.10%             | 2031-12-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8113487.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5671 | PA      | $1712.54      | 0.00%             | 2026-02-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7709864.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        944 | PA      | $855.02       | 0.00%             | 2025-10-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Xcel Energy, Inc.                                                               | Xcel Energy, Inc.                                                                                 | CUSIP: 98389BBA7<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    5500000 | PA      | $5582599.44   | 0.19%             | 2033-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 30 Year                                                                               | CUSIP: 3132DWDR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   25586850 | PA      | $21058070.45  | 0.70%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Notes                                                                               | CUSIP: 9128284N7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    8600000 | PA      | $8372066.37   | 0.28%             | 2028-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1660438.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1774 | PA      | $1799.99      | 0.00%             | 2026-11-19      | Fixed         | 16.00%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182135115.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9553 | PA      | $9939.32      | 0.00%             | 2026-10-28      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4858016.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        652 | PA      | $0.14         | 0.00%             | 2033-06-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8209725.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3244 | PA      | $3119.15      | 0.00%             | 2026-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10477663.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3884 | PA      | $3897.70      | 0.00%             | 2026-10-12      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5143602.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1106 | PA      | $0.00         | 0.00%             | 2033-10-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991169822.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        101 | PA      | $101.96       | 0.00%             | 2025-10-17      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1871822.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4288 | PA      | $3125.26      | 0.00%             | 2026-10-19      | Fixed         | 30.64%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991188329.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2023-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7211511.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9115 | PA      | $253.49       | 0.00%             | 2035-05-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7662217.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4430 | PA      | $63.33        | 0.00%             | 2025-10-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31371LFW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      14956 | PA      | $15332.59     | 0.00%             | 2033-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7443523.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         82 | PA      | $1.55         | 0.00%             | 2035-07-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7912501.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1575 | PA      | $1449.08      | 0.00%             | 2025-12-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2214164.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14507 | PA      | $14239.59     | 0.00%             | 2026-12-09      | Fixed         | 24.23%                | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 15 Year                                                                               | CUSIP: 3132D6HX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3096730 | PA      | $3007876.98   | 0.10%             | 2039-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7032794.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3493 | PA      | $41.67        | 0.00%             | 2035-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1989095.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3104 | PA      | $3045.97      | 0.00%             | 2026-11-08      | Fixed         | 21.91%                | No            |                  3 | On Loan: No      |
| WESCO Distribution, Inc.                                                        | WESCO Distribution, Inc.                                                                          | CUSIP: 95081QAR5<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    6300000 | PA      | $6508278.00   | 0.22%             | 2032-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1607647.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2274 | PA      | $2282.99      | 0.00%             | 2026-08-13      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4933844.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      19305 | PA      | $0.00         | 0.00%             | 2033-07-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Adeia, Inc.                                                                     | Adeia, Inc., First Lien, Initial CME Term Loan, B6                                                | CUSIP: 98422BAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     441629 | PA      | $443837.20    | 0.01%             | 2028-06-08      | Variable      | 6.86%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4860428.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        178 | PA      | $0.02         | 0.00%             | 2033-06-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7970205.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      50343 | PA      | $24833.87     | 0.00%             | 2026-01-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8078088.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4774 | PA      | $1812.36      | 0.00%             | 2026-02-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Icon Investments Six DAC                                                        | Icon Investments Six DAC                                                                          | CUSIP: 45115AAC8<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |     500000 | PA      | $511940.40    | 0.02%             | 2034-05-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                      | Mars, Inc.                                                                                        | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   10630000 | PA      | $10686838.50  | 0.36%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                                       | CIM Trust, Series 2019-INV1, Class A1                                                             | CUSIP: 12555DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     413832 | PA      | $394646.03    | 0.01%             | 2049-02-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Crosby US Acquisition Corp.                                                     | Crosby US Acquisition Corp., First Lien, Amendment No. 4 Replacement CME Term Loan                | CUSIP: 22739PAP1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     222378 | PA      | $223865.22    | 0.01%             | 2029-08-16      | Variable      | 7.86%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4590729.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1383 | PA      | $0.09         | 0.00%             | 2033-04-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183252907.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7826 | PA      | $7699.13      | 0.00%             | 2027-09-23      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31411XZL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      53135 | PA      | $54571.67     | 0.00%             | 2037-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6635230.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      61854 | PA      | $44.86        | 0.00%             | 2034-11-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31403YSK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      16692 | PA      | $17072.36     | 0.00%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7723355.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        890 | PA      | $720.85       | 0.00%             | 2025-10-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5090813.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4919 | PA      | $0.00         | 0.00%             | 2033-09-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6763757.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1591 | PA      | $4.02         | 0.00%             | 2034-12-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4962523.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4563 | PA      | $0.00         | 0.00%             | 2033-07-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 36179YYX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |          0 | PA      | $0.00         | 0.00%             | 2054-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6452261.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17124 | PA      | $1.47         | 0.00%             | 2034-08-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991096689.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6840245.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4344 | PA      | $1130.71      | 0.00%             | 2035-01-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991149520.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2029-11-10      | Fixed         | 25.95%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8191390.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2413 | PA      | $2314.21      | 0.00%             | 2026-03-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-08847769.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3649 | PA      | $3688.30      | 0.00%             | 2026-06-15      | Fixed         | 14.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2074740.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         69 | PA      | $68.45        | 0.00%             | 2026-11-18      | Fixed         | 30.66%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7966595.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2180 | PA      | $1105.47      | 0.00%             | 2026-01-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                             | U.S. Treasury 2 Year Notes                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       1509 | NC      | $-515962.93   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 3128M5Q52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     194265 | PA      | $203474.80    | 0.01%             | 2038-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6689080.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3318 | PA      | $8.18         | 0.00%             | 2034-11-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6163213.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5720 | PA      | $0.00         | 0.00%             | 2034-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7315379.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14831 | PA      | $261.28       | 0.00%             | 2035-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11380536.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7749 | PA      | $7971.90      | 0.00%             | 2027-01-09      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Provident Funding Mortgage Trust                                                | Provident Funding Mortgage Trust, Series 2019-1, Class A2                                         | CUSIP: 74387LAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1461805 | PA      | $1254005.55   | 0.04%             | 2049-12-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1620526.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        647 | PA      | $638.86       | 0.00%             | 2026-08-25      | Fixed         | 23.25%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184022156.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3828 | PA      | $3870.45      | 0.00%             | 2026-12-10      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 30 Year                                                                               | CUSIP: 3132DWDC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   36366507 | PA      | $28577145.80  | 0.95%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31384VZD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1336 | PA      | $1396.78      | 0.00%             | 2030-08-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6192486.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3185 | PA      | $0.02         | 0.00%             | 2034-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                             | CDIO                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        | -115500000 | PA      | $-148966.83   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8163191.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        673 | PA      | $648.94       | 0.00%             | 2026-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5911132.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      31967 | PA      | $0.19         | 0.00%             | 2034-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31418EQR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          0 | PA      | $0.00         | 0.00%             | 2053-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09445164.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8271 | PA      | $8341.97      | 0.00%             | 2026-07-06      | Fixed         | 13.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8049098.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7676 | PA      | $7320.11      | 0.00%             | 2026-02-01      | 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        |     179511 | PA      | $179623.77    | 0.01%             | 2028-02-11      | Variable      | 8.60%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2221739.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3491 | PA      | $3416.54      | 0.00%             | 2026-12-10      | Fixed         | 19.78%                | No            |                  3 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                      | J.P. Morgan Mortgage Trust, Series 2025-CES2, Class A1                                            | CUSIP: 46595TAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2872531 | PA      | $2879326.95   | 0.10%             | 2055-06-25      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                              | Essex Portfolio LP                                                                                | CUSIP: 29717PBB2<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    3200000 | PA      | $3242325.66   | 0.11%             | 2035-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11237796.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1927 | PA      | $1955.14      | 0.00%             | 2025-11-15      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-08976475.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3368 | PA      | $3523.48      | 0.00%             | 2026-05-30      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2073597.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         17 | PA      | $14.59        | 0.00%             | 2026-11-18      | Fixed         | 19.97%                | No            |                  3 | On Loan: No      |
| Truist Financial Corp.                                                          | Truist Financial Corp.                                                                            | CUSIP: 89788MAR3<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    4400000 | PA      | $4524740.70   | 0.15%             | 2030-01-24      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8222561.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1530 | PA      | $1490.15      | 0.00%             | 2026-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11779953.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      20055 | PA      | $20436.10     | 0.00%             | 2027-02-11      | Fixed         | 16.74%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183882896.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6742 | PA      | $6704.10      | 0.00%             | 2026-12-07      | Fixed         | 17.24%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31400WGZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      11659 | PA      | $11626.89     | 0.00%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1703655.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1266 | PA      | $1241.33      | 0.00%             | 2026-09-13      | Fixed         | 10.14%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2074779.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3841 | PA      | $3778.02      | 0.00%             | 2026-11-18      | Fixed         | 22.95%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2074379.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7285 | PA      | $7154.11      | 0.00%             | 2026-12-03      | Fixed         | 20.93%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4924498.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2892 | PA      | $0.70         | 0.00%             | 2033-07-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1995435.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        558 | PA      | $546.63       | 0.00%             | 2026-11-08      | Fixed         | 12.23%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184130767.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7772 | PA      | $7702.56      | 0.00%             | 2026-12-21      | Fixed         | 16.44%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991102689.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2024-11-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Xcel Energy, Inc.                                                               | Xcel Energy, Inc.                                                                                 | CUSIP: 98388MAD9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    8200000 | PA      | $8010449.05   | 0.27%             | 2032-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4850454.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1505 | PA      | $0.14         | 0.00%             | 2033-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1635660.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2951 | PA      | $2947.88      | 0.00%             | 2026-09-23      | Fixed         | 12.87%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991105091.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2024-11-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Home Partners of America Trust                                                  | Home Partners of America Trust, Series 2021-3, Class B                                            | CUSIP: 43730XAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5712612 | PA      | $5297355.24   | 0.18%             | 2041-01-17      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | DTRS                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   32100000 | PA      | $-210654.60   | -0.01%            |  |  |  | No            |                  2 | 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        |    5900000 | PA      | $6030183.50   | 0.20%             | 2032-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 36179YAS3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |          0 | PA      | $0.01         | 0.00%             | 2053-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8149300.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        534 | PA      | $112.70       | 0.00%             | 2026-03-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10672023.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4209 | PA      | $4291.93      | 0.00%             | 2027-04-15      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183321499.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1123 | PA      | $1127.68      | 0.00%             | 2026-11-17      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2219719.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        386 | PA      | $378.25       | 0.00%             | 2026-12-10      | Fixed         | 24.34%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1608526.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2455 | PA      | $2493.29      | 0.00%             | 2026-08-16      | Fixed         | 19.78%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8192130.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        861 | PA      | $825.70       | 0.00%             | 2026-03-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7987457.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        622 | PA      | $465.69       | 0.00%             | 2026-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7187135.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5147 | PA      | $2347.24      | 0.00%             | 2035-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 31292GYH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       1133 | PA      | $1170.46      | 0.00%             | 2029-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991467528.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         14 | PA      | $13.98        | 0.00%             | 2026-12-14      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Hungary                                                                         | Hungary Government Bond                                                                           | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |    1050000 | PA      | $1061476.19   | 0.04%             | 2029-06-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1989008.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        564 | PA      | $552.50       | 0.00%             | 2026-11-08      | Fixed         | 12.93%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6937013.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2918 | PA      | $924.14       | 0.00%             | 2035-02-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1999851.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2102 | PA      | $2060.43      | 0.00%             | 2026-11-08      | Fixed         | 29.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8185085.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        293 | PA      | $258.53       | 0.00%             | 2026-03-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5051202.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        402 | PA      | $0.00         | 0.00%             | 2033-09-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12243964.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5933 | PA      | $6179.21      | 0.00%             | 2027-01-15      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7936470.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3173 | PA      | $2784.13      | 0.00%             | 2025-12-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991107100.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2023-11-22      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5082041.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2897 | PA      | $0.22         | 0.00%             | 2033-09-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2074657.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1481 | PA      | $1455.99      | 0.00%             | 2026-11-18      | Fixed         | 23.23%                | No            |                  3 | On Loan: No      |
| Pacific Gas and Electric Co.                                                    | Pacific Gas and Electric Co.                                                                      | CUSIP: 694308KS5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   10400000 | PA      | $10402134.60  | 0.35%             | 2025-09-04      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2219356.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4026 | PA      | $3972.42      | 0.00%             | 2026-12-10      | Fixed         | 17.56%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8206117.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      23430 | PA      | $20827.70     | 0.00%             | 2026-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2214144.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2865 | PA      | $1607.74      | 0.00%             | 2027-05-09      | Fixed         | 11.27%                | No            |                  3 | On Loan: No      |
| Consumer Loan Underlying Bond Certificate Issuer Trust I                        | Consumer Loan Underlying Bond Certificate Issuer Trust I, Series 2019-52, Class PT                | CUSIP: 21056JAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       8636 | PA      | $5034.00      | 0.00%             | 2045-01-15      | Variable      | 16.27%                | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5805369.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2188 | PA      | $0.05         | 0.00%             | 2034-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7945023.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        288 | PA      | $285.00       | 0.00%             | 2026-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09125842.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1829 | PA      | $1842.43      | 0.00%             | 2026-06-18      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6667810.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2693 | PA      | $4.41         | 0.00%             | 2034-11-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Bonds                                                                               | CUSIP: 912810TQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5100000 | PA      | $4517882.84   | 0.15%             | 2043-02-15      | Fixed         | 3.88%                 | No            |                  2 | 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        |     493261 | PA      | $495132.46    | 0.02%             | 2030-12-23      | Variable      | 8.33%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1612489.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2156 | PA      | $173.71       | 0.00%             | 2027-01-23      | Fixed         | 23.23%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1610778.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1350 | PA      | $1332.32      | 0.00%             | 2026-08-23      | Fixed         | 25.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8011791.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1178 | PA      | $1048.18      | 0.00%             | 2026-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5873503.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1500 | PA      | $0.00         | 0.00%             | 2034-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5840032.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9993 | PA      | $0.00         | 0.00%             | 2034-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6830462.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        832 | PA      | $1.79         | 0.00%             | 2035-01-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8221996.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1164 | PA      | $1140.79      | 0.00%             | 2026-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| NTT Finance Corp.                                                               | NTT Finance Corp.                                                                                 | CUSIP: 62954WAS4<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    3540000 | PA      | $3561223.40   | 0.12%             | 2030-07-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4664137.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2149 | PA      | $0.11         | 0.00%             | 2033-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1996448.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13046 | PA      | $12770.06     | 0.00%             | 2026-11-08      | Fixed         | 11.66%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10274873.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6288 | PA      | $6557.39      | 0.00%             | 2026-10-25      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184104646.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7135 | PA      | $7160.60      | 0.00%             | 2026-12-20      | Fixed         | 17.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5574619.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1300 | PA      | $0.00         | 0.00%             | 2033-12-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| CVS Health Corp.                                                                | CVS Health Corp.                                                                                  | CUSIP: 126650DP2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1380862.20   | 0.05%             | 2040-08-21      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                   | Uniform Mortgage-Backed Securities                                                                | CUSIP: 01F052680<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   88880000 | PA      | $88423334.56  | 2.94%             | 2055-08-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5835427.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        156 | PA      | $0.00         | 0.00%             | 2034-02-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5811504.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13131 | PA      | $3.50         | 0.00%             | 2034-02-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| CNA Financial Corp.                                                             | CNA Financial Corp.                                                                               | CUSIP: 126117AY6<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    6500000 | PA      | $6452168.13   | 0.21%             | 2034-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7217049.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6532 | PA      | $176.35       | 0.00%             | 2035-05-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| AES Andes SA                                                                    | AES Andes SA                                                                                      | CUSIP: 00111VAD9<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |     680000 | PA      | $692148.88    | 0.02%             | 2032-03-14      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6469480.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      20372 | PA      | $12.21        | 0.00%             | 2034-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184924956.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9164 | PA      | $7523.19      | 0.00%             | 2027-01-16      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4861902.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1428 | PA      | $0.00         | 0.00%             | 2033-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4935784.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        749 | PA      | $0.00         | 0.00%             | 2033-07-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Constellium SE                                                                  | Constellium SE                                                                                    | CUSIP: 21039CAD6<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |     800000 | PA      | $811568.80    | 0.03%             | 2032-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                | Deutsche Bank AG                                                                                  | CUSIP: 25160PAM9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    9500000 | PA      | $9702881.34   | 0.32%             | 2027-09-09      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182834096.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10772 | PA      | $0.00         | 0.00%             | 2026-11-08      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 30 Year                                                                               | CUSIP: 3132DWKM4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |          0 | PA      | $0.00         | 0.00%             | 2054-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184090151.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3107 | PA      | $0.00         | 0.00%             | 2035-02-28      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1878098.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        485 | PA      | $478.62       | 0.00%             | 2026-10-19      | Fixed         | 30.84%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6904916.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         99 | PA      | $0.44         | 0.00%             | 2035-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5779967.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2379 | PA      | $0.00         | 0.00%             | 2034-02-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7097395.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      23684 | PA      | $268.67       | 0.00%             | 2035-04-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1619343.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4823 | PA      | $4763.52      | 0.00%             | 2027-06-25      | Fixed         | 16.69%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7945398.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        390 | PA      | $339.02       | 0.00%             | 2026-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5019634.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1814 | PA      | $0.00         | 0.00%             | 2033-08-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1876477.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1318 | PA      | $1298.40      | 0.00%             | 2026-10-19      | Fixed         | 25.39%                | No            |                  3 | On Loan: No      |
| Hanesbrands, Inc.                                                               | Hanesbrands, Inc., First Lien, CME Term Loan, B                                                   | CUSIP: 410346AY6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     564473 | PA      | $567411.46    | 0.02%             | 2032-03-08      | Variable      | 7.11%                 | No            |                  2 | On Loan: No      |
| PG Polaris BidCo SARL                                                           | PG Polaris BidCo SARL, First Lien, Initial CME Term Loan                                          | CUSIP: 91728NAB5<br>LEI: 254900XMCCB3IEZ2A005 | Long             | LON              | CORP              | US        |     184624 | PA      | $185454.69    | 0.01%             | 2031-03-26      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-08970713.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5744 | PA      | $5809.12      | 0.00%             | 2026-05-30      | Fixed         | 12.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09776164.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        569 | PA      | $571.61       | 0.00%             | 2035-08-25      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183611465.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4753 | PA      | $4948.18      | 0.00%             | 2026-11-30      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6707813.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        271 | PA      | $0.97         | 0.00%             | 2034-11-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5950020.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2365 | PA      | $0.00         | 0.00%             | 2034-03-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Haleon US Capital LLC                                                           | Haleon US Capital LLC                                                                             | CUSIP: 36264FAM3<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |    6500000 | PA      | $6082991.20   | 0.20%             | 2032-03-24      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Petronas Capital Ltd.                                                           | Petronas Capital Ltd.                                                                             | CUSIP: 716743AV1<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    1360000 | PA      | $1382722.89   | 0.05%             | 2031-01-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183499818.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14027 | PA      | $13958.50     | 0.00%             | 2026-11-26      | Fixed         | 16.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4684412.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2706 | PA      | $0.13         | 0.00%             | 2033-05-08      | 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        |     185158 | PA      | $102839.58    | 0.00%             | 2028-11-01      | Variable      | 7.81%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8042336.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2532 | PA      | $1666.56      | 0.00%             | 2026-01-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1998563.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        983 | PA      | $963.36       | 0.00%             | 2026-11-08      | Fixed         | 26.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2074701.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2179 | PA      | $2153.85      | 0.00%             | 2026-11-18      | Fixed         | 14.63%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183746554.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1719 | PA      | $1711.45      | 0.00%             | 2026-12-03      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6968588.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2014 | PA      | $457.99       | 0.00%             | 2035-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183996173.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13518 | PA      | $13487.11     | 0.00%             | 2026-12-09      | Fixed         | 17.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5714621.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      20053 | PA      | $1.05         | 0.00%             | 2034-01-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8038431.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5594 | PA      | $5365.05      | 0.00%             | 2026-01-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182279442.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8575 | PA      | $8818.64      | 0.00%             | 2026-10-15      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 31296X6Z3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       5869 | PA      | $5865.75      | 0.00%             | 2034-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1880229.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        568 | PA      | $560.46       | 0.00%             | 2026-10-19      | Fixed         | 31.05%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7025720.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3925 | PA      | $44.50        | 0.00%             | 2035-03-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2215136.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1906 | PA      | $1871.01      | 0.00%             | 2026-12-09      | Fixed         | 25.42%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6045560.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1003 | PA      | $0.06         | 0.00%             | 2034-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Citigroup Capital XIII                                                          | Citigroup Capital XIII                                                                            | CUSIP: 173080201<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      93000 | NS      | $2740710.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4591961.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1338 | PA      | $0.00         | 0.00%             | 2033-04-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183525639.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2280 | PA      | $2357.85      | 0.00%             | 2026-11-26      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2074064.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        758 | PA      | $747.11       | 0.00%             | 2026-11-18      | Fixed         | 29.92%                | No            |                  3 | On Loan: No      |
| N/A                                                                             | CDS                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    4980000 | PA      | $386382.44    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5086472.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1605 | PA      | $0.08         | 0.00%             | 2033-09-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7327635.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1278 | PA      | $841.50       | 0.00%             | 2035-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8124765.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10480 | PA      | $10033.41     | 0.00%             | 2026-02-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10364110.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14558 | PA      | $14745.87     | 0.00%             | 2026-10-25      | Fixed         | 11.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7676230.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2610 | PA      | $2210.14      | 0.00%             | 2025-10-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1624733.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2254 | PA      | $2265.93      | 0.00%             | 2026-10-17      | Fixed         | 16.33%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7760287.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6714 | PA      | $68.95        | 0.00%             | 2025-11-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7960956.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6549 | PA      | $82.66        | 0.00%             | 2026-01-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-08649324.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6591 | PA      | $6799.80      | 0.00%             | 2026-06-13      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| EPIC Crude Services LP                                                          | EPIC Crude Services LP, First Lien, CME Term Loan                                                 | CUSIP: 29428XAG5<br>LEI: 549300FRS682IQ7J9S42 | Long             | LON              | CORP              | US        |     313178 | PA      | $315274.28    | 0.01%             | 2031-10-15      | Variable      | 7.26%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11753796.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6303 | PA      | $6569.71      | 0.00%             | 2027-02-12      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6050979.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2052 | PA      | $0.00         | 0.00%             | 2034-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1705774.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2814 | PA      | $2762.47      | 0.00%             | 2026-09-13      | Fixed         | 24.52%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6609951.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        987 | PA      | $90.52        | 0.00%             | 2034-10-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4885937.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2665 | PA      | $0.00         | 0.00%             | 2033-06-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-08684302.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9174 | PA      | $9255.75      | 0.00%             | 2026-07-08      | Fixed         | 13.74%                | No            |                  3 | On Loan: No      |
| Duke Energy Ohio, Inc.                                                          | Duke Energy Ohio, Inc.                                                                            | CUSIP: 26442EAJ9<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1328754.25   | 0.04%             | 2033-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-08924285.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4430 | PA      | $4481.07      | 0.00%             | 2026-05-31      | Fixed         | 14.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991299503.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        282 | PA      | $173.84       | 0.00%             | 2028-01-27      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 30 Year                                                                               | CUSIP: 3132E0Q62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |          0 | PA      | $0.00         | 0.00%             | 2053-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                                     | Crescent Energy Finance LLC                                                                       | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |     250000 | PA      | $239388.58    | 0.01%             | 2033-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1612948.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3593 | PA      | $3548.53      | 0.00%             | 2026-08-23      | Fixed         | 30.70%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1990513.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2979 | PA      | $2925.60      | 0.00%             | 2027-04-08      | Fixed         | 31.11%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7003650.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2995 | PA      | $19.37        | 0.00%             | 2035-03-10      | 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      | $307875.00    | 0.01%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                                 | CSAIL Commercial Mortgage Trust, Series 2015-C3, Class A4                                         | CUSIP: 12635FAT1<br>LEI: 549300ZAGI6FKGY8O078 | Long             | ABS-MBS          | CORP              | US        |    1727967 | PA      | $1722121.91   | 0.06%             | 2048-08-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7730655.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        841 | PA      | $15.60        | 0.00%             | 2025-10-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991421184.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        131 | PA      | $18.62        | 0.00%             | 2026-01-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7991599.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5905 | PA      | $5690.44      | 0.00%             | 2026-01-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5119496.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4666 | PA      | $0.00         | 0.00%             | 2033-09-30      | 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        |      84612 | PA      | $84379.55     | 0.00%             | 2028-04-20      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5921812.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1536 | PA      | $0.00         | 0.00%             | 2034-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6910971.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      21142 | PA      | $95.00        | 0.00%             | 2035-02-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4839366.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11177 | PA      | $0.00         | 0.00%             | 2033-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7963850.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        504 | PA      | $11.19        | 0.00%             | 2026-01-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991124779.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         51 | PA      | $51.70        | 0.00%             | 2025-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6756917.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5761 | PA      | $10.53        | 0.00%             | 2034-12-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2211103.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4682 | PA      | $4583.73      | 0.00%             | 2026-12-10      | Fixed         | 13.86%                | 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        |     791849 | PA      | $756936.70    | 0.03%             | 2028-10-04      | Variable      | 8.22%                 | No            |                  2 | On Loan: No      |
| Kenan Advantage Group, Inc.                                                     | Kenan Advantage Group, Inc. (The), First Lien, U.S. CME Term Loan, B4                             | CUSIP: 48853UBQ2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      92502 | PA      | $92241.96     | 0.00%             | 2029-01-25      | Variable      | 7.61%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5689054.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        354 | PA      | $0.22         | 0.00%             | 2034-01-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2221612.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4731 | PA      | $4628.63      | 0.00%             | 2026-12-10      | Fixed         | 20.59%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1877226.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4015 | PA      | $3946.91      | 0.00%             | 2026-10-19      | Fixed         | 19.27%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1878336.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        176 | PA      | $166.07       | 0.00%             | 2026-10-19      | Fixed         | 11.06%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5672062.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        957 | PA      | $0.00         | 0.00%             | 2034-01-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1619947.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        259 | PA      | $256.04       | 0.00%             | 2026-08-25      | Fixed         | 22.69%                | No            |                  3 | On Loan: No      |
| Cloudera, Inc.                                                                  | Cloudera, Inc., First Lien, Initial CME Term Loan                                                 | CUSIP: 74339VAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1240360 | PA      | $1193455.69   | 0.04%             | 2028-10-09      | Variable      | 8.21%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7549195.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        187 | PA      | $4.89         | 0.00%             | 2035-08-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6923831.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1021 | PA      | $7.89         | 0.00%             | 2035-02-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1996092.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1962 | PA      | $1927.44      | 0.00%             | 2027-04-08      | Fixed         | 29.72%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991139016.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2027-11-19      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Newell Brands, Inc.                                                             | Newell Brands, Inc.                                                                               | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     100000 | PA      | $97153.95     | 0.00%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8060184.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6434 | PA      | $6308.50      | 0.00%             | 2026-02-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7274149.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1975 | PA      | $1213.86      | 0.00%             | 2035-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991163966.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2027-11-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6192461.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1016 | PA      | $0.05         | 0.00%             | 2034-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Bonds                                                                               | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   30400000 | PA      | $22794062.58  | 0.76%             | 2048-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09242266.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12362 | PA      | $12784.97     | 0.00%             | 2026-08-15      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5118308.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6298 | PA      | $0.37         | 0.00%             | 2033-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1995006.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4179 | PA      | $4091.09      | 0.00%             | 2026-11-08      | Fixed         | 10.93%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8000806.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      27376 | PA      | $19581.71     | 0.00%             | 2026-01-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5733912.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14207 | PA      | $0.68         | 0.00%             | 2034-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1618792.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1236 | PA      | $1220.83      | 0.00%             | 2026-08-25      | Fixed         | 25.43%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4640261.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        549 | PA      | $0.02         | 0.00%             | 2033-04-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1651418.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        650 | PA      | $646.81       | 0.00%             | 2026-11-05      | Fixed         | 11.60%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1614066.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2267 | PA      | $397.47       | 0.00%             | 2026-08-24      | Fixed         | 29.58%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183888494.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3838 | PA      | $3817.84      | 0.00%             | 2027-01-06      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1705287.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3557 | PA      | $3511.20      | 0.00%             | 2026-09-13      | Fixed         | 16.20%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5892501.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        760 | PA      | $0.00         | 0.00%             | 2034-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6245712.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5446 | PA      | $0.00         | 0.00%             | 2034-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Kinetik Holdings LP                                                             | Kinetik Holdings LP                                                                               | CUSIP: 49461MAB6<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $4094248.00   | 0.14%             | 2028-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183633965.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2371 | PA      | $2475.99      | 0.00%             | 2026-11-30      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1706178.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1184 | PA      | $1161.81      | 0.00%             | 2026-09-13      | Fixed         | 22.10%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8168309.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2342 | PA      | $2023.11      | 0.00%             | 2026-03-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| ZoomInfo LLC                                                                    | ZoomInfo LLC, First Lien, CME Term Loan                                                           | CUSIP: 25471YAN2<br>LEI: 549300XF0FRWD2286I33 | Long             | LON              | CORP              | US        |    1141332 | PA      | $1139374.27   | 0.04%             | 2030-02-28      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| Boardwalk Pipelines LP                                                          | Boardwalk Pipelines LP                                                                            | CUSIP: 096630AH1<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    6275000 | PA      | $5800029.81   | 0.19%             | 2031-02-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1989785.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6151 | PA      | $64.60        | 0.00%             | 2026-11-08      | Fixed         | 23.91%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8009056.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7573 | PA      | $5222.56      | 0.00%             | 2026-01-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8126705.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        879 | PA      | $604.48       | 0.00%             | 2026-02-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| CaixaBank SA                                                                    | CaixaBank SA                                                                                      | CUSIP: 12803RAL8<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    5200000 | PA      | $5213612.40   | 0.17%             | 2031-07-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4863471.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7932 | PA      | $0.32         | 0.00%             | 2033-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31414TCN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     101026 | PA      | $105484.26    | 0.00%             | 2038-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5099132.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      37393 | PA      | $0.00         | 0.00%             | 2033-09-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Oriental Republic of Uruguay                                                    | Uruguay Government Bond                                                                           | CUSIP: 917288BK7<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    2740000 | PA      | $2731780.00   | 0.09%             | 2031-01-23      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                                    | Exelon Corp.                                                                                      | CUSIP: 30161NAX9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    8400000 | PA      | $8246153.92   | 0.27%             | 2030-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12151284.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7955 | PA      | $8351.67      | 0.00%             | 2027-01-27      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5777849.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3303 | PA      | $0.22         | 0.00%             | 2034-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31407FN97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      63859 | PA      | $64753.47     | 0.00%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5025999.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4449 | PA      | $0.19         | 0.00%             | 2033-08-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2071590.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3023 | PA      | $2983.33      | 0.00%             | 2027-04-18      | Fixed         | 16.75%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10195837.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5141 | PA      | $5193.36      | 0.00%             | 2026-10-02      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| Athene Global Funding                                                           | Athene Global Funding                                                                             | CUSIP: 04685A4R9<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    4550000 | PA      | $4578062.13   | 0.15%             | 2030-07-17      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7387904.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        185 | PA      | $128.40       | 0.00%             | 2035-07-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Octagon Investment Partners 35 Ltd.                                             | Octagon Investment Partners 35 Ltd., Series 2018-1A, Class A1B                                    | CUSIP: 67591TAC4<br>LEI: 549300EBYXJ9QVMC7X31 | Long             | ABS-CBDO         | CORP              | KY        |    3325000 | PA      | $3329886.48   | 0.11%             | 2031-01-20      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8152413.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7326 | PA      | $102.89       | 0.00%             | 2026-03-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09352425.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6956 | PA      | $7027.71      | 0.00%             | 2026-05-28      | Fixed         | 14.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184051343.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7890 | PA      | $8114.25      | 0.00%             | 2026-12-13      | Fixed         | 28.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10567121.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1246 | PA      | $1249.93      | 0.00%             | 2025-10-20      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8085774.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7209 | PA      | $7022.44      | 0.00%             | 2026-02-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7320392.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5609 | PA      | $99.44        | 0.00%             | 2035-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7400721.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3142 | PA      | $73.47        | 0.00%             | 2035-07-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5856506.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1492 | PA      | $0.00         | 0.00%             | 2034-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31389YAA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        142 | PA      | $146.56       | 0.00%             | 2032-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11128695.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2757 | PA      | $2793.24      | 0.00%             | 2027-01-08      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6450208.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2651 | PA      | $2.52         | 0.00%             | 2034-08-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991216328.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        111 | PA      | $112.51       | 0.00%             | 2030-03-27      | Fixed         | 26.94%                | No            |                  3 | On Loan: No      |
| CIFC Funding Ltd.                                                               | CIFC Funding Ltd., Series 2022-2A, Class A1R                                                      | CUSIP: 12567MAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   23690000 | PA      | $23629015.49  | 0.79%             | 2035-04-19      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8217075.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        589 | PA      | $582.63       | 0.00%             | 2026-03-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6270813.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1115 | PA      | $0.00         | 0.00%             | 2034-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7113005.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6711 | PA      | $27.20        | 0.00%             | 2035-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1880709.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2446 | PA      | $2419.13      | 0.00%             | 2026-10-19      | Fixed         | 20.07%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5916186.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3408 | PA      | $0.22         | 0.00%             | 2034-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5872195.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11306 | PA      | $0.00         | 0.00%             | 2034-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4641063.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        710 | PA      | $0.06         | 0.00%             | 2033-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11332983.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5939 | PA      | $6112.24      | 0.00%             | 2027-01-04      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5844917.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2860 | PA      | $0.18         | 0.00%             | 2034-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7900540.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1435 | PA      | $1341.75      | 0.00%             | 2025-12-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7912783.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2064 | PA      | $2050.27      | 0.00%             | 2025-12-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Credit Suisse First Boston Mortgage Securities Corp.                            | Credit Suisse First Boston Mortgage Securities Corp., Series 2004-6, Class 3A1                    | CUSIP: 2254W0HE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      73032 | PA      | $41341.44     | 0.00%             | 2038-01-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991226691.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        138 | PA      | $143.69       | 0.00%             | 2027-03-06      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09045278.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2781 | PA      | $2807.65      | 0.00%             | 2026-06-14      | Fixed         | 12.99%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31405G5R7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        587 | PA      | $586.47       | 0.00%             | 2034-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5784888.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        838 | PA      | $0.00         | 0.00%             | 2034-02-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8213965.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1179 | PA      | $1156.14      | 0.00%             | 2026-03-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5892907.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2548 | PA      | $0.11         | 0.00%             | 2034-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182954228.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9278 | PA      | $9273.73      | 0.00%             | 2026-11-18      | Fixed         | 13.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7427050.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      20152 | PA      | $265.64       | 0.00%             | 2035-07-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5515632.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        876 | PA      | $0.00         | 0.00%             | 2033-12-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6281173.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        574 | PA      | $0.24         | 0.00%             | 2034-07-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4581962.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1755 | PA      | $0.00         | 0.00%             | 2033-04-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6278505.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        436 | PA      | $0.03         | 0.00%             | 2034-07-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183415342.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11599 | PA      | $11586.58     | 0.00%             | 2026-12-07      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31413FGN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     215160 | PA      | $225086.40    | 0.01%             | 2037-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09708653.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1364 | PA      | $1366.12      | 0.00%             | 2025-10-01      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09717698.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5615 | PA      | $5660.85      | 0.00%             | 2026-07-03      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7371001.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1240 | PA      | $27.49        | 0.00%             | 2035-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6035360.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1397 | PA      | $0.00         | 0.00%             | 2034-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1613769.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1452 | PA      | $1430.94      | 0.00%             | 2026-08-24      | Fixed         | 16.69%                | No            |                  3 | On Loan: No      |
| McAfee Corp.                                                                    | McAfee Corp.                                                                                      | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |    6500000 | PA      | $6033651.65   | 0.20%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10714394.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9301 | PA      | $9410.21      | 0.00%             | 2026-11-15      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6865584.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15464 | PA      | $45.38        | 0.00%             | 2035-01-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7764659.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5022 | PA      | $3048.56      | 0.00%             | 2025-11-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184427346.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13453 | PA      | $0.00         | 0.00%             | 2026-12-23      | Fixed         | 19.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4861917.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3378 | PA      | $0.79         | 0.00%             | 2033-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1991256.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10294 | PA      | $10049.54     | 0.00%             | 2027-04-22      | Fixed         | 25.07%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184248806.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10755 | PA      | $10773.64     | 0.00%             | 2026-12-17      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184056742.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6549 | PA      | $0.00         | 0.00%             | 2026-12-13      | Fixed         | 15.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6800307.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1066 | PA      | $1.86         | 0.00%             | 2034-12-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8055982.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        780 | PA      | $530.82       | 0.00%             | 2026-02-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1876404.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        755 | PA      | $742.63       | 0.00%             | 2026-10-19      | Fixed         | 25.47%                | No            |                  3 | On Loan: No      |
| Commonwealth Edison Co.                                                         | Commonwealth Edison Co.                                                                           | CUSIP: 202795HT0<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     700000 | PA      | $771276.70    | 0.03%             | 2038-01-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183274263.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9720 | PA      | $930.65       | 0.00%             | 2027-07-01      | Fixed         | 15.44%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2222012.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1388 | PA      | $1359.03      | 0.00%             | 2026-12-10      | Fixed         | 21.64%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4713712.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        105 | PA      | $0.00         | 0.00%             | 2033-05-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                             | U.S. Treasury 5 Year Notes                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        230 | NC      | $39239.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GIH Borrower LLC                                                                | GIH Borrower LLC, First Lien, CME Term Loan, B                                                    | CUSIP: 36173YAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     176280 | PA      | $177006.70    | 0.01%             | 2031-11-26      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                              | VICI Properties LP                                                                                | CUSIP: 925650AH6<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    9000000 | PA      | $8997926.58   | 0.30%             | 2031-11-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Tapestry, Inc.                                                                  | Tapestry, Inc.                                                                                    | CUSIP: 876030AL1<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |    2245000 | PA      | $2256683.83   | 0.08%             | 2035-03-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5977823.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        855 | PA      | $0.04         | 0.00%             | 2034-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183359968.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7857 | PA      | $7900.19      | 0.00%             | 2026-11-30      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182921002.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6108 | PA      | $742.30       | 0.00%             | 2026-11-15      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4622664.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3107 | PA      | $0.14         | 0.00%             | 2033-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6562473.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15241 | PA      | $7.52         | 0.00%             | 2034-10-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8115296.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2433 | PA      | $40.07        | 0.00%             | 2026-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183576479.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9115 | PA      | $9121.60      | 0.00%             | 2026-12-09      | Fixed         | 17.44%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10746117.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1813 | PA      | $1822.19      | 0.00%             | 2025-12-26      | Fixed         | 8.99%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1995398.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1031 | PA      | $1010.63      | 0.00%             | 2026-11-08      | Fixed         | 25.36%                | No            |                  3 | On Loan: No      |
| Constellation Energy Generation LLC                                             | Constellation Energy Generation LLC                                                               | CUSIP: 210385AC4<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $4225695.08   | 0.14%             | 2033-03-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Jefferson Capital Holdings LLC                                                  | Jefferson Capital Holdings LLC                                                                    | CUSIP: 472481AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3200000 | PA      | $3379932.93   | 0.11%             | 2029-02-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| First Student Bidco, Inc.                                                       | First Student Bidco, Inc., First Lien, CME Term Loan, B                                           | CUSIP: 33718FAK6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     409298 | PA      | $410386.99    | 0.01%             | 2028-07-21      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co.                                                        | Arthur J Gallagher & Co.                                                                          | CUSIP: 04316JAM1<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    2625000 | PA      | $2648168.67   | 0.09%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                    | GS Mortgage Securities Trust, Series 2016-GS2, Class A4                                           | CUSIP: 36252TAR6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1352000 | PA      | $1336187.28   | 0.04%             | 2049-05-10      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                           | NextEra Energy Capital Holdings, Inc.                                                             | CUSIP: 65339KBZ2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    9000000 | PA      | $7792518.96   | 0.26%             | 2032-01-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6771935.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6622 | PA      | $16.87        | 0.00%             | 2034-12-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1989940.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        929 | PA      | $909.95       | 0.00%             | 2026-11-08      | Fixed         | 12.93%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7919766.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        915 | PA      | $793.30       | 0.00%             | 2025-12-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184249796.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5964 | PA      | $5986.47      | 0.00%             | 2026-12-28      | Fixed         | 15.44%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1680709.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6770 | PA      | $6737.50      | 0.00%             | 2026-12-20      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5440393.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        513 | PA      | $0.01         | 0.00%             | 2033-12-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7855213.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3987 | PA      | $2135.22      | 0.00%             | 2025-12-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5048228.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        273 | PA      | $0.06         | 0.00%             | 2033-09-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5318154.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1339 | PA      | $0.08         | 0.00%             | 2033-11-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183473491.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1303 | PA      | $330.08       | 0.00%             | 2035-08-15      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7667933.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      34644 | PA      | $348.85       | 0.00%             | 2025-10-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Primo Brands Corp.                                                              | Primo Brands Corp., First Lien, 2025 Refinancing CME Term Loan                                    | CUSIP: 89678QAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     547099 | PA      | $549000.64    | 0.02%             | 2028-03-31      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1880563.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1068 | PA      | $779.42       | 0.00%             | 2026-10-19      | Fixed         | 24.05%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1991474.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2481 | PA      | $1431.86      | 0.00%             | 2026-11-08      | Fixed         | 24.66%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11333109.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6693 | PA      | $6804.35      | 0.00%             | 2027-01-03      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1591289.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1130 | PA      | $1115.22      | 0.00%             | 2026-08-24      | Fixed         | 25.18%                | No            |                  3 | On Loan: No      |
| Delta Air Lines, Inc. / SkyMiles IP Ltd.                                        | Delta Air Lines, Inc. / SkyMiles IP Ltd.                                                          | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6500000 | PA      | $6506042.73   | 0.22%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 3618N5KU2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3167039 | PA      | $3007718.49   | 0.10%             | 2055-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8093954.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        466 | PA      | $463.90       | 0.00%             | 2026-02-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2219847.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2533 | PA      | $2484.80      | 0.00%             | 2026-12-10      | Fixed         | 28.03%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1705464.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2792 | PA      | $2744.13      | 0.00%             | 2026-09-13      | Fixed         | 28.92%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7957594.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        262 | PA      | $153.14       | 0.00%             | 2026-01-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1706443.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1061 | PA      | $1041.43      | 0.00%             | 2026-09-13      | Fixed         | 23.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5656317.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3805 | PA      | $0.28         | 0.00%             | 2034-01-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8032394.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        351 | PA      | $322.24       | 0.00%             | 2026-01-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7969990.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1770 | PA      | $1152.21      | 0.00%             | 2026-01-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 30 Year                                                                               | CUSIP: 3132DPQE1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   13641544 | PA      | $12211304.64  | 0.41%             | 2052-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7493445.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2927 | PA      | $1453.52      | 0.00%             | 2035-08-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Kenvue, Inc.                                                                    | Kenvue, Inc.                                                                                      | CUSIP: 49177JAS1<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $6049194.78   | 0.20%             | 2032-05-22      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5843566.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5389 | PA      | $0.00         | 0.00%             | 2034-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1616271.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3269 | PA      | $3262.61      | 0.00%             | 2026-08-17      | Fixed         | 12.50%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1879783.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1343 | PA      | $972.70       | 0.00%             | 2026-10-19      | Fixed         | 25.86%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1611961.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1731 | PA      | $1705.44      | 0.00%             | 2026-08-23      | Fixed         | 21.45%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2219378.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5247 | PA      | $5145.88      | 0.00%             | 2026-12-10      | Fixed         | 27.07%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1619065.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7333 | PA      | $7260.36      | 0.00%             | 2026-08-25      | Fixed         | 16.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5026387.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1641 | PA      | $0.08         | 0.00%             | 2033-08-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                               | Venture Global Calcasieu Pass LLC                                                                 | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     500000 | PA      | $472354.10    | 0.02%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31371ND44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      17650 | PA      | $18687.03     | 0.00%             | 2037-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31410YXV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1949 | PA      | $1977.99      | 0.00%             | 2036-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6725887.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        167 | PA      | $0.70         | 0.00%             | 2034-12-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1704990.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        400 | PA      | $393.08       | 0.00%             | 2026-09-13      | Fixed         | 31.11%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7086293.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3449 | PA      | $363.03       | 0.00%             | 2035-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1990886.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3357 | PA      | $3309.66      | 0.00%             | 2027-04-08      | Fixed         | 17.65%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5743692.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2366 | PA      | $0.31         | 0.00%             | 2034-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7572337.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        512 | PA      | $394.33       | 0.00%             | 2025-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4868143.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4894 | PA      | $0.00         | 0.00%             | 2033-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                                           | Clydesdale Acquisition Holdings, Inc., First Lien, 2025 Incremental Delayed Draw CME Term Loan, B | CUSIP: 18972FAF9<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |        305 | PA      | $304.84       | 0.00%             | 2032-04-01      | Variable      | 0.23%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5204516.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12116 | PA      | $0.04         | 0.00%             | 2033-10-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7683706.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2893 | PA      | $1844.26      | 0.00%             | 2025-10-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7365827.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6875 | PA      | $283.35       | 0.00%             | 2035-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7774447.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         54 | PA      | $53.49        | 0.00%             | 2025-11-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2072823.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        828 | PA      | $812.76       | 0.00%             | 2026-11-18      | Fixed         | 15.21%                | No            |                  3 | On Loan: No      |
| JBS USA Holding Lux SARL / JBS USA Food Co. / JBS Lux Co. SARL                  | JBS USA Holding Lux SARL / JBS USA Food Co. / JBS Lux Co. SARL                                    | CUSIP: 46590XAY2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    6500000 | PA      | $6669646.56   | 0.22%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                    | Verizon Communications, Inc.                                                                      | CUSIP: 92343VGT5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    6500000 | PA      | $6561130.55   | 0.22%             | 2033-05-09      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183794746.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14434 | PA      | $0.00         | 0.00%             | 2026-12-31      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Provident Funding Associates LLP                                                | Provident Funding Associates LLP, Series 2021-J1, Class A3                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | US        |    1945011 | PA      | $1719307.01   | 0.06%             | 2049-02-20      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Eagle Funding Luxco SARL                                                        | Eagle Funding Luxco SARL                                                                          | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |     600000 | PA      | $603450.00    | 0.02%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7416118.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        861 | PA      | $23.32        | 0.00%             | 2035-07-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31406XQ47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       9424 | PA      | $9667.29      | 0.00%             | 2035-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31410X2W5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3602 | PA      | $3699.67      | 0.00%             | 2037-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CAFL Issuer LP                                                                  | CAFL Issuer LP, Series 2025-RRTL1, Class A1                                                       | CUSIP: 124760AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1171000 | PA      | $1174869.92   | 0.04%             | 2040-05-28      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1996342.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2879 | PA      | $2822.70      | 0.00%             | 2026-11-08      | Fixed         | 28.14%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1654327.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3118 | PA      | $3219.60      | 0.00%             | 2026-11-05      | Fixed         | 22.55%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5960372.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        215 | PA      | $0.02         | 0.00%             | 2034-04-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7918327.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5091 | PA      | $3369.01      | 0.00%             | 2025-12-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7360805.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2006 | PA      | $24.58        | 0.00%             | 2035-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09794319.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7485 | PA      | $7591.38      | 0.00%             | 2026-08-24      | Fixed         | 15.74%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1652894.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2802 | PA      | $2787.96      | 0.00%             | 2026-11-09      | Fixed         | 12.70%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7339440.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1895 | PA      | $30.81        | 0.00%             | 2035-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7959379.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1738 | PA      | $814.08       | 0.00%             | 2026-01-04      | 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        |     775000 | PA      | $794216.13    | 0.03%             | 2030-05-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7566502.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2609 | PA      | $1545.74      | 0.00%             | 2025-09-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5095170.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2536 | PA      | $0.00         | 0.00%             | 2033-09-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8212239.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         58 | PA      | $52.15        | 0.00%             | 2026-03-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Madison Park Funding XLV Ltd.                                                   | Madison Park Funding XLV Ltd., Series 2020-45A, Class ARR                                         | CUSIP: 55820BAS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   11500000 | PA      | $11508063.34  | 0.38%             | 2034-07-15      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4935527.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1418 | PA      | $0.19         | 0.00%             | 2033-07-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184149278.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3554 | PA      | $0.00         | 0.00%             | 2035-01-28      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6554014.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        910 | PA      | $0.73         | 0.00%             | 2034-10-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7907520.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13738 | PA      | $13003.71     | 0.00%             | 2025-12-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7926943.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3062 | PA      | $1194.23      | 0.00%             | 2025-12-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182954964.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7884 | PA      | $8034.15      | 0.00%             | 2026-11-24      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5113482.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1152 | PA      | $0.00         | 0.00%             | 2033-09-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2220037.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1207 | PA      | $1191.16      | 0.00%             | 2026-12-10      | Fixed         | 17.77%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4848662.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5372 | PA      | $0.13         | 0.00%             | 2033-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4863326.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3221 | PA      | $0.62         | 0.00%             | 2033-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6502565.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        336 | PA      | $0.13         | 0.00%             | 2034-09-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183409505.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10335 | PA      | $10360.55     | 0.00%             | 2026-11-19      | Fixed         | 15.19%                | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 15 Year                                                                               | CUSIP: 3132D6BE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |          0 | PA      | $0.01         | 0.00%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10233694.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6030 | PA      | $6226.10      | 0.00%             | 2026-08-21      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6108715.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        138 | PA      | $0.05         | 0.00%             | 2034-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| QXO Building Products, Inc.                                                     | QXO Building Products, Inc.                                                                       | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |     850000 | PA      | $877432.90    | 0.03%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991249712.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1723 | PA      | $1792.27      | 0.00%             | 2027-03-06      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6967472.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      16292 | PA      | $85.10        | 0.00%             | 2035-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6016649.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        380 | PA      | $0.02         | 0.00%             | 2034-04-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8051996.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4965 | PA      | $66.87        | 0.00%             | 2026-02-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1877716.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1635 | PA      | $1612.57      | 0.00%             | 2026-10-19      | Fixed         | 31.60%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183193272.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1804 | PA      | $1814.97      | 0.00%             | 2026-11-27      | Fixed         | 15.44%                | 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        |     744375 | PA      | $646366.87    | 0.02%             | 2031-05-15      | Variable      | 8.84%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11304024.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4944 | PA      | $5087.28      | 0.00%             | 2026-11-15      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183368090.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3983 | PA      | $4050.16      | 0.00%             | 2026-11-18      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1878027.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3204 | PA      | $3167.29      | 0.00%             | 2026-10-19      | Fixed         | 16.70%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5318776.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15271 | PA      | $0.00         | 0.00%             | 2033-11-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7298390.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        832 | PA      | $16.18        | 0.00%             | 2035-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2222054.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3506 | PA      | $3441.26      | 0.00%             | 2026-12-10      | Fixed         | 29.08%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5958081.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1192 | PA      | $0.00         | 0.00%             | 2034-04-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Snap, Inc.                                                                      | Snap, Inc.                                                                                        | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |     400000 | PA      | $410438.40    | 0.01%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10389562.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6132 | PA      | $6272.86      | 0.00%             | 2026-09-05      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7120797.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      20220 | PA      | $181.58       | 0.00%             | 2035-04-17      | 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        |     513635 | PA      | $515561.21    | 0.02%             | 2031-10-31      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1877751.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1556 | PA      | $1532.52      | 0.00%             | 2026-10-19      | Fixed         | 26.95%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6205648.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1955 | PA      | $0.00         | 0.00%             | 2034-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09354577.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        213 | PA      | $213.28       | 0.00%             | 2025-09-11      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Phoenix Guarantor, Inc.                                                         | Phoenix Guarantor, Inc., First Lien, CME Term Loan, B5                                            | CUSIP: 71913BAK8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     247503 | PA      | $248051.36    | 0.01%             | 2031-02-21      | Variable      | 6.86%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5240240.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3565 | PA      | $0.00         | 0.00%             | 2033-10-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7857315.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4172 | PA      | $3209.14      | 0.00%             | 2025-12-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7766291.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        266 | PA      | $157.74       | 0.00%             | 2025-11-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| OBX Trust                                                                       | OBX Trust, Series 2024-NQM2, Class A1                                                             | CUSIP: 67118HAA8<br>LEI: 254900OHTVKDKZL33I54 | Long             | ABS-MBS          | CORP              | US        |    1520053 | PA      | $1524481.98   | 0.05%             | 2063-12-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7957554.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        852 | PA      | $187.23       | 0.00%             | 2026-01-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5154671.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        674 | PA      | $0.05         | 0.00%             | 2033-10-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2070082.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6138 | PA      | $5989.30      | 0.00%             | 2026-11-18      | Fixed         | 8.09%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31409CE76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     331642 | PA      | $346921.97    | 0.01%             | 2036-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Priority Holdings LLC                                                           | Priority Holdings LLC, First Lien, Initial CME Term Loan                                          | CUSIP: 74275TAF6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     396359 | PA      | $397659.45    | 0.01%             | 2031-05-16      | Variable      | 9.08%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991217054.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2024-11-24      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7453402.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3989 | PA      | $196.80       | 0.00%             | 2035-07-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5081394.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9547 | PA      | $0.00         | 0.00%             | 2033-09-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6909059.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3599 | PA      | $23.99        | 0.00%             | 2035-02-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7913516.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13472 | PA      | $9154.55      | 0.00%             | 2025-12-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2220336.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2094 | PA      | $152.19       | 0.00%             | 2026-12-10      | Fixed         | 11.03%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2216190.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1731 | PA      | $1694.31      | 0.00%             | 2026-12-09      | Fixed         | 12.02%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6678246.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        188 | PA      | $0.75         | 0.00%             | 2034-11-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2220670.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        943 | PA      | $924.45       | 0.00%             | 2026-12-10      | Fixed         | 23.96%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7580308.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        212 | PA      | $178.85       | 0.00%             | 2025-09-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 3128MJJJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      73505 | PA      | $76990.63     | 0.00%             | 2038-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1881182.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1603 | PA      | $1585.40      | 0.00%             | 2026-10-19      | Fixed         | 21.66%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8188369.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7741 | PA      | $7576.62      | 0.00%             | 2026-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2075122.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1416 | PA      | $1400.06      | 0.00%             | 2026-11-18      | Fixed         | 17.19%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7668773.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1217 | PA      | $41.07        | 0.00%             | 2025-10-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 30 Year                                                                               | CUSIP: 3132DNQ30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1008272 | PA      | $864018.68    | 0.03%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7924505.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2823 | PA      | $41.85        | 0.00%             | 2025-12-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| THL Credit Wind River CLO Ltd.                                                  | THL Credit Wind River CLO Ltd., Series 2019-3A, Class AR2                                         | CUSIP: 97314JAJ4<br>LEI: 549300QKM4OHZM4I5C40 | Long             | ABS-CBDO         | CORP              | KY        |    2133592 | PA      | $2134870.89   | 0.07%             | 2031-04-15      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7963288.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1180 | PA      | $787.69       | 0.00%             | 2026-01-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8170035.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         41 | PA      | $41.32        | 0.00%             | 2026-03-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4840254.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        488 | PA      | $0.06         | 0.00%             | 2033-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Dominican Republic                                                              | Dominican Republic Government Bond                                                                | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |     890000 | PA      | $900012.50    | 0.03%             | 2027-01-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6160881.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4729 | PA      | $0.00         | 0.00%             | 2034-05-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 174267823.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2423 | PA      | $2432.58      | 0.00%             | 2026-02-04      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7338337.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1001 | PA      | $535.54       | 0.00%             | 2035-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7333634.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        582 | PA      | $355.49       | 0.00%             | 2035-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Federative Republic of Brazil                                                   | Brazil Government Bond                                                                            | CUSIP: 105756CC2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    1930000 | PA      | $1820472.50   | 0.06%             | 2030-06-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1613031.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3489 | PA      | $3435.28      | 0.00%             | 2026-08-23      | Fixed         | 10.95%                | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 36179X5G7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |          0 | PA      | $0.01         | 0.00%             | 2053-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8128121.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5320 | PA      | $96.38        | 0.00%             | 2026-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4890016.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1471 | PA      | $0.02         | 0.00%             | 2033-07-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5546767.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9786 | PA      | $0.00         | 0.00%             | 2033-12-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1996257.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        276 | PA      | $270.17       | 0.00%             | 2026-11-08      | Fixed         | 30.52%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8210573.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8486 | PA      | $7687.62      | 0.00%             | 2026-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7774779.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        898 | PA      | $845.47       | 0.00%             | 2025-11-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Bonds                                                                               | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   54335000 | PA      | $25767736.94  | 0.86%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1705300.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        796 | PA      | $782.32       | 0.00%             | 2026-09-13      | Fixed         | 26.94%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1677662.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8360 | PA      | $8528.90      | 0.00%             | 2026-12-23      | Fixed         | 18.25%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182675743.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      18330 | PA      | $0.00         | 0.00%             | 2027-04-15      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8213507.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2189 | PA      | $2175.73      | 0.00%             | 2026-03-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1614375.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2417 | PA      | $2382.77      | 0.00%             | 2026-08-24      | Fixed         | 18.88%                | No            |                  3 | On Loan: No      |
| Enel Finance International NV                                                   | Enel Finance International NV                                                                     | CUSIP: 29268BAC5<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    3000000 | PA      | $3320034.39   | 0.11%             | 2037-09-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6320273.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      25170 | PA      | $0.00         | 0.00%             | 2034-07-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5082286.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2381 | PA      | $0.11         | 0.00%             | 2033-09-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10229284.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6230 | PA      | $3730.56      | 0.00%             | 2026-12-04      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7778593.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        445 | PA      | $394.05       | 0.00%             | 2025-11-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5515935.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        521 | PA      | $0.10         | 0.00%             | 2033-12-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4624391.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3087 | PA      | $0.00         | 0.00%             | 2033-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8091746.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1436 | PA      | $1406.95      | 0.00%             | 2026-02-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7391709.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5894 | PA      | $3415.81      | 0.00%             | 2035-07-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7821263.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        387 | PA      | $288.53       | 0.00%             | 2025-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7534222.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3893 | PA      | $97.98        | 0.00%             | 2035-08-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7563048.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         66 | PA      | $44.26        | 0.00%             | 2025-09-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182239660.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5242 | PA      | $5319.23      | 0.00%             | 2026-10-16      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31407YGF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      53092 | PA      | $54948.39     | 0.00%             | 2035-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1706467.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        433 | PA      | $427.84       | 0.00%             | 2026-09-13      | Fixed         | 24.50%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184012121.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6724 | PA      | $6725.20      | 0.00%             | 2026-12-10      | Fixed         | 13.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8195481.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12523 | PA      | $3137.37      | 0.00%             | 2026-03-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6318980.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        121 | PA      | $0.41         | 0.00%             | 2034-07-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6140505.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3963 | PA      | $0.00         | 0.00%             | 2034-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5165031.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        522 | PA      | $0.00         | 0.00%             | 2033-10-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8210054.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6029 | PA      | $5759.55      | 0.00%             | 2026-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8055695.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4227 | PA      | $3543.63      | 0.00%             | 2026-02-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7785778.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1480 | PA      | $1150.30      | 0.00%             | 2025-11-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Flutter Financing BV                                                            | Flutter Financing BV, First Lien, 2024 Refinancing CME Term Loan, B                               | CUSIP: N3313EAG5<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |     533233 | PA      | $532299.93    | 0.02%             | 2030-12-02      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2070829.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        395 | PA      | $389.51       | 0.00%             | 2026-11-18      | Fixed         | 25.31%                | No            |                  3 | On Loan: No      |
| M2S Group Intermediate Holdings, Inc.                                           | M2S Group Intermediate Holdings, Inc., First Lien, Initial CME Term Loan                          | CUSIP: 55287CAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     468391 | PA      | $459608.48    | 0.02%             | 2031-08-25      | Variable      | 9.06%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                        | South Africa Government Bond                                                                      | CUSIP: 836205BC7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     960000 | PA      | $936150.30    | 0.03%             | 2032-04-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5102220.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2484 | PA      | $0.00         | 0.00%             | 2033-09-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1994756.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1279 | PA      | $1254.18      | 0.00%             | 2026-11-08      | Fixed         | 28.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7224266.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4521 | PA      | $51.84        | 0.00%             | 2035-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1876513.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2011 | PA      | $334.67       | 0.00%             | 2026-10-19      | Fixed         | 22.94%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991168137.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         57 | PA      | $57.28        | 0.00%             | 2025-11-21      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991197071.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        218 | PA      | $133.05       | 0.00%             | 2030-11-09      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| N/A                                                                             | CDI                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   45500000 | PA      | $715573.25    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Rain Carbon, Inc.                                                               | Rain Carbon, Inc.                                                                                 | CUSIP: 75079LAB7<br>LEI: 25490038N6JQH7QXUK52 | Long             | DBT              | CORP              | US        |    6500000 | PA      | $7006499.50   | 0.23%             | 2029-09-01      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2219505.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8938 | PA      | $8764.30      | 0.00%             | 2026-12-10      | Fixed         | 19.04%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11099818.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4106 | PA      | $4166.25      | 0.00%             | 2026-11-09      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4741690.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        524 | PA      | $0.00         | 0.00%             | 2033-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2215838.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2949 | PA      | $2908.59      | 0.00%             | 2026-12-09      | Fixed         | 16.38%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7945635.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1261 | PA      | $1141.26      | 0.00%             | 2026-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5248838.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3589 | PA      | $0.00         | 0.00%             | 2033-11-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5565342.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1550 | PA      | $0.00         | 0.00%             | 2033-12-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 36202DPF2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1662 | PA      | $1710.34      | 0.00%             | 2031-08-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31417YCC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     315023 | PA      | $317041.60    | 0.01%             | 2039-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7844276.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1252 | PA      | $1060.20      | 0.00%             | 2025-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1614723.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4848 | PA      | $4783.22      | 0.00%             | 2026-08-24      | Fixed         | 23.32%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7895575.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3536 | PA      | $2562.28      | 0.00%             | 2025-12-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991155428.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2024-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10246936.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4772 | PA      | $4825.26      | 0.00%             | 2026-08-20      | Fixed         | 9.99%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6709168.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      33346 | PA      | $68.14        | 0.00%             | 2034-11-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7733155.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1268 | PA      | $921.33       | 0.00%             | 2025-10-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5331180.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2904 | PA      | $0.00         | 0.00%             | 2033-11-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12266273.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11029 | PA      | $11547.82     | 0.00%             | 2027-01-18      | Fixed         | 23.74%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184033253.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3906 | PA      | $4047.58      | 0.00%             | 2026-12-23      | Fixed         | 28.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7587908.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3567 | PA      | $2355.78      | 0.00%             | 2025-09-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7542122.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2313 | PA      | $63.64        | 0.00%             | 2035-08-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7951302.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        632 | PA      | $475.41       | 0.00%             | 2026-01-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7516707.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2908 | PA      | $77.28        | 0.00%             | 2035-08-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1646336.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7029 | PA      | $7165.79      | 0.00%             | 2026-10-28      | Fixed         | 16.33%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991269502.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2028-11-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Verizon Communications, Inc.                                                    | Verizon Communications, Inc.                                                                      | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    9000000 | PA      | $7740040.05   | 0.26%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4881919.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        793 | PA      | $0.00         | 0.00%             | 2033-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5037885.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10799 | PA      | $0.05         | 0.00%             | 2033-08-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5165513.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        535 | PA      | $0.09         | 0.00%             | 2033-10-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGI Energy Services LLC                                                         | UGI Energy Services LLC, First Lien, Initial CME Term Loan                                        | CUSIP: 90276DAE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     375468 | PA      | $377647.59    | 0.01%             | 2030-02-22      | Variable      | 6.86%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6503327.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5314 | PA      | $3.35         | 0.00%             | 2034-09-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5912708.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1135 | PA      | $0.00         | 0.00%             | 2034-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7163775.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        147 | PA      | $64.63        | 0.00%             | 2035-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 3140QTW54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          0 | PA      | $0.00         | 0.00%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6904150.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      27246 | PA      | $196.84       | 0.00%             | 2035-02-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2070090.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        621 | PA      | $614.35       | 0.00%             | 2026-11-18      | Fixed         | 18.57%                | No            |                  3 | On Loan: No      |
| Corebridge Financial, Inc.                                                      | Corebridge Financial, Inc.                                                                        | CUSIP: 21871XAR0<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $6314588.70   | 0.21%             | 2033-09-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Chariot Buyer LLC                                                               | Chariot Buyer LLC, First Lien, CME Term Loan, B                                                   | CUSIP: 15963CAE6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      92105 | PA      | $92181.71     | 0.00%             | 2032-07-22      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184009581.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14714 | PA      | $15171.94     | 0.00%             | 2026-12-25      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| ONEOK, Inc.                                                                     | ONEOK, Inc.                                                                                       | CUSIP: 682680CD3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4954718.15   | 0.16%             | 2031-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991131752.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         46 | PA      | $40.19        | 0.00%             | 2026-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183706984.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2464 | PA      | $2474.98      | 0.00%             | 2026-12-16      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7068948.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3321 | PA      | $29.21        | 0.00%             | 2035-03-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                           | Wells Fargo Commercial Mortgage Trust, Series 2015-C31, Class A4                                  | CUSIP: 94989WAS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1308044 | PA      | $1303371.69   | 0.04%             | 2048-11-15      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 30 Year                                                                               | CUSIP: 3133KNF99<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |          0 | PA      | $0.00         | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2073994.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1870 | PA      | $1840.92      | 0.00%             | 2026-11-18      | Fixed         | 21.04%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7956840.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3660 | PA      | $2445.22      | 0.00%             | 2026-01-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1616977.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        608 | PA      | $601.12       | 0.00%             | 2026-08-24      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183224681.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5362 | PA      | $5367.00      | 0.00%             | 2026-11-15      | Fixed         | 13.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6648200.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3585 | PA      | $6.89         | 0.00%             | 2034-11-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183866022.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5507 | PA      | $0.00         | 0.00%             | 2026-12-28      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991098718.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        505 | PA      | $329.05       | 0.00%             | 2028-12-09      | Fixed         | 23.95%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7836965.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      23281 | PA      | $14802.84     | 0.00%             | 2025-11-29      | 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        |     338076 | PA      | $338010.02    | 0.01%             | 2029-10-19      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5899146.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1011 | PA      | $0.00         | 0.00%             | 2034-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Imperial Fund Mortgage Trust                                                    | Imperial Fund Mortgage Trust, Series 2023-NQM1, Class A1                                          | CUSIP: 45290BAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2533338 | PA      | $2531155.94   | 0.08%             | 2068-02-25      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1630456.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4392 | PA      | $4396.42      | 0.00%             | 2026-09-27      | Fixed         | 12.76%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2073355.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1926 | PA      | $1894.81      | 0.00%             | 2026-11-18      | Fixed         | 23.21%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2219211.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3340 | PA      | $3289.24      | 0.00%             | 2027-05-10      | Fixed         | 31.11%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7621281.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2435 | PA      | $63.37        | 0.00%             | 2025-09-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                    | Mizuho Financial Group, Inc.                                                                      | CUSIP: 60687YCZ0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    6000000 | PA      | $6205217.88   | 0.21%             | 2029-07-06      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10463469.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17021 | PA      | $17556.26     | 0.00%             | 2026-10-24      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10293482.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4419 | PA      | $4463.70      | 0.00%             | 2026-08-22      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6607285.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5565 | PA      | $573.61       | 0.00%             | 2034-10-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7725282.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1304 | PA      | $1115.03      | 0.00%             | 2025-10-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1991387.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1842 | PA      | $1044.65      | 0.00%             | 2026-11-08      | Fixed         | 24.97%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11210666.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2173 | PA      | $2182.65      | 0.00%             | 2025-11-15      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2218508.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3453 | PA      | $1741.61      | 0.00%             | 2027-05-09      | Fixed         | 20.09%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31409CVM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      79994 | PA      | $81934.03     | 0.00%             | 2036-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2214210.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1961 | PA      | $1923.27      | 0.00%             | 2026-12-09      | Fixed         | 20.55%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2214435.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12830 | PA      | $925.61       | 0.00%             | 2027-10-09      | Fixed         | 13.25%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4980302.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5164 | PA      | $0.70         | 0.00%             | 2033-08-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2214196.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2508 | PA      | $2456.82      | 0.00%             | 2026-12-10      | Fixed         | 23.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5585193.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1038 | PA      | $0.09         | 0.00%             | 2033-12-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4592572.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        449 | PA      | $0.12         | 0.00%             | 2033-04-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5111943.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        842 | PA      | $0.00         | 0.00%             | 2033-09-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2074593.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        708 | PA      | $492.57       | 0.00%             | 2027-04-18      | Fixed         | 18.90%                | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 31296MF53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       2611 | PA      | $2630.97      | 0.00%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2216952.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5098 | PA      | $4978.67      | 0.00%             | 2026-12-09      | Fixed         | 8.42%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7548215.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17087 | PA      | $526.42       | 0.00%             | 2035-08-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6990423.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2051 | PA      | $16.87        | 0.00%             | 2035-03-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6457685.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5638 | PA      | $0.00         | 0.00%             | 2034-09-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 36202EUV9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      54743 | PA      | $58008.03     | 0.00%             | 2038-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182329589.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4178 | PA      | $4273.03      | 0.00%             | 2026-12-03      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| TransCanada PipeLines Ltd.                                                      | TransCanada PipeLines Ltd.                                                                        | CUSIP: 89352HAW9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    3400000 | PA      | $3380221.25   | 0.11%             | 2028-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5218743.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14574 | PA      | $0.33         | 0.00%             | 2033-10-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4976894.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2452 | PA      | $0.03         | 0.00%             | 2033-08-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4866438.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        954 | PA      | $0.02         | 0.00%             | 2033-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183793588.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2645 | PA      | $2641.85      | 0.00%             | 2026-12-10      | Fixed         | 17.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1615113.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1159 | PA      | $84.63        | 0.00%             | 2026-08-24      | Fixed         | 21.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8222713.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1340 | PA      | $1257.24      | 0.00%             | 2026-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5831642.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3872 | PA      | $0.00         | 0.00%             | 2034-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4821611.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        702 | PA      | $0.03         | 0.00%             | 2033-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183447683.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7247 | PA      | $7392.23      | 0.00%             | 2026-11-29      | Fixed         | 20.44%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1611388.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4291 | PA      | $4293.15      | 0.00%             | 2026-08-19      | Fixed         | 15.80%                | 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        |     230728 | PA      | $214937.36    | 0.01%             | 2030-02-18      | Variable      | 7.61%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2217960.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2252 | PA      | $2209.38      | 0.00%             | 2026-12-09      | Fixed         | 30.51%                | No            |                  3 | On Loan: No      |
| KazMunayGas National Co. JSC                                                    | KazMunayGas National Co. JSC                                                                      | CUSIP: N/A<br>LEI: 2138001H1M69RFJCSH88       | Long             | DBT              | CORP              | KZ        |     700000 | PA      | $709495.61    | 0.02%             | 2030-04-24      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5502597.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6676 | PA      | $0.02         | 0.00%             | 2033-12-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5929950.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        475 | PA      | $0.00         | 0.00%             | 2034-03-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1990332.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6879 | PA      | $1755.53      | 0.00%             | 2027-04-08      | Fixed         | 24.87%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5134858.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        206 | PA      | $0.00         | 0.00%             | 2033-10-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5843736.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1275 | PA      | $0.00         | 0.00%             | 2034-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991359359.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         23 | PA      | $23.43        | 0.00%             | 2026-12-14      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991168160.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          9 | PA      | $9.52         | 0.00%             | 2030-08-16      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184379539.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11051 | PA      | $10869.98     | 0.00%             | 2027-01-02      | Fixed         | 12.19%                | No            |                  3 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                            | Clear Channel Outdoor Holdings, Inc.                                                              | CUSIP: 18453HAF3<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3092121.00   | 0.10%             | 2030-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6123389.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        404 | PA      | $0.00         | 0.00%             | 2034-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1611110.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9277 | PA      | $9129.35      | 0.00%             | 2027-02-01      | Fixed         | 20.52%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7467058.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2489 | PA      | $1162.83      | 0.00%             | 2035-08-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6610631.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5370 | PA      | $5.30         | 0.00%             | 2034-10-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 3132FCBN4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2039636 | PA      | $2058219.99   | 0.07%             | 2039-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6321367.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        661 | PA      | $0.03         | 0.00%             | 2034-07-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Howmet Aerospace, Inc.                                                          | Howmet Aerospace, Inc.                                                                            | CUSIP: 443201AC2<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    2400000 | PA      | $2430230.81   | 0.08%             | 2031-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7044059.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1281 | PA      | $152.63       | 0.00%             | 2035-03-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5061477.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5939 | PA      | $0.00         | 0.00%             | 2033-09-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10683987.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15656 | PA      | $15885.39     | 0.00%             | 2027-03-16      | Fixed         | 12.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1659130.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4813 | PA      | $4821.58      | 0.00%             | 2026-11-09      | Fixed         | 15.18%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1672670.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2424 | PA      | $2410.13      | 0.00%             | 2026-12-14      | Fixed         | 12.00%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09281875.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6248 | PA      | $6305.67      | 0.00%             | 2026-06-20      | Fixed         | 14.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991070597.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2027-12-16      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 173666949.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1706 | PA      | $1719.95      | 0.00%             | 2026-01-25      | Fixed         | 20.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7649988.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        653 | PA      | $591.18       | 0.00%             | 2025-10-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11306747.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5480 | PA      | $5565.46      | 0.00%             | 2026-12-28      | Fixed         | 14.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8201077.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1121 | PA      | $848.50       | 0.00%             | 2026-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7842806.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1156 | PA      | $1056.17      | 0.00%             | 2025-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1636926.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3304 | PA      | $3304.80      | 0.00%             | 2026-09-24      | Fixed         | 11.60%                | No            |                  3 | On Loan: No      |
| Berlin Packaging LLC                                                            | Berlin Packaging LLC, First Lien, 2024-2 Replacement CME Term Loan                                | CUSIP: 08511LBC1<br>LEI: 549300L1HNHO6QOXHH42 | Long             | LON              | CORP              | US        |     535957 | PA      | $537846.02    | 0.02%             | 2031-06-09      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184109137.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7019 | PA      | $331.44       | 0.00%             | 2026-12-14      | Fixed         | 17.74%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31418FGX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3091115 | PA      | $3010437.04   | 0.10%             | 2055-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7760734.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        561 | PA      | $283.56       | 0.00%             | 2025-11-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7194348.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3248 | PA      | $35.54        | 0.00%             | 2035-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7598984.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8984 | PA      | $4250.76      | 0.00%             | 2025-09-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8016641.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5023 | PA      | $65.49        | 0.00%             | 2026-01-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5902039.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4574 | PA      | $0.00         | 0.00%             | 2034-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Republic Services, Inc.                                                         | Republic Services, Inc.                                                                           | CUSIP: 760759BC3<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    6500000 | PA      | $6568759.93   | 0.22%             | 2034-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1995369.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2462 | PA      | $2401.35      | 0.00%             | 2026-11-10      | Fixed         | 8.19%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2075044.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1314 | PA      | $1288.65      | 0.00%             | 2026-11-18      | Fixed         | 12.30%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8159879.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1104 | PA      | $1045.94      | 0.00%             | 2026-03-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6756576.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1008 | PA      | $2.93         | 0.00%             | 2034-12-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Republic of Guatemala                                                           | Guatemala Government Bond                                                                         | CUSIP: 401494AX7<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    1720000 | PA      | $1845964.20   | 0.06%             | 2032-10-04      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12213871.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9527 | PA      | $10026.54     | 0.00%             | 2027-03-11      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1672340.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2140 | PA      | $2141.63      | 0.00%             | 2025-11-14      | Fixed         | 15.10%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1665885.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10935 | PA      | $5520.37      | 0.00%             | 2027-08-27      | Fixed         | 13.70%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8145783.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1291 | PA      | $813.89       | 0.00%             | 2026-03-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182925976.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3594 | PA      | $3565.89      | 0.00%             | 2027-04-03      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Foundry JV Holdco LLC                                                           | Foundry JV Holdco LLC                                                                             | CUSIP: 350930AD5<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    9300000 | PA      | $9697688.93   | 0.32%             | 2035-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6995636.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        300 | PA      | $1.81         | 0.00%             | 2035-03-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7805154.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1187 | PA      | $741.29       | 0.00%             | 2025-11-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183841644.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5572 | PA      | $998.80       | 0.00%             | 2026-12-14      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6552657.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2239 | PA      | $1.30         | 0.00%             | 2034-10-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Metropolitan Life Global Funding I                                              | Metropolitan Life Global Funding I                                                                | CUSIP: 59217GFD6<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    3700000 | PA      | $3675095.97   | 0.12%             | 2029-08-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10663520.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11088 | PA      | $11227.85     | 0.00%             | 2026-09-30      | Fixed         | 12.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2216465.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         78 | PA      | $76.65        | 0.00%             | 2026-12-09      | Fixed         | 18.28%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1614841.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        863 | PA      | $851.14       | 0.00%             | 2026-08-24      | Fixed         | 27.56%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5918675.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        305 | PA      | $0.05         | 0.00%             | 2034-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1410871.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1136 | PA      | $1115.07      | 0.00%             | 2026-07-09      | Fixed         | 19.36%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1876338.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1283 | PA      | $908.95       | 0.00%             | 2026-10-19      | Fixed         | 17.58%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7876496.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        842 | PA      | $781.82       | 0.00%             | 2025-12-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09766134.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8491 | PA      | $8623.77      | 0.00%             | 2026-11-23      | Fixed         | 15.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1617338.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        821 | PA      | $809.51       | 0.00%             | 2026-08-24      | Fixed         | 23.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7091848.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3720 | PA      | $39.55        | 0.00%             | 2035-04-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1606780.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2867 | PA      | $2966.68      | 0.00%             | 2026-09-18      | Fixed         | 29.08%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6952926.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        944 | PA      | $112.11       | 0.00%             | 2035-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1406959.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        733 | PA      | $720.11       | 0.00%             | 2026-07-09      | Fixed         | 19.70%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4582384.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        863 | PA      | $0.00         | 0.00%             | 2033-04-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183771895.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7204 | PA      | $7387.30      | 0.00%             | 2026-12-03      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5246929.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3004 | PA      | $0.08         | 0.00%             | 2033-11-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1611722.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3037 | PA      | $2984.20      | 0.00%             | 2027-01-23      | Fixed         | 19.13%                | No            |                  3 | On Loan: No      |
| MPT Operating Partnership LP / MPT Finance Corp.                                | MPT Operating Partnership LP / MPT Finance Corp.                                                  | CUSIP: 55342UAM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1400000 | PA      | $954285.08    | 0.03%             | 2031-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8170695.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2001 | PA      | $1770.23      | 0.00%             | 2026-03-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4840334.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1577 | PA      | $0.05         | 0.00%             | 2033-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5774638.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        424 | PA      | $0.00         | 0.00%             | 2034-02-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4674918.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9934 | PA      | $0.00         | 0.00%             | 2033-05-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Whatabrands LLC                                                                 | Whatabrands LLC, First Lien, 2024-2 Refinancing CME Term Loan. B                                  | CUSIP: 96244UAJ6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     126686 | PA      | $126854.79    | 0.00%             | 2028-08-03      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991180816.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        146 | PA      | $116.96       | 0.00%             | 2026-09-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184343324.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14814 | PA      | $0.00         | 0.00%             | 2026-12-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09448166.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6918 | PA      | $6998.39      | 0.00%             | 2026-07-07      | Fixed         | 14.99%                | No            |                  3 | On Loan: No      |
| FFCB                                                                            | FFCB                                                                                              | CUSIP: 3133EMRX2<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | UST               | US        |    9300000 | PA      | $7197549.47   | 0.24%             | 2036-02-25      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| First Brands Group LLC                                                          | First Brands Group LLC, Second Lien, 2021 CME Term Loan                                           | CUSIP: 31935HAF4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     296984 | PA      | $280649.88    | 0.01%             | 2028-03-30      | Variable      | 13.04%                | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1616929.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3030 | PA      | $2986.84      | 0.00%             | 2026-08-24      | Fixed         | 19.05%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31401MAU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       7467 | PA      | $7620.02      | 0.00%             | 2033-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2216011.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1066 | PA      | $598.26       | 0.00%             | 2026-12-09      | Fixed         | 31.30%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1996197.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1875 | PA      | $1090.52      | 0.00%             | 2026-11-08      | Fixed         | 31.07%                | No            |                  3 | On Loan: No      |
| OBX Trust                                                                       | OBX Trust, Series 2024-NQM3, Class A1                                                             | CUSIP: 67118KAA1<br>LEI: 2549001QDCO9VU0HH514 | Long             | ABS-MBS          | CORP              | US        |    1861148 | PA      | $1874216.13   | 0.06%             | 2063-12-25      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7183135.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1534 | PA      | $22.06        | 0.00%             | 2035-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7856674.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2150 | PA      | $1224.33      | 0.00%             | 2025-12-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7951658.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        906 | PA      | $901.57       | 0.00%             | 2026-01-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991193917.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2024-11-27      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12241564.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2509 | PA      | $2532.05      | 0.00%             | 2027-01-27      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8184135.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2144 | PA      | $37.70        | 0.00%             | 2026-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7771517.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1673 | PA      | $1039.69      | 0.00%             | 2025-11-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184144886.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10173 | PA      | $10204.74     | 0.00%             | 2026-12-16      | Fixed         | 15.19%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183603668.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9723 | PA      | $0.00         | 0.00%             | 2026-12-15      | Fixed         | 17.19%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183129988.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6530 | PA      | $6523.97      | 0.00%             | 2026-12-10      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Bonds                                                                               | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4000000 | PA      | $2471093.76   | 0.08%             | 2040-05-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2214819.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2111 | PA      | $2067.04      | 0.00%             | 2026-12-09      | Fixed         | 13.75%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8182060.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1145 | PA      | $1132.74      | 0.00%             | 2026-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5154721.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        114 | PA      | $0.05         | 0.00%             | 2033-10-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7571315.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        576 | PA      | $417.05       | 0.00%             | 2025-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991293334.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        363 | PA      | $25.15        | 0.00%             | 2030-07-13      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                                  | Morgan Stanley Residential Mortgage Loan Trust, Series 2024-NQM1, Class A1                        | CUSIP: 61775UAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2585775 | PA      | $2599435.13   | 0.09%             | 2068-12-25      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2074713.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3356 | PA      | $2373.00      | 0.00%             | 2026-11-18      | Fixed         | 31.25%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183649794.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10593 | PA      | $10728.28     | 0.00%             | 2026-12-15      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| K2016470219 South Africa Ltd.                                                   | K2016470219 South Africa Ltd., Escrow Account, Class D                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | ZA        |     141599 | NS      | $2049.34      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1989271.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5229 | PA      | $3337.95      | 0.00%             | 2027-04-22      | Fixed         | 15.62%                | No            |                  3 | On Loan: No      |
| Dave & Buster's, Inc.                                                           | Dave & Buster's, Inc., First Lien, 2024 Refinancing CME Term Loan, B                              | CUSIP: 23833EAX2<br>LEI: 549300JAVWTAY1FT5Z45 | Long             | LON              | CORP              | US        |     492740 | PA      | $483040.23    | 0.02%             | 2029-06-29      | Variable      | 7.56%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4926237.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7821 | PA      | $0.00         | 0.00%             | 2033-07-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8141947.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        480 | PA      | $474.99       | 0.00%             | 2026-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991286912.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2023-12-01      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184130928.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7816 | PA      | $344.50       | 0.00%             | 2026-12-14      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| OBX Trust                                                                       | OBX Trust, Series 2021-J3, Class A4                                                               | CUSIP: 67448XAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1236278 | PA      | $1098588.83   | 0.04%             | 2051-10-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991379124.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2023-12-01      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1681081.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3276 | PA      | $3261.90      | 0.00%             | 2026-12-20      | Fixed         | 11.33%                | No            |                  3 | On Loan: No      |
| Sinclair Television Group, Inc.                                                 | Sinclair Television Group, Inc.                                                                   | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |     850000 | PA      | $867552.05    | 0.03%             | 2033-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7263020.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         69 | PA      | $36.37        | 0.00%             | 2035-05-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Kaiser Foundation Hospitals                                                     | Kaiser Foundation Hospitals, Series 2019                                                          | CUSIP: 48305QAE3<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |   11270000 | PA      | $7778225.14   | 0.26%             | 2049-11-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5855247.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2503 | PA      | $0.22         | 0.00%             | 2034-02-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1991663.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3847 | PA      | $3765.22      | 0.00%             | 2026-11-08      | Fixed         | 21.95%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991191984.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         42 | PA      | $2.85         | 0.00%             | 2025-11-17      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1614231.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        634 | PA      | $625.35       | 0.00%             | 2026-08-24      | Fixed         | 25.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7878444.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2925 | PA      | $2716.20      | 0.00%             | 2025-12-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183977917.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13067 | PA      | $0.00         | 0.00%             | 2026-12-30      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5297749.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4815 | PA      | $0.65         | 0.00%             | 2033-11-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5757294.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5660 | PA      | $0.02         | 0.00%             | 2034-01-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7466854.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8074 | PA      | $4745.59      | 0.00%             | 2035-08-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1617004.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1752 | PA      | $1733.70      | 0.00%             | 2026-08-24      | Fixed         | 16.62%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8129109.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12295 | PA      | $11441.34     | 0.00%             | 2026-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7630281.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         93 | PA      | $88.71        | 0.00%             | 2025-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA II                                                                                           | CUSIP: 36202K7C3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        677 | PA      | $677.22       | 0.00%             | 2026-10-20      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 30 Year                                                                               | CUSIP: 3132DWDQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |          0 | PA      | $0.00         | 0.00%             | 2052-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Romania                                                                         | Romania Government Bond                                                                           | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     910000 | PA      | $1017788.37   | 0.03%             | 2036-02-22      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7902827.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1631 | PA      | $33.53        | 0.00%             | 2025-12-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182379386.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1844 | PA      | $1841.01      | 0.00%             | 2026-11-15      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                              | Venture Global Plaquemines LNG LLC                                                                | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     350000 | PA      | $378198.99    | 0.01%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1634442.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3041 | PA      | $3071.18      | 0.00%             | 2026-09-28      | Fixed         | 13.93%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5953778.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        470 | PA      | $0.10         | 0.00%             | 2034-03-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7571356.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      18085 | PA      | $10128.17     | 0.00%             | 2025-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5977275.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12616 | PA      | $0.30         | 0.00%             | 2034-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 31283HPA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       2565 | PA      | $2699.73      | 0.00%             | 2031-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11823747.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5332 | PA      | $5420.51      | 0.00%             | 2027-04-11      | Fixed         | 13.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7179248.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3828 | PA      | $494.96       | 0.00%             | 2035-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183461812.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7248 | PA      | $7232.26      | 0.00%             | 2026-12-09      | Fixed         | 16.74%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12172287.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7101 | PA      | $7389.00      | 0.00%             | 2027-03-07      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8190004.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3482 | PA      | $2745.71      | 0.00%             | 2026-03-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1706122.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        944 | PA      | $927.27       | 0.00%             | 2026-09-13      | Fixed         | 26.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991210095.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2025-01-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31412AQB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      97563 | PA      | $102065.73    | 0.00%             | 2038-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10115186.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7720 | PA      | $8070.34      | 0.00%             | 2026-10-01      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6655118.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1933 | PA      | $4.83         | 0.00%             | 2034-11-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7255250.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        408 | PA      | $191.63       | 0.00%             | 2035-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6822498.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1020 | PA      | $2.11         | 0.00%             | 2035-01-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Herc Holdings, Inc.                                                             | Herc Holdings, Inc.                                                                               | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     250000 | PA      | $259062.25    | 0.01%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7185649.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        111 | PA      | $61.03        | 0.00%             | 2035-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31413APT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        355 | PA      | $363.18       | 0.00%             | 2037-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7625481.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      36849 | PA      | $907.02       | 0.00%             | 2025-09-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1705595.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4547 | PA      | $4487.64      | 0.00%             | 2026-09-13      | Fixed         | 15.51%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31385HJW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1807 | PA      | $1792.05      | 0.00%             | 2027-12-01      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2073694.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2229 | PA      | $2192.88      | 0.00%             | 2026-11-18      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8076793.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2373 | PA      | $34.60        | 0.00%             | 2026-02-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7722826.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1164 | PA      | $888.94       | 0.00%             | 2025-10-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                                   | Citigroup Mortgage Loan Trust, Series 2013-A, Class A                                             | CUSIP: 17320XAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     130154 | PA      | $119432.86    | 0.00%             | 2042-05-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7881465.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3068 | PA      | $47.73        | 0.00%             | 2025-12-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183536773.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15530 | PA      | $12637.04     | 0.00%             | 2027-04-16      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| Eastern Energy Gas Holdings LLC                                                 | Eastern Energy Gas Holdings LLC                                                                   | CUSIP: 27636AAB8<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |    6255000 | PA      | $6492167.39   | 0.22%             | 2035-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7987012.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10229 | PA      | $224.88       | 0.00%             | 2026-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183623138.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4492 | PA      | $4601.27      | 0.00%             | 2026-12-14      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                              | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C27, Class AS                     | CUSIP: 61690AAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1722000 | PA      | $1712657.98   | 0.06%             | 2047-12-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1998866.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5506 | PA      | $5391.44      | 0.00%             | 2026-11-08      | Fixed         | 11.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1705964.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1812 | PA      | $1778.71      | 0.00%             | 2026-09-13      | Fixed         | 25.31%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-08979954.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6047 | PA      | $6110.87      | 0.00%             | 2026-06-05      | Fixed         | 12.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991064383.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2023-11-17      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7401159.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4474 | PA      | $121.25       | 0.00%             | 2035-07-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991081009.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2024-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31418EQQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          0 | PA      | $0.01         | 0.00%             | 2053-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184415798.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1432 | PA      | $19.32        | 0.00%             | 2035-08-04      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5059388.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        578 | PA      | $0.00         | 0.00%             | 2033-09-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31407X4T5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     145795 | PA      | $149330.30    | 0.00%             | 2035-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7283057.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      21293 | PA      | $10227.04     | 0.00%             | 2035-06-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley                                                                                    | CUSIP: 6174468X0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   15200000 | PA      | $13034397.02  | 0.43%             | 2032-04-28      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183933487.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6166 | PA      | $6330.73      | 0.00%             | 2026-12-08      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991133888.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2029-04-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7197655.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3446 | PA      | $61.62        | 0.00%             | 2035-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5251234.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12595 | PA      | $0.00         | 0.00%             | 2033-11-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6420892.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8853 | PA      | $0.57         | 0.00%             | 2034-08-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Raizen Fuels Finance SA                                                         | Raizen Fuels Finance SA                                                                           | CUSIP: 75102XAF3<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |     680000 | PA      | $669630.00    | 0.02%             | 2032-07-08      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6746943.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        669 | PA      | $1.18         | 0.00%             | 2034-12-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Comcast Corp.                                                                   | Comcast Corp.                                                                                     | CUSIP: 20030NDN8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3402893.96   | 0.11%             | 2031-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8120166.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4263 | PA      | $3818.13      | 0.00%             | 2026-02-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5801833.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1116 | PA      | $0.08         | 0.00%             | 2034-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183228318.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12862 | PA      | $12626.62     | 0.00%             | 2026-12-14      | Fixed         | 15.19%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11799128.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9646 | PA      | $9803.22      | 0.00%             | 2027-04-12      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09241097.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6754 | PA      | $7036.48      | 0.00%             | 2026-07-15      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 173663810.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1214 | PA      | $1218.63      | 0.00%             | 2026-01-13      | Fixed         | 17.30%                | No            |                  3 | On Loan: No      |
| EMRLD Borrower LP                                                               | EMRLD Borrower LP, First Lien, Second Amendment Incremental CME Term Loan                         | CUSIP: 26872NAD1<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |     102774 | PA      | $102966.37    | 0.00%             | 2031-08-04      | Variable      | 6.86%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7751646.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        451 | PA      | $299.80       | 0.00%             | 2025-11-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1991541.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2504 | PA      | $2455.82      | 0.00%             | 2026-11-08      | Fixed         | 29.36%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182956744.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10526 | PA      | $10493.21     | 0.00%             | 2026-11-05      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09356919.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7528 | PA      | $7637.82      | 0.00%             | 2026-07-20      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2074833.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4868 | PA      | $4814.27      | 0.00%             | 2026-11-18      | Fixed         | 17.19%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184059193.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8923 | PA      | $9184.49      | 0.00%             | 2026-12-20      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1877184.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2644 | PA      | $2582.48      | 0.00%             | 2026-10-19      | Fixed         | 9.06%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1706229.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1701 | PA      | $1673.14      | 0.00%             | 2026-09-13      | Fixed         | 30.24%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11805082.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9019 | PA      | $9386.29      | 0.00%             | 2027-02-11      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5383412.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2807 | PA      | $0.26         | 0.00%             | 2033-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31418ESQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          0 | PA      | $0.00         | 0.00%             | 2053-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8090007.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13876 | PA      | $9876.39      | 0.00%             | 2026-02-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1705021.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2612 | PA      | $2565.25      | 0.00%             | 2026-09-13      | Fixed         | 18.29%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8123557.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3612 | PA      | $781.23       | 0.00%             | 2026-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10476373.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1993 | PA      | $2007.97      | 0.00%             | 2026-04-25      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4860575.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        431 | PA      | $0.14         | 0.00%             | 2033-06-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1680172.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4245 | PA      | $4244.13      | 0.00%             | 2026-12-16      | Fixed         | 13.40%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1880186.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1945 | PA      | $1912.03      | 0.00%             | 2026-10-19      | Fixed         | 20.64%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5661432.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      27848 | PA      | $0.48         | 0.00%             | 2034-01-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4591813.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2891 | PA      | $0.13         | 0.00%             | 2033-04-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11124061.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8936 | PA      | $9064.46      | 0.00%             | 2026-12-28      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7252493.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5028 | PA      | $31.97        | 0.00%             | 2035-05-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8204428.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        705 | PA      | $702.19       | 0.00%             | 2026-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2218340.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5557 | PA      | $2894.21      | 0.00%             | 2027-05-09      | Fixed         | 31.07%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5471273.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1167 | PA      | $0.01         | 0.00%             | 2033-12-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Notes                                                                               | CUSIP: 91282CKT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   28300000 | PA      | $28885345.60  | 0.96%             | 2029-05-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7534105.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4253 | PA      | $2597.17      | 0.00%             | 2035-08-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5656852.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        716 | PA      | $0.00         | 0.00%             | 2034-01-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5240977.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1605 | PA      | $0.16         | 0.00%             | 2033-11-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1992261.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        967 | PA      | $947.86       | 0.00%             | 2026-11-08      | Fixed         | 15.59%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6027166.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2396 | PA      | $0.00         | 0.00%             | 2034-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8221039.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1957 | PA      | $1915.34      | 0.00%             | 2026-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5144702.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2530 | PA      | $0.06         | 0.00%             | 2033-10-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6645579.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2709 | PA      | $298.32       | 0.00%             | 2034-11-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2219137.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5721 | PA      | $2909.08      | 0.00%             | 2027-05-10      | Fixed         | 32.32%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1699552.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1635 | PA      | $1600.50      | 0.00%             | 2027-02-13      | Fixed         | 17.37%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1706613.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4001 | PA      | $3932.31      | 0.00%             | 2027-02-13      | Fixed         | 27.15%                | No            |                  3 | On Loan: No      |
| Towd Point Mortgage Trust                                                       | Towd Point Mortgage Trust, Series 2017-1, Class A2                                                | CUSIP: 89173FAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2906065 | PA      | $2886408.44   | 0.10%             | 2056-10-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| CSAIL                                                                           | CSAIL Commercial Mortgage Trust, Series 2015-C2, Class AS                                         | CUSIP: 12634NAX6<br>LEI: 549300D5DIOOMKWXVZ20 | Long             | ABS-MBS          | CORP              | US        |    1197782 | PA      | $1196677.66   | 0.04%             | 2057-06-15      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1629340.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3178 | PA      | $403.55       | 0.00%             | 2026-09-24      | Fixed         | 12.90%                | No            |                  3 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                      | J.P. Morgan Mortgage Trust, Series 2023-HE2, Class A1                                             | CUSIP: 46657FAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1011183 | PA      | $1017568.75   | 0.03%             | 2054-03-20      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7671011.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        418 | PA      | $13.62        | 0.00%             | 2025-10-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8096009.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        149 | PA      | $148.19       | 0.00%             | 2026-02-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8119010.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2204 | PA      | $375.51       | 0.00%             | 2026-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8105051.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3404 | PA      | $2446.84      | 0.00%             | 2026-02-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4609460.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2479 | PA      | $0.00         | 0.00%             | 2033-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6012358.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        832 | PA      | $0.03         | 0.00%             | 2034-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5125832.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        649 | PA      | $0.04         | 0.00%             | 2033-10-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1998298.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1937 | PA      | $1891.39      | 0.00%             | 2027-04-08      | Fixed         | 13.53%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991030997.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2023-11-11      | Fixed         | 19.47%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184039087.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3958 | PA      | $4091.60      | 0.00%             | 2026-12-13      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1998245.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4287 | PA      | $1165.72      | 0.00%             | 2026-11-08      | Fixed         | 30.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7990648.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3267 | PA      | $2271.40      | 0.00%             | 2026-01-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2073976.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        652 | PA      | $642.31       | 0.00%             | 2026-11-18      | Fixed         | 27.83%                | No            |                  3 | On Loan: No      |
| OBX Trust                                                                       | OBX Trust, Series 2024-NQM4, Class A1                                                             | CUSIP: 67118TAA2<br>LEI: 254900LSNFNEGAD7J679 | Long             | ABS-MBS          | CORP              | US        |    1214031 | PA      | $1221800.05   | 0.04%             | 2064-01-25      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31418EMR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          0 | PA      | $0.00         | 0.00%             | 2053-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11333408.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4848 | PA      | $5075.77      | 0.00%             | 2026-11-25      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6986599.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1319 | PA      | $135.87       | 0.00%             | 2035-03-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2073707.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1076 | PA      | $1058.30      | 0.00%             | 2026-11-18      | Fixed         | 22.91%                | No            |                  3 | On Loan: No      |
| Kedrion SpA                                                                     | Kedrion SpA                                                                                       | CUSIP: 49272YAB9<br>LEI: 81560047FA58E1BEDF67 | Long             | DBT              | CORP              | IT        |    4600000 | PA      | $4454847.51   | 0.15%             | 2029-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 30 Year                                                                               | CUSIP: 3132DWG23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |          0 | PA      | $0.00         | 0.00%             | 2053-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7760998.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        753 | PA      | $623.00       | 0.00%             | 2025-11-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2214150.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1639 | PA      | $401.04       | 0.00%             | 2027-05-24      | Fixed         | 26.84%                | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 15 Year                                                                               | CUSIP: 3133WJDP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3895141 | PA      | $3539115.50   | 0.12%             | 2037-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10170330.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4273 | PA      | $4325.87      | 0.00%             | 2026-11-20      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| Wells Fargo & Co.                                                               | Wells Fargo & Co.                                                                                 | CUSIP: 95000U3J0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    5200000 | PA      | $5311695.12   | 0.18%             | 2030-01-23      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1681270.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2464 | PA      | $2453.33      | 0.00%             | 2026-12-20      | Fixed         | 13.08%                | No            |                  3 | On Loan: No      |
| Voya CLO Ltd.                                                                   | Voya CLO Ltd., Series 2018-2A, Class A2                                                           | CUSIP: 92917JAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1500000 | PA      | $1502912.11   | 0.05%             | 2031-07-15      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7571798.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13156 | PA      | $548.72       | 0.00%             | 2025-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7697716.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4026 | PA      | $2276.47      | 0.00%             | 2025-10-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1618259.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2432 | PA      | $2396.20      | 0.00%             | 2026-08-24      | Fixed         | 19.27%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8015670.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        387 | PA      | $366.38       | 0.00%             | 2026-01-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8039266.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1422 | PA      | $1382.56      | 0.00%             | 2026-01-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Golden State Tobacco Securitization Corp.                                       | Golden State Tobacco Securitization Corp., Series 2021 B-1                                        | CUSIP: 38122ND82<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   12565000 | PA      | $11309031.50  | 0.38%             | 2050-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09781342.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6933 | PA      | $7069.34      | 0.00%             | 2026-08-12      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1613574.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        910 | PA      | $897.08       | 0.00%             | 2026-08-24      | Fixed         | 19.14%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7020990.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9252 | PA      | $57.59        | 0.00%             | 2035-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1876495.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2618 | PA      | $2582.58      | 0.00%             | 2026-10-19      | Fixed         | 31.70%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11315623.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10135 | PA      | $10515.99     | 0.00%             | 2027-11-02      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7540141.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6653 | PA      | $118.52       | 0.00%             | 2035-08-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2213955.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3901 | PA      | $601.42       | 0.00%             | 2026-12-24      | Fixed         | 18.45%                | No            |                  3 | On Loan: No      |
| Duke Energy Corp.                                                               | Duke Energy Corp.                                                                                 | CUSIP: 26441CBZ7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    6500000 | PA      | $6818110.91   | 0.23%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8158477.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        549 | PA      | $509.93       | 0.00%             | 2026-03-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991137442.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         59 | PA      | $11.46        | 0.00%             | 2030-02-25      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6589068.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6446 | PA      | $12.10        | 0.00%             | 2034-10-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10203826.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14003 | PA      | $14176.51     | 0.00%             | 2026-09-25      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7550614.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        162 | PA      | $97.26        | 0.00%             | 2025-09-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4985801.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3070 | PA      | $0.00         | 0.00%             | 2033-08-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA I, Single-family, 30 Year                                                                    | CUSIP: 36296QN54<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      40905 | PA      | $42729.75     | 0.00%             | 2039-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Surgery Center Holdings, Inc.                                                   | Surgery Center Holdings, Inc., First Lien, 2024 Refinancing CME Term Loan                         | CUSIP: 86880NBB8<br>LEI: 54930054EVI5HWPPW113 | Long             | LON              | CORP              | US        |      16710 | PA      | $16784.50     | 0.00%             | 2030-12-19      | Variable      | 7.11%                 | No            |                  2 | On Loan: No      |
| Sammons Financial Group, Inc.                                                   | Sammons Financial Group, Inc.                                                                     | CUSIP: 79588TAF7<br>LEI: 254900SHCOQLVJ21CT59 | Long             | DBT              | CORP              | US        |    4400000 | PA      | $4725181.25   | 0.16%             | 2034-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4889629.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2050 | PA      | $0.00         | 0.00%             | 2033-07-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Union Pacific Railroad Co. Pass-Through Trust                                   | Union Pacific Railroad Co. Pass-Through Trust, Series 2005-1                                      | CUSIP: 90783VAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       6886 | PA      | $6900.94      | 0.00%             | 2029-01-02      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1628728.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2041 | PA      | $2040.59      | 0.00%             | 2026-09-22      | Fixed         | 12.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5909844.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8247 | PA      | $0.00         | 0.00%             | 2034-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 30 Year                                                                               | CUSIP: 3132E0Q39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3655871 | PA      | $2999740.78   | 0.10%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4819217.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12317 | PA      | $2.68         | 0.00%             | 2033-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1875013.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3268 | PA      | $3216.25      | 0.00%             | 2026-10-19      | Fixed         | 22.78%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7510503.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        473 | PA      | $371.78       | 0.00%             | 2035-08-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8184322.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1180 | PA      | $1058.86      | 0.00%             | 2026-03-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7986075.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        951 | PA      | $598.77       | 0.00%             | 2026-01-15      | 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        |     769941 | PA      | $771061.12    | 0.03%             | 2032-01-28      | Variable      | 7.11%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8160737.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        106 | PA      | $97.27        | 0.00%             | 2026-03-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5086626.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1016 | PA      | $0.01         | 0.00%             | 2033-09-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5109714.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8108 | PA      | $0.00         | 0.00%             | 2033-09-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Calpine Construction Finance Co. LP                                             | Calpine Construction Finance Co. LP, First Lien, Refinancing CME Term Loan                        | CUSIP: 13134NAH4<br>LEI: V0Q3DOB0FIB2XI1KWU77 | Long             | LON              | CORP              | US        |     790000 | PA      | $791465.45    | 0.03%             | 2030-07-19      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1614925.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        254 | PA      | $250.80       | 0.00%             | 2026-08-24      | Fixed         | 21.15%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1876795.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1274 | PA      | $1255.92      | 0.00%             | 2026-10-19      | Fixed         | 29.56%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5291714.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2335 | PA      | $0.00         | 0.00%             | 2033-11-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991020944.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1538 | PA      | $1578.89      | 0.00%             | 2027-01-06      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1991230.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7639 | PA      | $7456.57      | 0.00%             | 2026-11-08      | Fixed         | 9.13%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8211937.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1002 | PA      | $992.50       | 0.00%             | 2026-03-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991252958.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        294 | PA      | $192.26       | 0.00%             | 2027-07-24      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                               | Venture Global Calcasieu Pass LLC                                                                 | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1848803.40   | 0.06%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5918972.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8974 | PA      | $0.00         | 0.00%             | 2034-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31413D6B8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        685 | PA      | $698.17       | 0.00%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991175975.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.01         | 0.00%             | 2030-06-18      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184176824.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5072 | PA      | $5053.22      | 0.00%             | 2026-12-14      | Fixed         | 14.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7147738.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6299 | PA      | $90.71        | 0.00%             | 2035-04-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Compass Datacenters Issuer II LLC                                               | Compass Datacenters Issuer II LLC, Series 2025-1A, Class A1                                       | CUSIP: 20469CAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1582000 | PA      | $1597711.79   | 0.05%             | 2050-05-25      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4935758.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        717 | PA      | $0.00         | 0.00%             | 2033-07-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1620125.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        286 | PA      | $282.74       | 0.00%             | 2026-08-25      | Fixed         | 15.38%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4622864.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        782 | PA      | $0.02         | 0.00%             | 2033-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| CVS Health Corp.                                                                | CVS Health Corp.                                                                                  | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    3200000 | PA      | $2925780.19   | 0.10%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182946956.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7853 | PA      | $8158.74      | 0.00%             | 2026-11-15      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| Caesars Entertainment, Inc.                                                     | Caesars Entertainment, Inc.                                                                       | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    6500000 | PA      | $6147366.55   | 0.20%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6590809.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2847 | PA      | $5.14         | 0.00%             | 2034-10-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Danske Bank A/S                                                                 | Danske Bank A/S                                                                                   | CUSIP: 23636ABH3<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    6800000 | PA      | $7039823.96   | 0.23%             | 2030-03-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6285882.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3875 | PA      | $0.17         | 0.00%             | 2034-07-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5296152.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3005 | PA      | $0.13         | 0.00%             | 2033-11-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5326604.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1332 | PA      | $0.04         | 0.00%             | 2033-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7910151.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4858 | PA      | $3212.66      | 0.00%             | 2025-12-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991046494.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2027-12-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991236189.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2024-11-24      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7637379.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2601 | PA      | $1325.24      | 0.00%             | 2025-09-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1613041.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1988 | PA      | $1676.83      | 0.00%             | 2026-08-23      | Fixed         | 26.53%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8050826.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        712 | PA      | $617.31       | 0.00%             | 2026-02-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 31298Q5G9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       2579 | PA      | $2713.63      | 0.00%             | 2031-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Star Holding LLC                                                                | Star Holding LLC, First Lien, CME Term Loan, B                                                    | CUSIP: 85512FAC2<br>LEI: 254900BDGPE9N1WAKD59 | Long             | LON              | CORP              | US        |     744375 | PA      | $733581.56    | 0.02%             | 2031-07-18      | Variable      | 8.86%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5589268.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        447 | PA      | $0.00         | 0.00%             | 2033-12-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10210290.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2584 | PA      | $2640.34      | 0.00%             | 2026-10-02      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8057620.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8330 | PA      | $141.58       | 0.00%             | 2026-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5118981.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3773 | PA      | $0.00         | 0.00%             | 2033-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10206598.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3927 | PA      | $4077.13      | 0.00%             | 2026-10-01      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7830282.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9793 | PA      | $5697.81      | 0.00%             | 2025-11-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183558965.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2489 | PA      | $0.00         | 0.00%             | 2034-12-06      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Republic of Indonesia                                                           | Indonesia Government Bond                                                                         | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |    2030000 | PA      | $2036809.01   | 0.07%             | 2027-01-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7073426.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6108 | PA      | $2787.54      | 0.00%             | 2035-04-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8216765.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10050 | PA      | $6226.58      | 0.00%             | 2026-03-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 36202EQN2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      57142 | PA      | $60766.61     | 0.00%             | 2037-12-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4840427.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6145 | PA      | $0.25         | 0.00%             | 2033-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6596418.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        802 | PA      | $0.80         | 0.00%             | 2034-10-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1656380.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2565 | PA      | $2558.11      | 0.00%             | 2026-11-15      | Fixed         | 10.90%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6012743.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8938 | PA      | $0.00         | 0.00%             | 2034-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5884476.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2124 | PA      | $0.04         | 0.00%             | 2034-03-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1880088.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3375 | PA      | $3320.15      | 0.00%             | 2026-10-19      | Fixed         | 23.43%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4954900.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4177 | PA      | $0.06         | 0.00%             | 2033-07-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7756920.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3120 | PA      | $2284.05      | 0.00%             | 2025-11-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183874472.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5929 | PA      | $5825.99      | 0.00%             | 2026-12-18      | Fixed         | 15.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4610482.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3354 | PA      | $0.00         | 0.00%             | 2033-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991137879.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2028-01-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6135095.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        749 | PA      | $0.03         | 0.00%             | 2034-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11805436.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4407 | PA      | $4599.15      | 0.00%             | 2027-02-12      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10220069.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8856 | PA      | $8961.51      | 0.00%             | 2026-10-04      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2214388.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1690 | PA      | $478.03       | 0.00%             | 2026-12-09      | Fixed         | 25.70%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1628947.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3207 | PA      | $3207.58      | 0.00%             | 2026-09-23      | Fixed         | 12.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5609439.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2708 | PA      | $0.14         | 0.00%             | 2033-12-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6845464.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        876 | PA      | $3.10         | 0.00%             | 2035-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8003591.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12452 | PA      | $4040.44      | 0.00%             | 2026-01-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4649015.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5124 | PA      | $0.21         | 0.00%             | 2033-04-27      | 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        |     872802 | PA      | $593505.31    | 0.02%             | 2026-10-07      | Variable      | 10.43%                | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31404PKD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      19794 | PA      | $19838.96     | 0.00%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6669109.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        394 | PA      | $0.65         | 0.00%             | 2034-11-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11187285.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13255 | PA      | $13428.57     | 0.00%             | 2026-12-22      | Fixed         | 12.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6884628.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        292 | PA      | $1.38         | 0.00%             | 2035-01-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| BPCE SA                                                                         | BPCE SA                                                                                           | CUSIP: 05583JAK8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    9500000 | PA      | $9195205.42   | 0.31%             | 2027-10-19      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7229934.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        367 | PA      | $4.79         | 0.00%             | 2035-05-16      | 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        |     467011 | PA      | $391121.71    | 0.01%             | 2028-03-03      | Variable      | 8.18%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7515365.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        861 | PA      | $692.73       | 0.00%             | 2035-08-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183970602.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4999 | PA      | $5162.99      | 0.00%             | 2026-12-10      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1701942.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4878 | PA      | $4791.70      | 0.00%             | 2026-09-13      | Fixed         | 19.32%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8149324.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2822 | PA      | $2751.41      | 0.00%             | 2026-03-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10537549.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11687 | PA      | $2310.19      | 0.00%             | 2027-01-09      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1410682.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2572 | PA      | $2524.93      | 0.00%             | 2026-07-09      | Fixed         | 18.43%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11496336.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7434 | PA      | $4095.92      | 0.00%             | 2027-04-11      | Fixed         | 11.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2217598.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4926 | PA      | $4818.04      | 0.00%             | 2027-05-09      | Fixed         | 23.52%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1879412.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1382 | PA      | $1365.85      | 0.00%             | 2026-10-19      | Fixed         | 17.84%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7791324.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1138 | PA      | $1013.35      | 0.00%             | 2025-11-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7603549.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1546 | PA      | $30.70        | 0.00%             | 2025-09-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5234308.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2041 | PA      | $0.00         | 0.00%             | 2033-10-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1613265.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1960 | PA      | $1494.67      | 0.00%             | 2026-08-23      | Fixed         | 23.28%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4936861.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1307 | PA      | $0.14         | 0.00%             | 2033-07-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5240149.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        487 | PA      | $0.00         | 0.00%             | 2033-10-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 3140QMV27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          0 | PA      | $0.00         | 0.00%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183505251.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3508 | PA      | $3529.08      | 0.00%             | 2026-11-23      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8158305.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5741 | PA      | $4280.75      | 0.00%             | 2026-03-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991491868.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2027-10-12      | Fixed         | 14.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1614080.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        935 | PA      | $148.10       | 0.00%             | 2026-08-24      | Fixed         | 9.53%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7783004.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        397 | PA      | $390.85       | 0.00%             | 2025-11-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Bayer US Finance LLC                                                            | Bayer US Finance LLC                                                                              | CUSIP: 07274EAK9<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10642107.60  | 0.35%             | 2030-11-21      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7061389.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1542 | PA      | $21.14        | 0.00%             | 2035-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5337877.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        256 | PA      | $0.00         | 0.00%             | 2033-11-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 30 Year                                                                               | CUSIP: 3142J6A45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1167638 | PA      | $1137071.27   | 0.04%             | 2055-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1613892.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1934 | PA      | $1963.52      | 0.00%             | 2026-08-12      | Fixed         | 19.18%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184029644.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11588 | PA      | $11631.13     | 0.00%             | 2026-12-28      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7391026.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2911 | PA      | $1696.35      | 0.00%             | 2035-07-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Cheniere Energy, Inc.                                                           | Cheniere Energy, Inc.                                                                             | CUSIP: 16411RAN9<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1730153.31   | 0.06%             | 2034-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                               | CIFC Funding Ltd., Series 2024-2A, Class A1                                                       | CUSIP: 17181UAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    7200000 | PA      | $7215079.98   | 0.24%             | 2037-04-22      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10045496.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2900 | PA      | $2928.47      | 0.00%             | 2026-08-15      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11810406.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      18515 | PA      | $18779.91     | 0.00%             | 2027-02-10      | Fixed         | 11.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5568613.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7092 | PA      | $0.16         | 0.00%             | 2033-12-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5313199.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2846 | PA      | $0.22         | 0.00%             | 2033-11-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2070300.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3757 | PA      | $3690.57      | 0.00%             | 2026-11-18      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7733410.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4409 | PA      | $101.39       | 0.00%             | 2025-10-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5271882.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6771 | PA      | $0.40         | 0.00%             | 2033-11-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6054000.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3298 | PA      | $0.09         | 0.00%             | 2034-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5381030.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10498 | PA      | $0.00         | 0.00%             | 2033-11-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA Connecticut Avenue Securities Trust, Series 2025-R04, Class 1A1                              | CUSIP: 20755TAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2175114 | PA      | $2176299.87   | 0.07%             | 2045-05-25      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7957091.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        393 | PA      | $341.74       | 0.00%             | 2026-01-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7934910.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1559 | PA      | $1268.65      | 0.00%             | 2025-12-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7088740.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9584 | PA      | $162.63       | 0.00%             | 2035-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1706597.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        727 | PA      | $715.07       | 0.00%             | 2026-09-13      | Fixed         | 31.11%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183407041.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        968 | PA      | $997.07       | 0.00%             | 2026-11-23      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| N/A                                                                             | U.S. Treasury 10 Year Notes                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -913 | NC      | $-361265.21   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7256895.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        348 | PA      | $38.22        | 0.00%             | 2035-05-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1878006.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4339 | PA      | $4269.38      | 0.00%             | 2026-10-19      | Fixed         | 22.44%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2222005.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1654 | PA      | $1631.22      | 0.00%             | 2026-12-10      | Fixed         | 20.98%                | No            |                  3 | On Loan: No      |
| City of Austin TX Electric Utility Revenue                                      | City of Austin, Series 2019 C                                                                     | CUSIP: 052414TE9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     370000 | PA      | $338095.53    | 0.01%             | 2031-11-15      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7927836.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3279 | PA      | $2874.94      | 0.00%             | 2025-12-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Opal Bidco SAS                                                                  | Opal Bidco SAS                                                                                    | CUSIP: 68348BAA1<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |    1275000 | PA      | $1288592.52   | 0.04%             | 2032-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6744525.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      48006 | PA      | $80.60        | 0.00%             | 2034-12-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1613287.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        837 | PA      | $825.28       | 0.00%             | 2026-08-23      | Fixed         | 21.05%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8179992.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      35767 | PA      | $711.60       | 0.00%             | 2026-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6145923.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        967 | PA      | $0.02         | 0.00%             | 2034-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31390HKZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        656 | PA      | $682.78       | 0.00%             | 2032-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                           | Dominion Energy, Inc., Series C                                                                   | CUSIP: 25746UDG1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    4351000 | PA      | $4134038.99   | 0.14%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991100430.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2024-11-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1633221.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11234 | PA      | $11279.70     | 0.00%             | 2026-09-17      | Fixed         | 18.13%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31418ECQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   13239519 | PA      | $10885680.64  | 0.36%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4994636.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1945 | PA      | $0.00         | 0.00%             | 2033-08-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991193364.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2027-12-25      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7690511.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        936 | PA      | $20.62        | 0.00%             | 2025-10-14      | 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        |     145000 | PA      | $149259.53    | 0.00%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FirstKey Homes Trust                                                            | FirstKey Homes Trust, Series 2020-SFR2, Class A                                                   | CUSIP: 33767JAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10081407 | PA      | $9979900.01   | 0.33%             | 2037-10-19      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1994689.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1518 | PA      | $1488.21      | 0.00%             | 2026-11-08      | Fixed         | 21.04%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09787833.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11099 | PA      | $11257.36     | 0.00%             | 2026-08-24      | Fixed         | 15.74%                | No            |                  3 | On Loan: No      |
| Banijay Entertainment SAS                                                       | Banijay Entertainment SAS, First Lien, CME Term Loan, B3                                          | CUSIP: F6456UAE3<br>LEI: N/A                  | Long             | LON              | CORP              | FR        |     138134 | PA      | $138608.85    | 0.00%             | 2028-03-01      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 31292HQE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       4755 | PA      | $4982.85      | 0.00%             | 2032-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6841524.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        146 | PA      | $11.08        | 0.00%             | 2035-01-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8158243.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5569 | PA      | $3601.45      | 0.00%             | 2026-03-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6733364.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4753 | PA      | $16.21        | 0.00%             | 2034-12-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Acrisure LLC / Acrisure Finance, Inc.                                           | Acrisure LLC / Acrisure Finance, Inc.                                                             | CUSIP: 00489LAM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1670486.40   | 0.06%             | 2029-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1572047.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1541 | PA      | $1515.89      | 0.00%             | 2026-08-25      | Fixed         | 12.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5147227.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2903 | PA      | $0.10         | 0.00%             | 2033-10-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11798578.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15437 | PA      | $15658.86     | 0.00%             | 2026-12-29      | Fixed         | 11.74%                | No            |                  3 | On Loan: No      |
| LaserShip, Inc.                                                                 | LaserShip, Inc., First Lien, CME Term Loan, D                                                     | CUSIP: 51809EAP0<br>LEI: 254900NGHREGOQUFUT53 | Long             | LON              | CORP              | US        |      71016 | PA      | $20417.03     | 0.00%             | 2029-08-10      | Variable      | 6.06%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991009159.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2028-01-06      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991382074.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2028-05-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7769752.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        563 | PA      | $451.86       | 0.00%             | 2025-11-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31415VBZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      23409 | PA      | $23850.70     | 0.00%             | 2038-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31390NW81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2429 | PA      | $2506.92      | 0.00%             | 2032-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                       | HCA, Inc.                                                                                         | CUSIP: 404119CK3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    9000000 | PA      | $8286136.83   | 0.28%             | 2032-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8109434.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        360 | PA      | $173.22       | 0.00%             | 2026-02-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8026728.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        805 | PA      | $780.95       | 0.00%             | 2026-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1599086.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2551 | PA      | $2517.39      | 0.00%             | 2026-08-24      | Fixed         | 24.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5571039.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        585 | PA      | $0.06         | 0.00%             | 2033-12-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2074570.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7346 | PA      | $4809.61      | 0.00%             | 2027-04-18      | Fixed         | 18.15%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7340785.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        283 | PA      | $59.23        | 0.00%             | 2035-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991122786.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2027-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991072361.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        193 | PA      | $31.67        | 0.00%             | 2030-08-10      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5641293.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1924 | PA      | $0.00         | 0.00%             | 2034-01-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8217160.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3533 | PA      | $3440.65      | 0.00%             | 2026-03-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1619585.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2430 | PA      | $2400.28      | 0.00%             | 2026-08-25      | Fixed         | 25.33%                | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC STACR REMIC Trust, Series 2025-DNA2, Class A1                                               | CUSIP: 35564NHY2<br>LEI: 529900XX8WXEM4FBIH80 | Long             | ABS-MBS          | CORP              | US        |    2655675 | PA      | $2659698.35   | 0.09%             | 2045-05-25      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5041320.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6419 | PA      | $0.00         | 0.00%             | 2033-08-25      | 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        |     540000 | PA      | $541657.80    | 0.02%             | 2030-12-19      | Variable      | 8.81%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7812610.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1255 | PA      | $1041.15      | 0.00%             | 2025-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5045398.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9125 | PA      | $0.00         | 0.00%             | 2033-08-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6163054.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7614 | PA      | $0.13         | 0.00%             | 2034-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6753977.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4775 | PA      | $6.23         | 0.00%             | 2034-12-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Dollar Tree, Inc.                                                               | Dollar Tree, Inc.                                                                                 | CUSIP: 256746AH1<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $7926694.88   | 0.26%             | 2028-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5821663.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2685 | PA      | $0.00         | 0.00%             | 2034-02-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7403758.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        261 | PA      | $191.38       | 0.00%             | 2035-07-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183436430.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13285 | PA      | $13316.12     | 0.00%             | 2026-12-23      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| EMRLD Borrower LP                                                               | EMRLD Borrower LP, First Lien, Initial CME Term Loan, B                                           | CUSIP: 26872NAC3<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |     175545 | PA      | $175882.49    | 0.01%             | 2030-05-31      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7803938.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        183 | PA      | $72.29        | 0.00%             | 2025-11-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                                           | Clydesdale Acquisition Holdings, Inc., First Lien, 2025 Incremental Closing Date CME Term Loan, B | CUSIP: 18972FAE2<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |     580976 | PA      | $581228.67    | 0.02%             | 2032-04-01      | Variable      | 7.61%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183532916.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2156 | PA      | $201.17       | 0.00%             | 2034-12-06      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 30 Year                                                                               | CUSIP: 3133B0SP9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3397104 | PA      | $2787416.71   | 0.09%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5551837.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3976 | PA      | $0.02         | 0.00%             | 2033-12-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991262312.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        144 | PA      | $89.10        | 0.00%             | 2028-06-29      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5940897.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6239 | PA      | $0.03         | 0.00%             | 2034-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7154428.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2177 | PA      | $17.35        | 0.00%             | 2035-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Jane Street Group LLC                                                           | Jane Street Group LLC, First Lien, Extended CME Term Loan                                         | CUSIP: 47077DAM2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     529492 | PA      | $527790.05    | 0.02%             | 2031-12-15      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5818437.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1402 | PA      | $0.29         | 0.00%             | 2034-02-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7077718.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        499 | PA      | $3.51         | 0.00%             | 2035-04-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11237745.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1624 | PA      | $1643.04      | 0.00%             | 2026-02-20      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7674741.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        131 | PA      | $96.18        | 0.00%             | 2025-10-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7580380.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        842 | PA      | $35.42        | 0.00%             | 2025-09-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Pfizer Investment Enterprises Pte. Ltd.                                         | Pfizer Investment Enterprises Pte. Ltd.                                                           | CUSIP: 716973AE2<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    4100000 | PA      | $4077011.55   | 0.14%             | 2033-05-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4991162.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5956 | PA      | $0.00         | 0.00%             | 2033-08-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991149182.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         44 | PA      | $40.37        | 0.00%             | 2026-02-21      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6836420.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3658 | PA      | $14.80        | 0.00%             | 2035-01-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5767523.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17755 | PA      | $0.93         | 0.00%             | 2034-02-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12017319.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12261 | PA      | $12432.92     | 0.00%             | 2027-03-09      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2215661.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5179 | PA      | $5080.52      | 0.00%             | 2026-12-09      | Fixed         | 28.62%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6490386.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1645 | PA      | $1.66         | 0.00%             | 2034-09-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2075115.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2712 | PA      | $801.39       | 0.00%             | 2026-11-18      | Fixed         | 29.25%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6809289.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12073 | PA      | $37.16        | 0.00%             | 2035-01-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12231521.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14337 | PA      | $14830.18     | 0.00%             | 2027-01-26      | Fixed         | 17.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991298377.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2028-06-20      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5220666.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        343 | PA      | $0.00         | 0.00%             | 2033-10-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11301237.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8812 | PA      | $9226.31      | 0.00%             | 2027-06-02      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8209356.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1133 | PA      | $1113.24      | 0.00%             | 2026-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2072338.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2396 | PA      | $2339.04      | 0.00%             | 2026-11-18      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11410923.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3860 | PA      | $4052.97      | 0.00%             | 2026-12-28      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2218752.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        534 | PA      | $523.41       | 0.00%             | 2026-12-09      | Fixed         | 24.44%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182871003.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7125 | PA      | $7366.10      | 0.00%             | 2026-11-03      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184009395.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10981 | PA      | $10856.62     | 0.00%             | 2026-12-10      | Fixed         | 9.49%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8198902.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      16344 | PA      | $14996.08     | 0.00%             | 2026-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4928138.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6946 | PA      | $0.00         | 0.00%             | 2033-07-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183680345.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4811 | PA      | $4818.18      | 0.00%             | 2026-12-10      | Fixed         | 16.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4993286.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1167 | PA      | $0.00         | 0.00%             | 2033-08-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7230286.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4840 | PA      | $60.03        | 0.00%             | 2035-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5024347.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2526 | PA      | $0.00         | 0.00%             | 2033-08-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09019999.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7748 | PA      | $7814.70      | 0.00%             | 2026-04-22      | Fixed         | 13.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5251513.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1257 | PA      | $0.00         | 0.00%             | 2033-11-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5666857.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      50254 | PA      | $0.00         | 0.00%             | 2034-01-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8152791.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2947 | PA      | $2833.58      | 0.00%             | 2026-03-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6674370.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12265 | PA      | $15.88        | 0.00%             | 2034-11-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7464926.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3994 | PA      | $2041.14      | 0.00%             | 2035-08-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7798612.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        596 | PA      | $407.15       | 0.00%             | 2025-11-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Klockner Pentaplast of America, Inc.                                            | Klockner Pentaplast of America, Inc., First Lien, USD CME Term Loan, B                            | CUSIP: 49865NAT7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     401313 | PA      | $369420.76    | 0.01%             | 2026-02-09      | Variable      | 9.23%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5303325.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2069 | PA      | $0.07         | 0.00%             | 2033-11-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5543476.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        697 | PA      | $0.02         | 0.00%             | 2033-12-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2221765.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3710 | PA      | $3609.96      | 0.00%             | 2027-05-10      | Fixed         | 7.56%                 | 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        |     805740 | PA      | $798858.98    | 0.03%             | 2028-10-02      | Variable      | 8.69%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1617253.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4650 | PA      | $4587.98      | 0.00%             | 2026-08-24      | Fixed         | 25.15%                | No            |                  3 | On Loan: No      |
| WaterBridge Midstream Operating LLC                                             | WaterBridge Midstream Operating LLC, First Lien, Initial CME Term Loan                            | CUSIP: 94120XAF2<br>LEI: 549300DVU86VSP486341 | Long             | LON              | CORP              | US        |     496250 | PA      | $497862.81    | 0.02%             | 2029-06-27      | Variable      | 9.31%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5816654.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13550 | PA      | $0.00         | 0.00%             | 2034-02-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8069832.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1862 | PA      | $1835.02      | 0.00%             | 2026-02-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31412XYJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2953 | PA      | $3016.80      | 0.00%             | 2037-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1604105.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8347 | PA      | $8320.73      | 0.00%             | 2026-08-12      | Fixed         | 13.74%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10211394.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5771 | PA      | $5861.23      | 0.00%             | 2026-09-30      | Fixed         | 14.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4881733.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        726 | PA      | $0.15         | 0.00%             | 2033-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6705796.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7590 | PA      | $68.52        | 0.00%             | 2034-11-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1617548.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1510 | PA      | $1488.77      | 0.00%             | 2026-08-24      | Fixed         | 21.50%                | No            |                  3 | On Loan: No      |
| FNMA or FHLMC                                                                   | Uniform Mortgage-Backed Securities                                                                | CUSIP: 01F060683<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   87110000 | PA      | $88327630.55  | 2.94%             | 2055-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AZZ, Inc.                                                                       | AZZ, Inc., First Lien, Initial CME Term Loan                                                      | CUSIP: 00247NAG7<br>LEI: 549300HD1X2NFLWPYC83 | Long             | LON              | CORP              | US        |      86985 | PA      | $87372.21     | 0.00%             | 2029-05-14      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1657014.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11191 | PA      | $11173.52     | 0.00%             | 2026-10-31      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5089593.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3289 | PA      | $0.00         | 0.00%             | 2033-09-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7487915.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      24764 | PA      | $18053.92     | 0.00%             | 2035-08-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2215303.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2724 | PA      | $2665.54      | 0.00%             | 2026-12-09      | Fixed         | 20.05%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4756626.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        371 | PA      | $0.00         | 0.00%             | 2033-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1996185.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1861 | PA      | $1836.40      | 0.00%             | 2026-11-08      | Fixed         | 20.69%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1995850.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        452 | PA      | $443.39       | 0.00%             | 2026-11-08      | Fixed         | 29.69%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8162785.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1198 | PA      | $880.47       | 0.00%             | 2026-03-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11279539.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1535 | PA      | $1545.74      | 0.00%             | 2026-01-09      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 36179YDK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |          0 | PA      | $0.23         | 0.00%             | 2053-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2069944.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4370 | PA      | $377.16       | 0.00%             | 2026-11-18      | Fixed         | 18.01%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7703885.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2890 | PA      | $46.75        | 0.00%             | 2025-10-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2213572.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        688 | PA      | $673.17       | 0.00%             | 2026-12-09      | Fixed         | 21.18%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2221125.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        896 | PA      | $875.03       | 0.00%             | 2027-05-10      | Fixed         | 15.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7461204.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        583 | PA      | $10.66        | 0.00%             | 2035-08-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8056546.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         13 | PA      | $10.37        | 0.00%             | 2026-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31385PZ64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1048 | PA      | $1050.54      | 0.00%             | 2030-07-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| K2016470219 South Africa Ltd.                                                   | K2016470219 South Africa Ltd., Class A                                                            | CUSIP: N/A<br>LEI: 378900DECAC8CFA88345       | Long             | EC               | CORP              | ZA        |   28762824 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8057890.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4478 | PA      | $2698.42      | 0.00%             | 2026-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1630432.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3697 | PA      | $3736.63      | 0.00%             | 2026-09-27      | Fixed         | 15.90%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5325685.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        671 | PA      | $0.00         | 0.00%             | 2033-11-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Fiserv, Inc.                                                                    | Fiserv, Inc.                                                                                      | CUSIP: 337738BC1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    9100000 | PA      | $8300915.99   | 0.28%             | 2030-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 31335GNC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         36 | PA      | $37.41        | 0.00%             | 2026-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184224030.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7724 | PA      | $6125.94      | 0.00%             | 2026-12-23      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1619050.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1511 | PA      | $1493.91      | 0.00%             | 2027-01-25      | Fixed         | 15.55%                | No            |                  3 | On Loan: No      |
| Bank of America Corp.                                                           | Bank of America Corp.                                                                             | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1434000 | PA      | $1314828.02   | 0.04%             | 2037-03-08      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5587897.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      21318 | PA      | $0.00         | 0.00%             | 2033-12-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5495244.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1565 | PA      | $0.00         | 0.00%             | 2033-12-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31373KHT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     315533 | PA      | $309868.65    | 0.01%             | 2034-09-01      | Variable      | 4.19%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2217133.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8452 | PA      | $8272.04      | 0.00%             | 2026-12-09      | Fixed         | 11.03%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7792924.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        892 | PA      | $829.10       | 0.00%             | 2025-11-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1648636.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        650 | PA      | $653.46       | 0.00%             | 2026-10-27      | Fixed         | 15.20%                | No            |                  3 | On Loan: No      |
| UTEX Industries, Inc.                                                           | UTEX Industries, Inc.                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       4843 | NS      | $233441.82    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| Prologis Targeted US Logistics Fund LP                                          | Prologis Targeted US Logistics Fund LP                                                            | CUSIP: 74350LAA2<br>LEI: 5493004DTBWUQ9F2VJ87 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2561848.05   | 0.09%             | 2029-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2221560.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        999 | PA      | $979.80       | 0.00%             | 2026-12-10      | Fixed         | 25.03%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5832996.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        465 | PA      | $0.00         | 0.00%             | 2034-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8201149.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1508 | PA      | $1352.79      | 0.00%             | 2026-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991113363.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2023-11-24      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1620525.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1744 | PA      | $1757.51      | 0.00%             | 2026-08-24      | Fixed         | 16.40%                | No            |                  3 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Notes                                                                               | CUSIP: 91282CFZ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   77600000 | PA      | $77542406.06  | 2.58%             | 2027-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7783246.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1495 | PA      | $20.59        | 0.00%             | 2025-11-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1618114.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1074 | PA      | $1059.67      | 0.00%             | 2026-08-24      | Fixed         | 25.78%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4868584.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5694 | PA      | $0.00         | 0.00%             | 2033-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6904370.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3220 | PA      | $21.46        | 0.00%             | 2035-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7959166.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1491 | PA      | $1450.13      | 0.00%             | 2026-01-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6136825.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2392 | PA      | $0.00         | 0.00%             | 2034-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 30 Year                                                                               | CUSIP: 3133KNEE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |          0 | PA      | $0.00         | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7492564.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6969 | PA      | $3182.39      | 0.00%             | 2035-08-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2071378.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2817 | PA      | $2770.88      | 0.00%             | 2026-11-18      | Fixed         | 20.26%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6464900.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4011 | PA      | $0.18         | 0.00%             | 2034-09-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2220064.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1004 | PA      | $985.23       | 0.00%             | 2026-12-10      | Fixed         | 27.61%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4832985.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12795 | PA      | $0.61         | 0.00%             | 2033-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183607115.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9575 | PA      | $1694.26      | 0.00%             | 2026-12-10      | Fixed         | 17.24%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12228409.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5739 | PA      | $5947.55      | 0.00%             | 2027-03-01      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5902007.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1148 | PA      | $0.00         | 0.00%             | 2034-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1988366.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3281 | PA      | $1724.70      | 0.00%             | 2027-04-08      | Fixed         | 30.88%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2221936.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2271 | PA      | $2223.30      | 0.00%             | 2026-12-10      | Fixed         | 13.59%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8090826.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        780 | PA      | $657.19       | 0.00%             | 2026-02-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Froneri International Ltd.                                                      | Froneri International Ltd., First Lien, CME Term Loan, B4                                         | CUSIP: G3679YAK8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     773609 | PA      | $768529.83    | 0.03%             | 2031-09-30      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991258611.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        505 | PA      | $509.93       | 0.00%             | 2025-11-14      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2216442.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4064 | PA      | $3985.77      | 0.00%             | 2026-12-09      | Fixed         | 29.14%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6627396.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8593 | PA      | $12.27        | 0.00%             | 2034-11-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| JPMorgan Chase & Co.                                                            | JPMorgan Chase & Co.                                                                              | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1985000 | PA      | $2015678.18   | 0.07%             | 2036-07-23      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7457066.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2167 | PA      | $1635.02      | 0.00%             | 2035-08-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31371H6S2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2015 | PA      | $2078.42      | 0.00%             | 2030-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7438902.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5508 | PA      | $2304.28      | 0.00%             | 2035-07-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 30 Year                                                                               | CUSIP: 3132DWEJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   38948656 | PA      | $36019408.54  | 1.20%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7633539.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3555 | PA      | $2461.58      | 0.00%             | 2025-09-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7945084.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4831 | PA      | $3359.99      | 0.00%             | 2026-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6235468.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2236 | PA      | $0.02         | 0.00%             | 2034-06-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5530682.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8257 | PA      | $0.00         | 0.00%             | 2033-12-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183430676.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8738 | PA      | $9027.76      | 0.00%             | 2026-11-23      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183499719.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7090 | PA      | $313.31       | 0.00%             | 2027-02-28      | Fixed         | 15.44%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1878278.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3305 | PA      | $3267.71      | 0.00%             | 2026-10-19      | Fixed         | 16.38%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7473053.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      18216 | PA      | $13459.32     | 0.00%             | 2035-08-07      | 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        |     505621 | PA      | $505724.79    | 0.02%             | 2031-12-09      | Variable      | 8.31%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5732481.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        913 | PA      | $0.00         | 0.00%             | 2034-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5656707.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3920 | PA      | $0.34         | 0.00%             | 2034-01-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5178623.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2451 | PA      | $0.00         | 0.00%             | 2033-10-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8185742.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1395 | PA      | $1365.13      | 0.00%             | 2026-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1998913.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1931 | PA      | $277.02       | 0.00%             | 2027-09-08      | Fixed         | 15.22%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7730733.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        396 | PA      | $75.34        | 0.00%             | 2025-10-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183943387.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8570 | PA      | $8558.86      | 0.00%             | 2026-12-13      | Fixed         | 15.44%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2074108.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1186 | PA      | $1171.65      | 0.00%             | 2027-04-18      | Fixed         | 16.87%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11807542.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14605 | PA      | $14808.52     | 0.00%             | 2027-02-12      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 36202CZ48<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        293 | PA      | $301.31       | 0.00%             | 2028-03-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7449674.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2349 | PA      | $1093.44      | 0.00%             | 2035-07-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 31292HEG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        506 | PA      | $528.95       | 0.00%             | 2030-08-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5297998.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        636 | PA      | $0.01         | 0.00%             | 2033-11-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1616477.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2756 | PA      | $2712.16      | 0.00%             | 2027-01-24      | Fixed         | 19.45%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2073048.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1863 | PA      | $1833.62      | 0.00%             | 2026-11-18      | Fixed         | 20.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2219361.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6634 | PA      | $6517.08      | 0.00%             | 2026-12-10      | Fixed         | 31.69%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2070587.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2712 | PA      | $2680.31      | 0.00%             | 2026-11-18      | Fixed         | 14.32%                | No            |                  3 | On Loan: No      |
| McCormick & Co., Inc.                                                           | McCormick & Co., Inc.                                                                             | CUSIP: 579780AT4<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $7018705.89   | 0.23%             | 2033-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Flex Ltd.                                                                       | Flex Ltd.                                                                                         | CUSIP: 33938XAF2<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |     900000 | PA      | $910859.06    | 0.03%             | 2032-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12236342.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6218 | PA      | $2567.25      | 0.00%             | 2026-03-08      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7350007.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        200 | PA      | $95.45        | 0.00%             | 2035-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| First Student Bidco, Inc.                                                       | First Student Bidco, Inc., First Lien, Initial CME Term Loan, C                                   | CUSIP: 33718FAM2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     125490 | PA      | $125823.97    | 0.00%             | 2028-07-21      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 31297DT32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       8301 | PA      | $8502.33      | 0.00%             | 2034-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5670219.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1123 | PA      | $0.07         | 0.00%             | 2034-01-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5726619.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11825 | PA      | $1.31         | 0.00%             | 2034-01-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7349176.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4429 | PA      | $53.62        | 0.00%             | 2035-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7984914.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3005 | PA      | $2380.72      | 0.00%             | 2026-01-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182715994.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4177 | PA      | $4180.71      | 0.00%             | 2026-11-03      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7256218.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6270 | PA      | $54.25        | 0.00%             | 2035-05-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7590816.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        310 | PA      | $138.58       | 0.00%             | 2025-09-13      | 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        |     245000 | PA      | $252185.99    | 0.01%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA Connecticut Avenue Securities Trust, Series 2025-R03, Class 2A1                              | CUSIP: 20754VAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2484668 | PA      | $2498388.33   | 0.08%             | 2045-03-25      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2215916.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        765 | PA      | $751.51       | 0.00%             | 2026-12-09      | Fixed         | 31.42%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5309472.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3112 | PA      | $0.00         | 0.00%             | 2033-11-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Republic of Kazakhstan                                                          | Kazakhstan Government Bond                                                                        | CUSIP: N/A<br>LEI: 5493007OEK8EF02UO833       | Long             | DBT              | NUSS              | KZ        |    1190000 | PA      | $1156100.10   | 0.04%             | 2035-04-09      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC / Directv Financing Co-Obligor, Inc.                      | Directv Financing LLC / Directv Financing Co-Obligor, Inc.                                        | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3980513.96   | 0.13%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31411F4V3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2040 | PA      | $2081.63      | 0.00%             | 2036-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991356469.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          9 | PA      | $9.40         | 0.00%             | 2026-12-07      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 36202DMR9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        450 | PA      | $466.76       | 0.00%             | 2031-04-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09778508.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6847 | PA      | $6915.91      | 0.00%             | 2026-08-15      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5644715.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4969 | PA      | $0.00         | 0.00%             | 2034-01-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991032115.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2023-11-12      | Fixed         | 20.47%                | No            |                  3 | On Loan: No      |
| Signia Aerospace LLC                                                            | Signia Aerospace LLC, First Lien, Initial CME Term Loan                                           | CUSIP: 82670NAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     291207 | PA      | $291935.16    | 0.01%             | 2031-12-11      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1991956.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        753 | PA      | $742.68       | 0.00%             | 2026-11-08      | Fixed         | 21.37%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4986950.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1026 | PA      | $0.00         | 0.00%             | 2033-08-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7824941.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      16704 | PA      | $14581.89     | 0.00%             | 2025-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1989848.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2793 | PA      | $2736.23      | 0.00%             | 2026-11-08      | Fixed         | 24.75%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183965552.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5567 | PA      | $5568.10      | 0.00%             | 2026-12-16      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8119176.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        790 | PA      | $625.84       | 0.00%             | 2026-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31418EKT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   39546906 | PA      | $37607441.92  | 1.25%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7821101.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4175 | PA      | $33.50        | 0.00%             | 2025-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7809092.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3379 | PA      | $2454.00      | 0.00%             | 2025-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2072059.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1786 | PA      | $1760.59      | 0.00%             | 2026-11-18      | Fixed         | 30.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1994718.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5907 | PA      | $5761.44      | 0.00%             | 2026-11-08      | Fixed         | 8.83%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6888984.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9218 | PA      | $38.78        | 0.00%             | 2035-01-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182934282.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4835 | PA      | $4842.08      | 0.00%             | 2026-11-04      | Fixed         | 15.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5805328.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        297 | PA      | $0.02         | 0.00%             | 2034-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1660783.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5862 | PA      | $5841.22      | 0.00%             | 2026-11-12      | Fixed         | 11.70%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1988372.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2210 | PA      | $2161.66      | 0.00%             | 2027-04-23      | Fixed         | 13.34%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6406738.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2921 | PA      | $0.00         | 0.00%             | 2034-08-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5778756.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2847 | PA      | $0.00         | 0.00%             | 2034-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| BPCE SA                                                                         | BPCE SA                                                                                           | CUSIP: 05571AAV7<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    7000000 | PA      | $7198023.14   | 0.24%             | 2030-01-18      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies CLO Ltd.                                       | Carlyle Global Market Strategies CLO Ltd., Series 2014-1A, Class A1R2                             | CUSIP: 14310MAW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     122183 | PA      | $122305.38    | 0.00%             | 2031-04-17      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-08979983.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2799 | PA      | $2852.19      | 0.00%             | 2026-05-01      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5378398.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      32690 | PA      | $0.59         | 0.00%             | 2033-11-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8148293.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1987 | PA      | $1918.54      | 0.00%             | 2026-03-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2221547.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1528 | PA      | $1500.01      | 0.00%             | 2026-12-10      | Fixed         | 28.78%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5756490.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      28616 | PA      | $0.00         | 0.00%             | 2034-01-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6861516.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2500 | PA      | $11.97        | 0.00%             | 2035-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1881188.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        728 | PA      | $716.14       | 0.00%             | 2026-10-19      | Fixed         | 17.77%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991415873.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2029-12-17      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5134453.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        589 | PA      | $0.00         | 0.00%             | 2033-10-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1612245.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1181 | PA      | $1149.53      | 0.00%             | 2026-08-23      | Fixed         | 7.13%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7844687.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13610 | PA      | $5543.27      | 0.00%             | 2025-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1877450.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1128 | PA      | $1108.27      | 0.00%             | 2026-10-19      | Fixed         | 14.90%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7839465.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        712 | PA      | $450.60       | 0.00%             | 2025-11-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| First Eagle Holdings, Inc.                                                      | First Eagle Holdings, Inc., First Lien, CME Term Loan, B2                                         | CUSIP: 05554JAJ6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     533250 | PA      | $533556.62    | 0.02%             | 2029-03-05      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2074932.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3686 | PA      | $3624.83      | 0.00%             | 2026-11-18      | Fixed         | 23.75%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1995842.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1269 | PA      | $1244.23      | 0.00%             | 2026-11-08      | Fixed         | 18.87%                | No            |                  3 | On Loan: No      |
| Vistra Operations Co. LLC                                                       | Vistra Operations Co. LLC                                                                         | CUSIP: 92840VAQ5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2200410.00   | 0.07%             | 2033-10-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1706771.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5019 | PA      | $4920.01      | 0.00%             | 2026-09-13      | Fixed         | 9.86%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09351977.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5579 | PA      | $5719.37      | 0.00%             | 2026-07-10      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10199991.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6411 | PA      | $6513.86      | 0.00%             | 2026-10-15      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 3140QNGE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          0 | PA      | $0.00         | 0.00%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8052759.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11827 | PA      | $11341.31     | 0.00%             | 2026-02-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7928507.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        969 | PA      | $847.35       | 0.00%             | 2025-12-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7378930.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1442 | PA      | $432.00       | 0.00%             | 2035-07-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Pacific Gas and Electric Co.                                                    | Pacific Gas and Electric Co.                                                                      | CUSIP: 694308JT5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    7300000 | PA      | $6599702.97   | 0.22%             | 2031-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8012558.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        549 | PA      | $538.24       | 0.00%             | 2026-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6429767.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7138 | PA      | $0.00         | 0.00%             | 2034-08-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7061463.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14436 | PA      | $98.80        | 0.00%             | 2035-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5862832.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      20291 | PA      | $4.08         | 0.00%             | 2034-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184003793.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        292 | PA      | $290.32       | 0.00%             | 2027-01-15      | Fixed         | 6.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991251748.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2024-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1877802.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2855 | PA      | $2811.20      | 0.00%             | 2026-10-19      | Fixed         | 26.08%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12246518.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10932 | PA      | $1240.93      | 0.00%             | 2027-03-13      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7296773.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        192 | PA      | $2.32         | 0.00%             | 2035-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11283905.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      18081 | PA      | $18400.22     | 0.00%             | 2026-12-21      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| CFCRE Commercial Mortgage Trust                                                 | CFCRE Commercial Mortgage Trust, Series 2016-C7, Class A3                                         | CUSIP: 12532BAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3055000 | PA      | $3002188.22   | 0.10%             | 2054-12-10      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1608397.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        235 | PA      | $233.89       | 0.00%             | 2026-10-13      | Fixed         | 20.30%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6356496.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17258 | PA      | $0.91         | 0.00%             | 2034-07-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 15 Year                                                                                     | CUSIP: 31418ECU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          0 | PA      | $0.02         | 0.00%             | 2037-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 36202DJA0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       5906 | PA      | $6119.20      | 0.00%             | 2030-08-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991261757.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2028-02-15      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5131068.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        995 | PA      | $0.00         | 0.00%             | 2033-10-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991071859.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2029-11-09      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1706806.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1816 | PA      | $1784.98      | 0.00%             | 2026-09-13      | Fixed         | 15.22%                | No            |                  3 | On Loan: No      |
| N/A                                                                             | OIS                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   34300000 | PA      | $2112559.15   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6136354.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6097 | PA      | $0.00         | 0.00%             | 2034-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1880160.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1713 | PA      | $1684.82      | 0.00%             | 2026-10-19      | Fixed         | 22.89%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11787878.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3124 | PA      | $3224.87      | 0.00%             | 2027-02-10      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1998543.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9181 | PA      | $1299.89      | 0.00%             | 2027-09-13      | Fixed         | 22.52%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4837116.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2784 | PA      | $0.00         | 0.00%             | 2033-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8194284.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2469 | PA      | $2326.43      | 0.00%             | 2026-03-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2214140.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        432 | PA      | $423.31       | 0.00%             | 2026-12-09      | Fixed         | 25.45%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6444790.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2054 | PA      | $0.51         | 0.00%             | 2034-08-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5325032.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1289 | PA      | $0.00         | 0.00%             | 2033-11-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6888845.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2177 | PA      | $7.33         | 0.00%             | 2035-01-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10203378.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2070 | PA      | $2105.92      | 0.00%             | 2026-11-01      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8191608.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        411 | PA      | $408.16       | 0.00%             | 2026-03-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5062144.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        400 | PA      | $0.00         | 0.00%             | 2033-09-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5542232.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9576 | PA      | $0.13         | 0.00%             | 2033-12-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184214073.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5193 | PA      | $5371.78      | 0.00%             | 2026-12-17      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 3128MJBG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      20146 | PA      | $21261.78     | 0.00%             | 2035-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                      | AT&T, Inc.                                                                                        | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   21000000 | PA      | $17515823.64  | 0.58%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1705888.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1094 | PA      | $1075.22      | 0.00%             | 2026-09-13      | Fixed         | 30.31%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1706066.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1202 | PA      | $1182.24      | 0.00%             | 2026-09-13      | Fixed         | 18.08%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5074740.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3030 | PA      | $0.00         | 0.00%             | 2033-09-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4840766.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2241 | PA      | $0.24         | 0.00%             | 2033-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Onity Loan Investment Trust                                                     | Onity Loan Investment Trust, Series 2025-HB1, Class A                                             | CUSIP: 68278EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     601016 | PA      | $582598.21    | 0.02%             | 2038-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4937255.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1941 | PA      | $0.10         | 0.00%             | 2033-07-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09012359.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4305 | PA      | $4487.35      | 0.00%             | 2026-06-23      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183200190.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2200 | PA      | $2232.83      | 0.00%             | 2026-11-16      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6667033.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3156 | PA      | $8.22         | 0.00%             | 2034-11-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1994028.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2735 | PA      | $2678.99      | 0.00%             | 2026-11-08      | Fixed         | 24.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5721008.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4207 | PA      | $0.00         | 0.00%             | 2034-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2072070.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        309 | PA      | $22.58        | 0.00%             | 2035-04-18      | Fixed         | 14.50%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2214523.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8455 | PA      | $8244.13      | 0.00%             | 2026-12-09      | Fixed         | 9.75%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6679967.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      56591 | PA      | $94.20        | 0.00%             | 2034-11-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7956978.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3117 | PA      | $46.46        | 0.00%             | 2026-01-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183612692.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4958 | PA      | $4958.19      | 0.00%             | 2026-12-17      | Fixed         | 13.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182977646.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10813 | PA      | $10833.04     | 0.00%             | 2026-11-16      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2222412.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        338 | PA      | $329.55       | 0.00%             | 2026-12-10      | Fixed         | 10.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2220260.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17364 | PA      | $17001.89     | 0.00%             | 2026-12-10      | Fixed         | 12.23%                | No            |                  3 | On Loan: No      |
| TotalEnergies Capital SA                                                        | TotalEnergies Capital SA                                                                          | CUSIP: 89157XAD3<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    3820000 | PA      | $3788046.66   | 0.13%             | 2034-09-10      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1993366.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        676 | PA      | $662.07       | 0.00%             | 2026-11-08      | Fixed         | 14.10%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5078382.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        979 | PA      | $0.01         | 0.00%             | 2033-09-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1990551.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4316 | PA      | $4230.87      | 0.00%             | 2026-11-08      | Fixed         | 26.95%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 3140MMX94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          0 | PA      | $0.00         | 0.00%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 30 Year                                                                               | CUSIP: 3132DWEK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   90419923 | PA      | $85972687.27  | 2.86%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Peer Holding III BV                                                             | Peer Holding III BV, First Lien, CME Term Loan, B5B                                               | CUSIP: N6872NAN6<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |     229419 | PA      | $230316.33    | 0.01%             | 2031-07-01      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7123188.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        423 | PA      | $5.28         | 0.00%             | 2035-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991148029.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2027-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7611675.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1865 | PA      | $962.42       | 0.00%             | 2025-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7956696.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6000 | PA      | $151.55       | 0.00%             | 2026-01-03      | 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        |      57654 | PA      | $57437.82     | 0.00%             | 2030-08-01      | Variable      | 8.55%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co.                                                              | ConocoPhillips Co.                                                                                | CUSIP: 20826FBF2<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2541660.08   | 0.08%             | 2033-09-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7947201.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        798 | PA      | $459.99       | 0.00%             | 2026-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1625255.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2360 | PA      | $2360.10      | 0.00%             | 2026-09-23      | Fixed         | 13.20%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6037075.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2702 | PA      | $0.14         | 0.00%             | 2034-04-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1991475.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        762 | PA      | $745.56       | 0.00%             | 2026-11-08      | Fixed         | 22.35%                | No            |                  3 | On Loan: No      |
| Marble Point CLO XV Ltd.                                                        | Marble Point CLO XV Ltd., Series 2019-1A, Class A1R2                                              | CUSIP: 56606YAW5<br>LEI: 549300CO8XB55W8SS394 | Long             | ABS-CBDO         | CORP              | KY        |    2842182 | PA      | $2843652.01   | 0.09%             | 2032-07-23      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10352498.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4625 | PA      | $4793.13      | 0.00%             | 2026-10-28      | Fixed         | 18.49%                | 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        |     527371 | PA      | $527750.76    | 0.02%             | 2029-04-04      | Variable      | 7.29%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991045601.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2024-11-13      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183673632.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5635 | PA      | $5580.95      | 0.00%             | 2026-12-18      | Fixed         | 15.44%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2074700.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2336 | PA      | $2309.97      | 0.00%             | 2026-11-18      | Fixed         | 18.17%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182249975.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5096 | PA      | $5246.49      | 0.00%             | 2026-11-01      | Fixed         | 25.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5890737.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      31239 | PA      | $1.01         | 0.00%             | 2034-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31405RRN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3976 | PA      | $4032.37      | 0.00%             | 2034-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 3140QQBA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          0 | PA      | $0.00         | 0.00%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United Airlines Pass-Through Trust                                              | United Airlines Pass-Through Trust, Series 2020-1, Class B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     421125 | PA      | $420533.19    | 0.01%             | 2027-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1607977.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1504 | PA      | $1554.55      | 0.00%             | 2026-08-13      | Fixed         | 25.48%                | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 31292GT71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       1124 | PA      | $1182.47      | 0.00%             | 2028-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1997469.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3262 | PA      | $3198.17      | 0.00%             | 2026-11-15      | Fixed         | 17.09%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5310909.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14880 | PA      | $0.23         | 0.00%             | 2033-11-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7151519.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7613 | PA      | $32.53        | 0.00%             | 2035-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7986117.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5194 | PA      | $4923.74      | 0.00%             | 2026-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Five Corners Funding Trust II                                                   | Five Corners Funding Trust II                                                                     | CUSIP: 33834DAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2772881.79   | 0.09%             | 2030-05-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5588620.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4534 | PA      | $0.00         | 0.00%             | 2033-12-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Paramount Global                                                                | Paramount Global                                                                                  | CUSIP: 92556HAD9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9172290.70   | 0.31%             | 2032-05-19      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991080210.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        290 | PA      | $13.61        | 0.00%             | 2027-11-08      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5126318.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        305 | PA      | $0.03         | 0.00%             | 2033-10-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 181324642.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      19135 | PA      | $0.00         | 0.00%             | 2026-10-13      | Fixed         | 15.19%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184309308.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2639 | PA      | $2616.13      | 0.00%             | 2026-12-21      | Fixed         | 17.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7526223.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1112 | PA      | $885.78       | 0.00%             | 2035-08-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1996991.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9216 | PA      | $4891.62      | 0.00%             | 2026-11-08      | Fixed         | 9.23%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5059779.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14261 | PA      | $0.00         | 0.00%             | 2033-09-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1619757.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2176 | PA      | $2138.72      | 0.00%             | 2026-08-25      | Fixed         | 12.57%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5158276.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4505 | PA      | $0.00         | 0.00%             | 2033-10-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Brown & Brown, Inc.                                                             | Brown & Brown, Inc.                                                                               | CUSIP: 115236AL5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     895000 | PA      | $905848.67    | 0.03%             | 2032-06-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 21H052686<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   47130000 | PA      | $47017525.20  | 1.57%             | 2055-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5473236.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6897 | PA      | $0.00         | 0.00%             | 2033-12-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 3140QM3Y8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          0 | PA      | $0.01         | 0.00%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09759659.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8438 | PA      | $8542.29      | 0.00%             | 2026-08-25      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| Enterprise Products Operating LLC                                               | Enterprise Products Operating LLC                                                                 | CUSIP: 29379VBV4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1908544.26   | 0.06%             | 2029-07-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 36179YS88<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |          0 | PA      | $0.00         | 0.00%             | 2054-03-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8210859.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3975 | PA      | $3834.57      | 0.00%             | 2026-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4884630.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        527 | PA      | $0.00         | 0.00%             | 2033-06-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2213785.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1770 | PA      | $125.17       | 0.00%             | 2026-12-09      | Fixed         | 30.97%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 3140XD5G7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          0 | PA      | $0.00         | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31390REP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        162 | PA      | $166.89       | 0.00%             | 2032-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09328185.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9171 | PA      | $9276.08      | 0.00%             | 2026-07-12      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 15 Year                                                                                     | CUSIP: 31418EJU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3638929 | PA      | $3447750.83   | 0.11%             | 2037-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6442143.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        624 | PA      | $0.11         | 0.00%             | 2034-08-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| T-Mobile USA, Inc.                                                              | T-Mobile USA, Inc.                                                                                | CUSIP: 87264ADF9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    6500000 | PA      | $6541781.03   | 0.22%             | 2034-04-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Var Energi ASA                                                                  | Var Energi ASA                                                                                    | CUSIP: 92212WAE0<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |    6500000 | PA      | $7387766.30   | 0.25%             | 2032-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7347161.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1612 | PA      | $50.94        | 0.00%             | 2035-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11386113.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2720 | PA      | $2808.84      | 0.00%             | 2026-11-25      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1612759.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1377 | PA      | $1346.42      | 0.00%             | 2026-08-23      | Fixed         | 7.70%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31402EXP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      10805 | PA      | $11060.44     | 0.00%             | 2033-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 15 Year                                                                                     | CUSIP: 31418FK22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1659939 | PA      | $1689628.65   | 0.06%             | 2040-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7641906.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      18632 | PA      | $8491.75      | 0.00%             | 2025-09-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5804251.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3814 | PA      | $0.07         | 0.00%             | 2034-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1877074.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17529 | PA      | $1269.14      | 0.00%             | 2027-03-19      | Fixed         | 25.09%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2217862.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3726 | PA      | $3675.25      | 0.00%             | 2026-12-09      | Fixed         | 16.51%                | No            |                  3 | On Loan: No      |
| BP Capital Markets America, Inc.                                                | BP Capital Markets America, Inc.                                                                  | CUSIP: 10373QBW9<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    2300000 | PA      | $2312142.02   | 0.08%             | 2034-04-10      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183905553.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2300 | PA      | $2270.62      | 0.00%             | 2026-12-16      | Fixed         | 13.44%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183154136.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4163 | PA      | $4159.37      | 0.00%             | 2027-03-16      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2216633.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        448 | PA      | $439.41       | 0.00%             | 2026-12-09      | Fixed         | 30.84%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7980829.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1533 | PA      | $1516.34      | 0.00%             | 2026-01-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7087923.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9288 | PA      | $115.45       | 0.00%             | 2035-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2219088.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9760 | PA      | $714.19       | 0.00%             | 2026-12-13      | Fixed         | 10.44%                | No            |                  3 | On Loan: No      |
| Consumer Loan Underlying Bond Club Certificate Issuer Trust I                   | Consumer Loan Underlying Bond Certificate Issuer Trust I, Series 2020-7, Class PT                 | CUSIP: 21056VAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       7772 | PA      | $3984.38      | 0.00%             | 2045-04-17      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5973170.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        733 | PA      | $0.01         | 0.00%             | 2034-04-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6258547.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6260 | PA      | $0.00         | 0.00%             | 2034-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Societe Generale SA                                                             | Societe Generale SA                                                                               | CUSIP: 83368RBR2<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    6500000 | PA      | $6750769.87   | 0.22%             | 2029-01-10      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1651841.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1897 | PA      | $1899.90      | 0.00%             | 2026-11-08      | Fixed         | 15.40%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2074495.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3213 | PA      | $3160.48      | 0.00%             | 2026-11-18      | Fixed         | 19.61%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5646926.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4350 | PA      | $0.06         | 0.00%             | 2034-01-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 31296QKC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       4350 | PA      | $4417.57      | 0.00%             | 2033-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991208389.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2024-11-08      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7121532.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1181 | PA      | $8.83         | 0.00%             | 2035-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6984837.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         68 | PA      | $25.60        | 0.00%             | 2035-03-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Spin Holdco, Inc.                                                               | Spin Holdco, Inc., First Lien, Initial CME Term Loan                                              | CUSIP: 84850XAK8<br>LEI: 549300QAS44U2GUXGK45 | Long             | LON              | CORP              | US        |     298945 | PA      | $265126.67    | 0.01%             | 2028-03-06      | Variable      | 8.58%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991451736.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         54 | PA      | $3.78         | 0.00%             | 2030-03-10      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6506724.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        191 | PA      | $0.12         | 0.00%             | 2034-09-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| BBCMS Mortgage Trust                                                            | BBCMS Mortgage Trust, Series 2025-5C33, Class XA                                                  | CUSIP: 072924AH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   55705218 | PA      | $1829465.21   | 0.06%             | 2058-03-15      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11770041.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2014 | PA      | $2047.34      | 0.00%             | 2026-02-02      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5220688.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      25349 | PA      | $4.82         | 0.00%             | 2033-10-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5701510.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        251 | PA      | $0.00         | 0.00%             | 2034-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6685190.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8219 | PA      | $10.96        | 0.00%             | 2034-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7374891.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2125 | PA      | $17.94        | 0.00%             | 2035-07-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1871750.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2052 | PA      | $2018.12      | 0.00%             | 2026-10-19      | Fixed         | 19.96%                | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 3128L04F6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     108819 | PA      | $111146.95    | 0.00%             | 2037-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, Series 2024-87, Class FB                                                                    | CUSIP: 3136BTE66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   13884667 | PA      | $13887306.40  | 0.46%             | 2054-12-25      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1613869.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        465 | PA      | $459.80       | 0.00%             | 2026-08-24      | Fixed         | 30.42%                | No            |                  3 | On Loan: No      |
| Radar Bidco SARL                                                                | Radar Bidco SARL, First Lien, USD CME Term Loan, B2                                               | CUSIP: L7781HAD1<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |     187767 | PA      | $188471.17    | 0.01%             | 2031-04-04      | Variable      | 7.79%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7588555.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        804 | PA      | $12.74        | 0.00%             | 2025-09-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184062734.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2144 | PA      | $0.00         | 0.00%             | 2026-12-13      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| Newell Brands, Inc.                                                             | Newell Brands, Inc.                                                                               | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     350000 | PA      | $367630.73    | 0.01%             | 2028-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5912428.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2401 | PA      | $0.27         | 0.00%             | 2034-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1878258.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2779 | PA      | $1925.17      | 0.00%             | 2026-10-19      | Fixed         | 14.16%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183470077.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8817 | PA      | $8840.55      | 0.00%             | 2026-11-24      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Virginia Electric and Power Co.                                                 | Virginia Electric and Power Co.                                                                   | CUSIP: 927804FE9<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     520000 | PA      | $561282.91    | 0.02%             | 2037-11-30      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991179044.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        250 | PA      | $42.31        | 0.00%             | 2025-09-29      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184223937.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7044 | PA      | $7048.19      | 0.00%             | 2026-12-17      | Fixed         | 16.44%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12244387.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12174 | PA      | $12374.70     | 0.00%             | 2027-03-12      | Fixed         | 11.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7951375.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4045 | PA      | $1843.00      | 0.00%             | 2026-01-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1988958.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        483 | PA      | $472.53       | 0.00%             | 2026-11-08      | Fixed         | 10.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5821739.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      20819 | PA      | $2.97         | 0.00%             | 2034-02-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09027027.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6815 | PA      | $7113.70      | 0.00%             | 2026-06-05      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7849268.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        640 | PA      | $571.95       | 0.00%             | 2025-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6692474.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7433 | PA      | $11.89        | 0.00%             | 2034-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991515439.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2027-12-15      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                 | Goldman Sachs Group, Inc. (The)                                                                   | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    9700000 | PA      | $9395134.63   | 0.31%             | 2027-10-21      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Centene Corp.                                                                   | Centene Corp.                                                                                     | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2179039.50   | 0.07%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Evergreen Acqco 1 LP                                                            | Evergreen Acqco 1 LP, First Lien, Initial CME Term Loan                                           | CUSIP: 30015FAG1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     121063 | PA      | $121491.73    | 0.00%             | 2028-04-26      | Variable      | 8.05%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8058155.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      23311 | PA      | $10280.29     | 0.00%             | 2026-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991267853.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2023-11-17      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7003292.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12154 | PA      | $60.79        | 0.00%             | 2035-03-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5281948.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      29541 | PA      | $0.00         | 0.00%             | 2033-11-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2214639.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2839 | PA      | $2768.43      | 0.00%             | 2026-12-09      | Fixed         | 9.77%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 36202DM40<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        784 | PA      | $808.31       | 0.00%             | 2031-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 173423229.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2790 | PA      | $2783.14      | 0.00%             | 2026-01-04      | Fixed         | 16.08%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6811597.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        986 | PA      | $3.68         | 0.00%             | 2035-01-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6016723.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2068 | PA      | $0.05         | 0.00%             | 2034-04-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5984496.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1089 | PA      | $0.06         | 0.00%             | 2034-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Entain plc                                                                      | Entain plc, First Lien, CME Term Loan, B3                                                         | CUSIP: 36270BAC6<br>LEI: 213800GNI3K45LQR8L28 | Long             | LON              | CORP              | IM        |     472355 | PA      | $473734.12    | 0.02%             | 2029-10-31      | Variable      | 7.02%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8031355.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        660 | PA      | $542.99       | 0.00%             | 2026-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183942961.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1547 | PA      | $0.00         | 0.00%             | 2034-12-08      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7941098.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2661 | PA      | $2557.34      | 0.00%             | 2025-12-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183402493.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        938 | PA      | $0.00         | 0.00%             | 2034-12-18      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| Providence St Joseph Health Obligated Group                                     | Providence St Joseph Health Obligated Group, Series H                                             | CUSIP: 743756AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8875000 | PA      | $8695777.45   | 0.29%             | 2026-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5818633.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        762 | PA      | $0.04         | 0.00%             | 2034-02-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| KKR CLO 43 Ltd.                                                                 | KKR CLO 43 Ltd., Series 2022-43A, Class A1R                                                       | CUSIP: 48255UAJ3<br>LEI: 25490088LQLWORRKOM10 | Long             | ABS-CBDO         | CORP              | JE        |    2800000 | PA      | $2809516.57   | 0.09%             | 2036-01-15      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1993451.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3739 | PA      | $3650.35      | 0.00%             | 2026-11-08      | Fixed         | 9.84%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991225567.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        239 | PA      | $2.34         | 0.00%             | 2028-01-18      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4935556.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        496 | PA      | $0.00         | 0.00%             | 2033-07-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182882013.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10101 | PA      | $10447.41     | 0.00%             | 2027-05-24      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5185667.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14855 | PA      | $0.42         | 0.00%             | 2033-10-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                             | CDIO                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |  115500000 | PA      | $402799.69    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5703564.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5948 | PA      | $0.28         | 0.00%             | 2034-01-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6314871.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        303 | PA      | $0.13         | 0.00%             | 2034-07-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Republic of Cote d'Ivoire                                                       | Ivory Coast Government Bond                                                                       | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |    1290000 | PA      | $1198199.07   | 0.04%             | 2033-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines, Inc. / SkyMiles IP Ltd.                                        | Delta Air Lines, Inc. / SkyMiles IP Ltd.                                                          | CUSIP: 830867AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1033250 | PA      | $1030801.76   | 0.03%             | 2025-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6590448.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1824 | PA      | $0.89         | 0.00%             | 2034-10-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8126086.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2556 | PA      | $1788.73      | 0.00%             | 2026-02-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5250046.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        104 | PA      | $0.01         | 0.00%             | 2033-11-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| STS Operating, Inc.                                                             | STS Operating, Inc., First Lien, First Refinancing CME Term Loan                                  | CUSIP: 12508KAJ6<br>LEI: 549300HW5C2VGPZCHL57 | Long             | LON              | CORP              | US        |     605708 | PA      | $605804.85    | 0.02%             | 2031-03-25      | Variable      | 8.46%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7506371.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2356 | PA      | $35.31        | 0.00%             | 2035-08-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1706907.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        687 | PA      | $675.14       | 0.00%             | 2026-09-13      | Fixed         | 30.87%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6800352.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1588 | PA      | $101.40       | 0.00%             | 2034-12-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Republic of Chile                                                               | Chile Government Bond                                                                             | CUSIP: 168863EE4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     660000 | PA      | $682077.00    | 0.02%             | 2037-01-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BroadStreet Partners, Inc.                                                      | BroadStreet Partners, Inc., First Lien, 2024 CME Term Loan, B                                     | CUSIP: 11132VAY5<br>LEI: 549300BS9N54G8DD0R75 | Long             | LON              | CORP              | US        |     542626 | PA      | $543641.15    | 0.02%             | 2031-06-16      | Variable      | 7.11%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183197788.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8047 | PA      | $8271.58      | 0.00%             | 2026-11-16      | Fixed         | 25.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10459721.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      19644 | PA      | $20511.46     | 0.00%             | 2027-03-23      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7328785.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6965 | PA      | $131.33       | 0.00%             | 2035-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7781121.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7631 | PA      | $5880.94      | 0.00%             | 2025-11-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8028768.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7152 | PA      | $5154.40      | 0.00%             | 2026-01-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Federative Republic of Brazil                                                   | Brazil Government Bond                                                                            | CUSIP: 105756CF5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     930000 | PA      | $920734.45    | 0.03%             | 2033-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184172800.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4932 | PA      | $4892.88      | 0.00%             | 2026-12-28      | Fixed         | 16.44%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1999118.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2125 | PA      | $2095.81      | 0.00%             | 2026-11-08      | Fixed         | 17.22%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6046999.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        586 | PA      | $0.00         | 0.00%             | 2034-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5912454.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2264 | PA      | $0.04         | 0.00%             | 2034-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6532408.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3788 | PA      | $4.43         | 0.00%             | 2034-09-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5581428.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2217 | PA      | $0.56         | 0.00%             | 2033-12-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| HOMES Trust                                                                     | HOMES Trust, Series 2024-NQM1, Class A1                                                           | CUSIP: 40390TAA8<br>LEI: 2549001JI3VOZZFMYK81 | Long             | ABS-MBS          | CORP              | US        |    2235046 | PA      | $2243401.98   | 0.07%             | 2069-07-25      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8027210.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1898 | PA      | $1760.81      | 0.00%             | 2026-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991152322.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        551 | PA      | $560.65       | 0.00%             | 2030-03-27      | Fixed         | 26.94%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5848650.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2710 | PA      | $0.00         | 0.00%             | 2034-02-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7944381.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1344 | PA      | $1257.83      | 0.00%             | 2026-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5143636.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      22568 | PA      | $0.00         | 0.00%             | 2033-10-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11817724.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4340 | PA      | $4493.98      | 0.00%             | 2026-02-12      | Fixed         | 20.74%                | No            |                  3 | On Loan: No      |
| Stonex Escrow Issuer LLC                                                        | Stonex Escrow Issuer LLC                                                                          | CUSIP: 86189AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     305000 | PA      | $310699.43    | 0.01%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1630438.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3051 | PA      | $3084.30      | 0.00%             | 2026-09-27      | Fixed         | 15.29%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7938158.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         53 | PA      | $49.97        | 0.00%             | 2025-12-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2220654.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5124 | PA      | $5022.50      | 0.00%             | 2026-12-10      | Fixed         | 9.13%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1991255.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3990 | PA      | $3910.10      | 0.00%             | 2026-11-08      | Fixed         | 15.82%                | No            |                  3 | On Loan: No      |
| Bank of America Corp.                                                           | Bank of America Corp.                                                                             | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    7500000 | PA      | $6716172.90   | 0.22%             | 2033-02-04      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| Kaseya, Inc.                                                                    | Kaseya, Inc., First Lien, Initial CME Term Loan                                                   | CUSIP: 48578AAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     748125 | PA      | $751050.17    | 0.02%             | 2032-03-22      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2074954.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2004 | PA      | $1971.50      | 0.00%             | 2026-11-18      | Fixed         | 19.66%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1616600.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2378 | PA      | $2348.29      | 0.00%             | 2026-08-24      | Fixed         | 27.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7949409.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        280 | PA      | $246.11       | 0.00%             | 2026-01-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1996217.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1866 | PA      | $503.35       | 0.00%             | 2026-11-08      | Fixed         | 19.54%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2073235.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3398 | PA      | $3334.68      | 0.00%             | 2027-04-18      | Fixed         | 22.81%                | No            |                  3 | On Loan: No      |
| JPMorgan Chase & Co.                                                            | JPMorgan Chase & Co.                                                                              | CUSIP: 46647PEC6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    9300000 | PA      | $9511801.73   | 0.32%             | 2035-01-23      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6903970.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2610 | PA      | $9.76         | 0.00%             | 2035-02-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7406511.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9344 | PA      | $3220.78      | 0.00%             | 2035-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| BX Mortgage Trust                                                               | BX Mortgage Trust, Series 2021-PAC, Class B                                                       | CUSIP: 05609PAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9220000 | PA      | $9183445.47   | 0.31%             | 2036-10-15      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Talen Energy Supply LLC                                                         | Talen Energy Supply LLC, First Lien, 2024-1 Incremental CME Term Loan, B                          | CUSIP: 87422LAY6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     133857 | PA      | $134327.01    | 0.00%             | 2031-12-11      | Variable      | 6.81%                 | No            |                  2 | On Loan: No      |
| Starwood Property Mortgage LLC                                                  | Starwood Property Mortgage LLC, First Lien, CME Term Loan, B4                                     | CUSIP: 85570DAL6<br>LEI: 5493008SB15CNJRIOK13 | Long             | LON              | CORP              | US        |     248750 | PA      | $249371.88    | 0.01%             | 2030-01-02      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2074997.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1607 | PA      | $1581.41      | 0.00%             | 2026-11-18      | Fixed         | 24.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2221352.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        259 | PA      | $254.34       | 0.00%             | 2026-12-10      | Fixed         | 13.11%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12106220.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2248 | PA      | $2294.98      | 0.00%             | 2026-03-12      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5273816.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1760 | PA      | $0.10         | 0.00%             | 2033-11-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1622217.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1082 | PA      | $1085.78      | 0.00%             | 2026-09-07      | Fixed         | 16.70%                | No            |                  3 | On Loan: No      |
| Iron Mountain, Inc.                                                             | Iron Mountain, Inc.                                                                               | CUSIP: 46284VAP6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $6168396.00   | 0.21%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                        | BX Trust, Series 2022-IND, Class A                                                                | CUSIP: 05609WAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8935099 | PA      | $8948893.02   | 0.30%             | 2037-04-15      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4980891.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7938 | PA      | $0.07         | 0.00%             | 2033-08-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1605600.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3208 | PA      | $3172.55      | 0.00%             | 2027-01-24      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4889899.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5336 | PA      | $0.13         | 0.00%             | 2033-07-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                                  | Hewlett Packard Enterprise Co.                                                                    | CUSIP: 42824CBU2<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    7400000 | PA      | $7374997.03   | 0.25%             | 2031-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                           | Foundry JV Holdco LLC                                                                             | CUSIP: 350930AG8<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    1970000 | PA      | $2026217.30   | 0.07%             | 2033-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7924567.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        386 | PA      | $307.95       | 0.00%             | 2025-12-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| XHR LP                                                                          | XHR LP                                                                                            | CUSIP: 98372MAE5<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |    1425000 | PA      | $1450118.48   | 0.05%             | 2030-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991230298.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2024-12-01      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183852446.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6220 | PA      | $6168.46      | 0.00%             | 2026-12-18      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley                                                                                    | CUSIP: 61747YFL4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    8650000 | PA      | $8864305.48   | 0.30%             | 2035-01-18      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11579250.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15652 | PA      | $15923.51     | 0.00%             | 2027-07-15      | Fixed         | 11.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5619805.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         66 | PA      | $0.06         | 0.00%             | 2034-01-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7528609.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        326 | PA      | $248.81       | 0.00%             | 2035-08-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7173156.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1928 | PA      | $29.44        | 0.00%             | 2035-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11389311.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15421 | PA      | $15691.31     | 0.00%             | 2027-01-07      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| N/A                                                                             | TRSIBOXX                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   30000000 | PA      | $890049.86    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184033080.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8125 | PA      | $8081.78      | 0.00%             | 2026-12-13      | Fixed         | 17.44%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2213659.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1591 | PA      | $1558.81      | 0.00%             | 2026-12-09      | Fixed         | 25.40%                | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 15 Year                                                                               | CUSIP: 3132D6B58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1910270 | PA      | $1809929.60   | 0.06%             | 2037-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31390UUE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1854 | PA      | $1912.56      | 0.00%             | 2032-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                        | PNC Financial Services Group, Inc. (The)                                                          | CUSIP: 693475BV6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    3800000 | PA      | $3845117.97   | 0.13%             | 2028-01-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8016896.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        338 | PA      | $282.89       | 0.00%             | 2026-01-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182962134.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7837 | PA      | $8133.91      | 0.00%             | 2026-11-15      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2218875.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4588 | PA      | $1234.31      | 0.00%             | 2026-12-10      | Fixed         | 13.44%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991233872.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         57 | PA      | $3.97         | 0.00%             | 2025-10-05      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4643805.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        751 | PA      | $0.06         | 0.00%             | 2033-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1993779.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6200 | PA      | $6081.99      | 0.00%             | 2026-11-20      | Fixed         | 28.20%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6891737.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1984 | PA      | $15.87        | 0.00%             | 2035-02-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8184364.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1912 | PA      | $1622.33      | 0.00%             | 2026-03-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7811469.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1965 | PA      | $1695.21      | 0.00%             | 2025-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7566454.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        313 | PA      | $175.92       | 0.00%             | 2025-09-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31412DNF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      29852 | PA      | $30257.35     | 0.00%             | 2037-03-01      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Note                                                                                | CUSIP: 91282CET4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     158000 | PA      | $158000.00    | 0.01%             | 2027-05-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09709453.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6246 | PA      | $6315.06      | 0.00%             | 2026-11-09      | Fixed         | 14.24%                | No            |                  3 | On Loan: No      |
| Paraguay Government International Bond                                          | Paraguay Government Bond                                                                          | CUSIP: N/A<br>LEI: 529900UXKJTJPCU0HK83       | Long             | DBT              | NUSS              | PY        |    1850000 | PA      | $1840787.00   | 0.06%             | 2031-04-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                              | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2025-5C1, Class XA                     | CUSIP: 61778GAK2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   41142201 | PA      | $1881317.65   | 0.06%             | 2058-03-15      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11776378.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13757 | PA      | $14356.92     | 0.00%             | 2026-12-27      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7638920.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2024 | PA      | $31.20        | 0.00%             | 2025-09-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4819180.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        266 | PA      | $0.00         | 0.00%             | 2033-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7800668.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        327 | PA      | $322.00       | 0.00%             | 2025-11-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1658878.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8308 | PA      | $8272.21      | 0.00%             | 2026-11-09      | Fixed         | 12.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1993453.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8252 | PA      | $4388.63      | 0.00%             | 2027-04-08      | Fixed         | 28.76%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7290035.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3403 | PA      | $79.47        | 0.00%             | 2035-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5044612.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        309 | PA      | $0.01         | 0.00%             | 2033-08-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8140625.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6068 | PA      | $5549.37      | 0.00%             | 2026-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-08698355.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1664 | PA      | $1678.71      | 0.00%             | 2026-04-17      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4926957.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1660 | PA      | $0.00         | 0.00%             | 2033-07-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 30 Year                                                                               | CUSIP: 3132DQQD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   56885422 | PA      | $48890359.89  | 1.63%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CWABS, Inc. Asset-Backed Certificates Trust                                     | CWABS, Inc. Asset-Backed Certificates Trust, Series 2004-1, Class M1                              | CUSIP: 126671Z25<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     119518 | PA      | $121645.24    | 0.00%             | 2034-03-25      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2075029.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3073 | PA      | $3015.23      | 0.00%             | 2026-11-18      | Fixed         | 10.15%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8146086.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2770 | PA      | $2645.15      | 0.00%             | 2026-03-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991250805.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2023-11-21      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1988482.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2805 | PA      | $2750.06      | 0.00%             | 2026-11-08      | Fixed         | 18.26%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4666640.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10212 | PA      | $0.00         | 0.00%             | 2033-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1706347.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4364 | PA      | $2298.45      | 0.00%             | 2027-07-13      | Fixed         | 23.37%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2075061.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3449 | PA      | $3392.11      | 0.00%             | 2026-11-18      | Fixed         | 23.07%                | No            |                  3 | On Loan: No      |
| Chase Home Lending Mortgage Trust                                               | Chase Home Lending Mortgage Trust, Series 2025-3, Class A11                                       | CUSIP: 16160MAX1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2912097 | PA      | $2913808.81   | 0.10%             | 2056-02-25      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8093678.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6218 | PA      | $2868.24      | 0.00%             | 2026-02-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991062692.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2024-11-15      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991070986.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2023-11-15      | Fixed         | 26.44%                | No            |                  3 | On Loan: No      |
| HSBC Holdings plc                                                               | HSBC Holdings plc                                                                                 | CUSIP: 404280CC1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    6500000 | PA      | $6330835.49   | 0.21%             | 2030-05-22      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 21H042687<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   28000000 | PA      | $26577433.96  | 0.88%             | 2055-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | Charter Communications Operating LLC / Charter Communications Operating Capital Corp.             | CUSIP: 161175BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   12500000 | PA      | $11078753.75  | 0.37%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 30 Year                                                                               | CUSIP: 3132DWEC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |          0 | PA      | $0.00         | 0.00%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fortress Intermediate 3, Inc.                                                   | Fortress Intermediate 3, Inc., First Lien, CME Term Loan, B                                       | CUSIP: 34966LAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     746463 | PA      | $748795.46    | 0.02%             | 2031-06-27      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7187093.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1566 | PA      | $22.10        | 0.00%             | 2035-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1994789.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2369 | PA      | $2320.76      | 0.00%             | 2026-11-08      | Fixed         | 14.19%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7873538.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        665 | PA      | $634.85       | 0.00%             | 2025-12-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31412BW24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      76759 | PA      | $78467.12     | 0.00%             | 2037-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6047637.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        629 | PA      | $0.04         | 0.00%             | 2034-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5565718.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1113 | PA      | $0.02         | 0.00%             | 2033-12-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4605063.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1320 | PA      | $0.00         | 0.00%             | 2033-04-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7288120.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3770 | PA      | $534.23       | 0.00%             | 2035-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7905583.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3449 | PA      | $1577.78      | 0.00%             | 2025-12-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5809849.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2395 | PA      | $0.25         | 0.00%             | 2034-02-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31418E5B2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          0 | PA      | $0.01         | 0.00%             | 2054-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2220245.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9382 | PA      | $9188.53      | 0.00%             | 2026-12-10      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 3128M7NJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      11380 | PA      | $12059.64     | 0.00%             | 2039-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 174297080.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1607 | PA      | $1613.02      | 0.00%             | 2026-02-05      | Fixed         | 15.74%                | 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        |     642247 | PA      | $643351.92    | 0.02%             | 2032-01-28      | Variable      | 8.08%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6365762.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10292 | PA      | $0.71         | 0.00%             | 2034-07-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7656711.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2619 | PA      | $71.06        | 0.00%             | 2025-10-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6468011.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2262 | PA      | $0.39         | 0.00%             | 2034-09-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1999282.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3660 | PA      | $3590.82      | 0.00%             | 2026-11-08      | Fixed         | 31.18%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182980965.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7096 | PA      | $7135.61      | 0.00%             | 2026-11-22      | Fixed         | 17.24%                | No            |                  3 | On Loan: No      |
| F&G Annuities & Life, Inc.                                                      | F&G Annuities & Life, Inc.                                                                        | CUSIP: 30190AAF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2600000 | PA      | $2679738.00   | 0.09%             | 2029-06-04      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183762991.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8593 | PA      | $8645.84      | 0.00%             | 2026-12-07      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7845202.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2732 | PA      | $71.94        | 0.00%             | 2025-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Elevation CLO Ltd.                                                              | Elevation CLO Ltd., Series 2018-10A, Class AR                                                     | CUSIP: 28623CAL5<br>LEI: 5493005Q4N14IP6ASK07 | Long             | ABS-CBDO         | CORP              | KY        |    2727361 | PA      | $2728645.69   | 0.09%             | 2031-10-20      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31384WKZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1661 | PA      | $1714.43      | 0.00%             | 2031-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6255252.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2186 | PA      | $0.16         | 0.00%             | 2034-06-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7803967.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1067 | PA      | $896.83       | 0.00%             | 2025-11-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 15 Year                                                                               | CUSIP: 3132D6CE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     411635 | PA      | $390012.10    | 0.01%             | 2037-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1604924.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2221 | PA      | $2297.67      | 0.00%             | 2026-08-13      | Fixed         | 28.40%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991023261.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         50 | PA      | $3.41         | 0.00%             | 2029-11-08      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6858335.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        705 | PA      | $1.70         | 0.00%             | 2035-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184066327.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5295 | PA      | $5298.49      | 0.00%             | 2026-12-31      | Fixed         | 14.19%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6692358.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1578 | PA      | $4.59         | 0.00%             | 2034-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Netflix, Inc.                                                                   | Netflix, Inc.                                                                                     | CUSIP: 64110LAZ9<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    3400000 | PA      | $3438097.44   | 0.11%             | 2034-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                            | American Tower Corp.                                                                              | CUSIP: 03027XBG4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    4500000 | PA      | $3908207.12   | 0.13%             | 2030-10-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183476845.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5141 | PA      | $5166.54      | 0.00%             | 2026-11-29      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2075060.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2052 | PA      | $2019.48      | 0.00%             | 2026-11-18      | Fixed         | 26.35%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8172863.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15994 | PA      | $15790.78     | 0.00%             | 2026-03-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8081797.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        296 | PA      | $255.99       | 0.00%             | 2026-02-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7507182.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        724 | PA      | $14.11        | 0.00%             | 2035-08-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Republic of Chile                                                               | Chile Government Bond                                                                             | CUSIP: 168863EB0<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     670000 | PA      | $679715.00    | 0.02%             | 2029-01-22      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6832199.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2706 | PA      | $5.54         | 0.00%             | 2035-01-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1616072.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1684 | PA      | $1661.28      | 0.00%             | 2026-08-24      | Fixed         | 24.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7495215.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5174 | PA      | $152.45       | 0.00%             | 2035-08-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991238529.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        493 | PA      | $497.02       | 0.00%             | 2026-01-16      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Bonds                                                                               | CUSIP: 912810SJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   77980000 | PA      | $48268401.95  | 1.61%             | 2049-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182469398.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9269 | PA      | $9443.30      | 0.00%             | 2027-05-05      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7990813.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        742 | PA      | $726.22       | 0.00%             | 2026-01-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Waystar Technologies, Inc.                                                      | Waystar Technologies, Inc., First Lien, Initial CME Term Loan                                     | CUSIP: 63939WAM5<br>LEI: 549300BIRBTAWWHCSZ09 | Long             | LON              | CORP              | US        |      54306 | PA      | $54532.08     | 0.00%             | 2029-10-22      | Variable      | 6.61%                 | No            |                  2 | On Loan: No      |
| Glatfelter Corp.                                                                | Glatfelter Corp., First Lien, CME Term Loan                                                       | CUSIP: 89458XAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     497500 | PA      | $495323.44    | 0.02%             | 2031-11-04      | Variable      | 8.58%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1706836.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1546 | PA      | $1520.63      | 0.00%             | 2026-09-13      | Fixed         | 21.71%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7722120.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5862 | PA      | $123.67       | 0.00%             | 2025-10-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10450365.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        835 | PA      | $835.83       | 0.00%             | 2025-09-03      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11339522.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8744 | PA      | $9177.74      | 0.00%             | 2027-02-21      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1620151.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4748 | PA      | $4689.33      | 0.00%             | 2026-08-25      | Fixed         | 26.66%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6961097.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4906 | PA      | $12.74        | 0.00%             | 2035-02-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5148494.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        769 | PA      | $0.00         | 0.00%             | 2033-10-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1614110.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1491 | PA      | $1252.35      | 0.00%             | 2026-08-24      | Fixed         | 32.03%                | No            |                  3 | On Loan: No      |
| United Airlines, Inc.                                                           | United Airlines, Inc., First Lien, CME Term Loan, B                                               | CUSIP: 90932RAP9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     185958 | PA      | $186910.56    | 0.01%             | 2031-02-24      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 3128MJF96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      85920 | PA      | $86843.72     | 0.00%             | 2037-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11795686.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2002 | PA      | $2009.60      | 0.00%             | 2027-02-11      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991359987.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2024-12-02      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Compass Datacenters Issuer II LLC                                               | Compass Datacenters Issuer II LLC, Series 2024-2A, Class A1                                       | CUSIP: 20469AAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1474000 | PA      | $1472845.56   | 0.05%             | 2049-08-25      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2221538.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5996 | PA      | $5917.78      | 0.00%             | 2026-12-10      | Fixed         | 17.36%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1699725.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        744 | PA      | $455.39       | 0.00%             | 2026-09-13      | Fixed         | 24.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991058306.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        505 | PA      | $108.60       | 0.00%             | 2027-02-11      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7585994.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11599 | PA      | $7542.04      | 0.00%             | 2025-09-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 31296RH68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       1872 | PA      | $1900.37      | 0.00%             | 2033-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                        | Lloyds Banking Group plc                                                                          | CUSIP: 539439AX7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    5300000 | PA      | $5464405.74   | 0.18%             | 2029-03-06      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6962536.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        252 | PA      | $1.93         | 0.00%             | 2035-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8038405.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        259 | PA      | $208.29       | 0.00%             | 2026-01-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2073933.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2737 | PA      | $1803.86      | 0.00%             | 2027-04-18      | Fixed         | 20.06%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10763123.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15829 | PA      | $16015.01     | 0.00%             | 2026-11-15      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7067466.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1121 | PA      | $170.23       | 0.00%             | 2035-03-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31407YDC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     123380 | PA      | $126371.81    | 0.00%             | 2035-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5917212.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1518 | PA      | $0.06         | 0.00%             | 2034-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991216706.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2024-11-10      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1991593.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      19574 | PA      | $19074.10     | 0.00%             | 2027-04-08      | Fixed         | 11.07%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5855815.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2097 | PA      | $0.00         | 0.00%             | 2034-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| BX Commercial Mortgage Trust                                                    | BX Commercial Mortgage Trust, Series 2021-VOLT, Class B                                           | CUSIP: 05609VAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9533269 | PA      | $9501127.33   | 0.32%             | 2036-09-15      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10688549.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13697 | PA      | $14234.96     | 0.00%             | 2027-02-16      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6967101.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2421 | PA      | $938.60       | 0.00%             | 2035-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1878185.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12615 | PA      | $12375.93     | 0.00%             | 2026-10-19      | Fixed         | 13.38%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6669028.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        981 | PA      | $2.56         | 0.00%             | 2034-11-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6812155.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2586 | PA      | $5.20         | 0.00%             | 2035-01-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5282925.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2496 | PA      | $0.00         | 0.00%             | 2033-11-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Bonds                                                                               | CUSIP: 912810RS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   13800000 | PA      | $9425507.78   | 0.31%             | 2046-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7164816.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1637 | PA      | $218.28       | 0.00%             | 2035-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1613957.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4540 | PA      | $4466.05      | 0.00%             | 2027-01-24      | Fixed         | 19.33%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1618558.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         16 | PA      | $15.93        | 0.00%             | 2026-08-25      | Fixed         | 20.33%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2217757.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1407 | PA      | $1380.27      | 0.00%             | 2026-12-09      | Fixed         | 30.55%                | No            |                  3 | On Loan: No      |
| AGL CLO 14 Ltd.                                                                 | AGL CLO 14 Ltd., Series 2021-14A, Class AR                                                        | CUSIP: 00851WAL3<br>LEI: 254900G6P36ERQHAIS15 | Long             | ABS-CBDO         | CORP              | KY        |    7900000 | PA      | $7909672.06   | 0.26%             | 2034-12-02      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | Energy Transfer LP                                                                                | CUSIP: 226373AR9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2027464.68   | 0.07%             | 2029-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 3618N5GM5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1888596 | PA      | $1793589.70   | 0.06%             | 2055-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2220353.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1345 | PA      | $1320.37      | 0.00%             | 2026-12-10      | Fixed         | 29.92%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10580822.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11396 | PA      | $1708.91      | 0.00%             | 2027-02-22      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8122063.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        878 | PA      | $861.95       | 0.00%             | 2026-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4657541.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        836 | PA      | $0.02         | 0.00%             | 2033-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6226015.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3446 | PA      | $0.22         | 0.00%             | 2034-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 36179U4B5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      21406 | PA      | $18825.88     | 0.00%             | 2049-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4586446.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5636 | PA      | $0.13         | 0.00%             | 2033-04-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183520272.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8820 | PA      | $3345.82      | 0.00%             | 2026-12-07      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5324511.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        762 | PA      | $0.06         | 0.00%             | 2033-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991299072.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        128 | PA      | $8.26         | 0.00%             | 2025-10-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10374305.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5762 | PA      | $5819.48      | 0.00%             | 2026-10-05      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31376JNW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      12113 | PA      | $12434.21     | 0.00%             | 2036-10-01      | Variable      | 7.13%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7708676.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9330 | PA      | $8801.71      | 0.00%             | 2025-10-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8148398.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1895 | PA      | $1887.15      | 0.00%             | 2026-03-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1617884.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        397 | PA      | $392.10       | 0.00%             | 2026-08-24      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12180444.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1643 | PA      | $1659.68      | 0.00%             | 2027-04-04      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991252347.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2023-12-06      | Fixed         | 29.48%                | 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        |     119486 | PA      | $119519.45    | 0.00%             | 2028-12-01      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2216203.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3137 | PA      | $55.67        | 0.00%             | 2026-12-14      | Fixed         | 25.54%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2220958.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3732 | PA      | $3665.91      | 0.00%             | 2026-12-25      | Fixed         | 32.58%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8199999.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11627 | PA      | $11455.22     | 0.00%             | 2026-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991204138.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2024-11-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 30 Year                                                                               | CUSIP: 3132DWDS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |          0 | PA      | $0.00         | 0.00%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CoreLogic, Inc.                                                                 | CoreLogic, Inc., First Lien, Initial CME Term Loan                                                | CUSIP: 21870FBA6<br>LEI: 54930086CD8K2UIL0516 | Long             | LON              | CORP              | US        |    1178051 | PA      | $1176767.07   | 0.04%             | 2028-06-02      | Variable      | 7.97%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1705130.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1061 | PA      | $1041.96      | 0.00%             | 2026-09-13      | Fixed         | 24.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5991306.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1478 | PA      | $0.00         | 0.00%             | 2034-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8077372.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3025 | PA      | $2191.57      | 0.00%             | 2026-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 30 Year                                                                               | CUSIP: 3133AUE53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   33043017 | PA      | $27275695.42  | 0.91%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1992347.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12595 | PA      | $12354.99     | 0.00%             | 2026-11-08      | Fixed         | 29.82%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6243419.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7274 | PA      | $0.23         | 0.00%             | 2034-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Bonds                                                                               | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   88390000 | PA      | $48452221.26  | 1.61%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31390UA97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1956 | PA      | $2017.46      | 0.00%             | 2032-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184032290.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8586 | PA      | $8531.93      | 0.00%             | 2026-12-21      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6746302.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1600 | PA      | $108.93       | 0.00%             | 2034-12-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5578293.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4171 | PA      | $0.10         | 0.00%             | 2033-12-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Endo Finance Holdings, Inc.                                                     | Endo Finance Holdings, Inc.                                                                       | CUSIP: 29281RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     800000 | PA      | $852065.60    | 0.03%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7878612.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        421 | PA      | $416.73       | 0.00%             | 2025-12-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                  | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                                    | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6500000 | PA      | $6689325.50   | 0.22%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 3618N5PG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3167310 | PA      | $3007972.51   | 0.10%             | 2055-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2074857.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12770 | PA      | $12460.97     | 0.00%             | 2027-09-18      | Fixed         | 16.11%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09094872.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4736 | PA      | $4758.35      | 0.00%             | 2027-04-01      | Fixed         | 14.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09759315.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6464 | PA      | $3896.05      | 0.00%             | 2026-08-11      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5922077.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1538 | PA      | $0.01         | 0.00%             | 2034-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1705037.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1063 | PA      | $1040.55      | 0.00%             | 2027-07-13      | Fixed         | 26.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5960736.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9716 | PA      | $0.00         | 0.00%             | 2034-04-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4827165.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1298 | PA      | $0.00         | 0.00%             | 2033-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991111693.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2024-11-23      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Petco Health & Wellness Co., Inc.                                               | Petco Health & Wellness Co., Inc., First Lien, Initial CME Term Loan                              | CUSIP: 71601HAB2<br>LEI: 2549007TYGV6RVSE9M61 | Long             | LON              | CORP              | US        |     750000 | PA      | $702705.00    | 0.02%             | 2028-03-03      | Variable      | 7.81%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-08726744.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8657 | PA      | $8840.50      | 0.00%             | 2026-05-01      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6024496.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5106 | PA      | $0.00         | 0.00%             | 2034-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7220570.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2486 | PA      | $1256.77      | 0.00%             | 2035-05-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183248270.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2965 | PA      | $0.00         | 0.00%             | 2034-11-16      | Fixed         | 18.99%                | 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        |    2800000 | PA      | $2696840.44   | 0.09%             | 2028-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184211532.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      18658 | PA      | $18988.47     | 0.00%             | 2027-07-28      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2214174.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        373 | PA      | $366.32       | 0.00%             | 2026-12-09      | Fixed         | 23.38%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10365188.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4600 | PA      | $4664.07      | 0.00%             | 2026-10-17      | Fixed         | 14.24%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10512737.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6522 | PA      | $6727.06      | 0.00%             | 2026-10-25      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Southern Co. Gas Capital Corp.                                                  | Southern Co. Gas Capital Corp.                                                                    | CUSIP: 8426EPAF5<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2034759.74   | 0.07%             | 2032-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4604000.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8181 | PA      | $0.11         | 0.00%             | 2033-04-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Cigna Group (The)                                                               | Cigna Group (The)                                                                                 | CUSIP: 125523CV0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    6500000 | PA      | $6567870.99   | 0.22%             | 2034-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182814285.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9670 | PA      | $9571.23      | 0.00%             | 2026-11-02      | Fixed         | 15.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5574770.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5784 | PA      | $0.00         | 0.00%             | 2033-12-21      | 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        |     127750 | PA      | $128037.43    | 0.00%             | 2032-01-23      | Variable      | 7.61%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5050370.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17390 | PA      | $0.00         | 0.00%             | 2033-09-01      | 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        |     267918 | PA      | $268085.19    | 0.01%             | 2028-07-26      | Variable      | 8.30%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7645813.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        946 | PA      | $12.09        | 0.00%             | 2025-10-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7743634.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        385 | PA      | $273.29       | 0.00%             | 2025-11-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7914527.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        140 | PA      | $140.37       | 0.00%             | 2025-12-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5564465.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3809 | PA      | $0.00         | 0.00%             | 2033-12-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| K2016470219 South Africa Ltd.                                                   | K2016470219 South Africa Ltd., Class B                                                            | CUSIP: N/A<br>LEI: 378900DECAC8CFA88345       | Long             | EC               | CORP              | ZA        |    2862311 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-08924259.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10368 | PA      | $10529.20     | 0.00%             | 2026-08-29      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6951159.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5681 | PA      | $14.25        | 0.00%             | 2035-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| CIM Trust                                                                       | CIM Trust, Series 2019-INV2, Class A3                                                             | CUSIP: 12554TAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1408133 | PA      | $1322758.90   | 0.04%             | 2049-05-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4985573.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3505 | PA      | $0.00         | 0.00%             | 2033-08-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1613124.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8244 | PA      | $1354.43      | 0.00%             | 2027-01-24      | Fixed         | 26.60%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10689192.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12700 | PA      | $12860.33     | 0.00%             | 2026-11-16      | Fixed         | 12.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2070593.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9249 | PA      | $9050.47      | 0.00%             | 2027-04-18      | Fixed         | 17.59%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2214897.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6863 | PA      | $6726.77      | 0.00%             | 2026-12-09      | Fixed         | 25.44%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2073937.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5068 | PA      | $5006.24      | 0.00%             | 2027-09-18      | Fixed         | 18.46%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 3140XGJR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   30246001 | PA      | $25980175.61  | 0.86%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                | Boeing Co. (The)                                                                                  | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   13500000 | PA      | $13722217.97  | 0.46%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2220653.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2465 | PA      | $2413.18      | 0.00%             | 2026-12-10      | Fixed         | 22.15%                | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA I, 30 Year                                                                                   | CUSIP: 36225AWL0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        195 | PA      | $198.11       | 0.00%             | 2027-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8037451.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        575 | PA      | $404.23       | 0.00%             | 2026-01-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Banco Santander SA                                                              | Banco Santander SA                                                                                | CUSIP: 05971KAG4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    3600000 | PA      | $3205785.56   | 0.11%             | 2030-12-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2216867.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2504 | PA      | $1425.69      | 0.00%             | 2026-12-09      | Fixed         | 31.83%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5067639.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8253 | PA      | $0.00         | 0.00%             | 2033-09-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5003760.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2712 | PA      | $0.00         | 0.00%             | 2033-08-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6944346.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        341 | PA      | $37.19        | 0.00%             | 2035-02-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Bank of America Corp.                                                           | Bank of America Corp.                                                                             | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10266958.00  | 0.34%             | 2035-01-23      | Fixed         | 5.47%                 | No            |                  2 | 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        |     281159 | PA      | $282178.46    | 0.01%             | 2030-10-28      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09096348.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6077 | PA      | $6178.69      | 0.00%             | 2026-06-28      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1646096.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2063 | PA      | $2101.33      | 0.00%             | 2026-10-28      | Fixed         | 15.10%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1613683.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1835 | PA      | $1816.33      | 0.00%             | 2026-08-24      | Fixed         | 16.65%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2219145.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6708 | PA      | $6569.66      | 0.00%             | 2026-12-10      | Fixed         | 21.86%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31418EGH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          0 | PA      | $0.00         | 0.00%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4720634.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7932 | PA      | $0.13         | 0.00%             | 2033-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5778865.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2036 | PA      | $0.10         | 0.00%             | 2034-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5472730.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3743 | PA      | $0.32         | 0.00%             | 2033-12-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1659238.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2419 | PA      | $2405.57      | 0.00%             | 2026-11-15      | Fixed         | 10.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5129089.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5922 | PA      | $0.00         | 0.00%             | 2033-10-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5051339.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1372 | PA      | $0.02         | 0.00%             | 2033-09-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6869515.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7609 | PA      | $25.41        | 0.00%             | 2035-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8059705.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6638 | PA      | $5913.50      | 0.00%             | 2026-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4810447.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2379 | PA      | $0.16         | 0.00%             | 2033-06-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991422733.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2024-12-10      | Fixed         | 14.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11798862.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5162 | PA      | $5255.86      | 0.00%             | 2027-02-09      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA I, Single-family, 30 Year                                                                    | CUSIP: 36208NZC0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1390 | PA      | $1391.36      | 0.00%             | 2028-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8195426.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1467 | PA      | $1007.80      | 0.00%             | 2026-03-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6986458.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        107 | PA      | $13.85        | 0.00%             | 2035-03-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5074780.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1174 | PA      | $0.00         | 0.00%             | 2033-09-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2220935.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3569 | PA      | $3478.89      | 0.00%             | 2026-12-10      | Fixed         | 8.04%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7426255.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        781 | PA      | $579.84       | 0.00%             | 2035-07-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991237119.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          1 | PA      | $1.26         | 0.00%             | 2030-06-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1877218.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3920 | PA      | $3864.09      | 0.00%             | 2026-10-19      | Fixed         | 28.56%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4928279.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        991 | PA      | $0.00         | 0.00%             | 2033-07-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11307937.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7197 | PA      | $7272.97      | 0.00%             | 2026-11-08      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31411BGL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       8445 | PA      | $8624.86      | 0.00%             | 2036-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31407YAR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     181908 | PA      | $186319.01    | 0.01%             | 2035-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6165760.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2769 | PA      | $0.03         | 0.00%             | 2034-05-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Bonds                                                                               | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    6950000 | PA      | $6252420.92   | 0.21%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7626562.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1200 | PA      | $834.61       | 0.00%             | 2025-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183866613.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3767 | PA      | $3861.30      | 0.00%             | 2026-12-07      | Fixed         | 25.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6860790.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4246 | PA      | $30.34        | 0.00%             | 2035-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4905084.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1810 | PA      | $0.53         | 0.00%             | 2033-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991110444.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2023-11-21      | Fixed         | 25.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5109124.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        519 | PA      | $0.05         | 0.00%             | 2033-09-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 30 Year                                                                               | CUSIP: 3132DWMX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     395975 | PA      | $385692.45    | 0.01%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United Airlines, Inc.                                                           | United Airlines, Inc.                                                                             | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |     118793 | PA      | $118162.00    | 0.00%             | 2026-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5002851.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2134 | PA      | $0.02         | 0.00%             | 2033-08-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6933459.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2173 | PA      | $7.85         | 0.00%             | 2035-02-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA Connecticut Avenue Securities Trust, Series 2025-R01, Class 1M1                              | CUSIP: 20755JAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2428006 | PA      | $2432522.34   | 0.08%             | 2045-01-25      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5092572.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4043 | PA      | $0.00         | 0.00%             | 2033-09-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5575354.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1669 | PA      | $0.09         | 0.00%             | 2033-12-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Republic of Colombia                                                            | Colombia Government Bond                                                                          | CUSIP: 195325DS1<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    2830000 | PA      | $2389255.80   | 0.08%             | 2031-04-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8182425.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        350 | PA      | $286.73       | 0.00%             | 2026-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 3128L3WM4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      49976 | PA      | $50532.80     | 0.00%             | 2038-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4901767.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4562 | PA      | $0.00         | 0.00%             | 2033-07-07      | 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        |     128933 | PA      | $129439.26    | 0.00%             | 2027-12-01      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4606063.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2752 | PA      | $0.11         | 0.00%             | 2033-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7699696.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      18110 | PA      | $8501.72      | 0.00%             | 2025-10-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                             | GS Mortgage-Backed Securities Trust, Series 2025-HE1, Class A1                                    | CUSIP: 36272NAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3097000 | PA      | $3119818.70   | 0.10%             | 2055-10-25      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8217448.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1594 | PA      | $216.82       | 0.00%             | 2026-03-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5720995.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        383 | PA      | $0.02         | 0.00%             | 2034-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5741942.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5645 | PA      | $0.00         | 0.00%             | 2034-01-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183287259.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3843 | PA      | $3844.96      | 0.00%             | 2026-11-16      | Fixed         | 18.19%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09291173.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6765 | PA      | $6830.66      | 0.00%             | 2026-08-15      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| New Economy Assets Phase 1 Sponsor LLC                                          | New Economy Assets - Phase 1 Sponsor LLC, Series 2021-1, Class A1                                 | CUSIP: 643821AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   19400000 | PA      | $15979405.58  | 0.53%             | 2061-10-20      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                       | Vistra Operations Co. LLC                                                                         | CUSIP: 92840VAE2<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9848310.60   | 0.33%             | 2029-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Wellfleet CLO Ltd.                                                              | Wellfleet CLO Ltd., Series 2021-3A, Class AR                                                      | CUSIP: 94951JAJ9<br>LEI: 254900E0WT1R93N8OQ24 | Long             | ABS-CBDO         | CORP              | KY        |   12000000 | PA      | $11981954.02  | 0.40%             | 2035-01-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 173277936.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5558 | PA      | $5572.43      | 0.00%             | 2025-12-31      | Fixed         | 16.08%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6567760.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        653 | PA      | $0.47         | 0.00%             | 2034-10-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1613481.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4602 | PA      | $4663.37      | 0.00%             | 2026-08-11      | Fixed         | 19.78%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 3140QNCK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          0 | PA      | $0.00         | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7919647.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         76 | PA      | $61.52        | 0.00%             | 2025-12-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 3618N5MN6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1033979 | PA      | $981963.46    | 0.03%             | 2055-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Holley Purchaser, Inc.                                                          | Holley Purchaser, Inc., First Lien, Initial CME Term Loan                                         | CUSIP: 43538JAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     495620 | PA      | $470838.70    | 0.02%             | 2028-11-17      | Variable      | 8.22%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7394034.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15218 | PA      | $372.66       | 0.00%             | 2035-07-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991180111.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.14         | 0.00%             | 2030-07-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4931407.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        758 | PA      | $0.00         | 0.00%             | 2033-07-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5027200.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        811 | PA      | $0.02         | 0.00%             | 2033-08-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2072786.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5137 | PA      | $5052.44      | 0.00%             | 2026-11-18      | Fixed         | 22.57%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1996355.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4136 | PA      | $4048.85      | 0.00%             | 2026-11-08      | Fixed         | 10.29%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5593696.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      16651 | PA      | $0.33         | 0.00%             | 2033-12-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31418EZ52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          0 | PA      | $0.00         | 0.00%             | 2054-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09780110.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12466 | PA      | $12616.30     | 0.00%             | 2026-08-17      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5583691.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1683 | PA      | $0.00         | 0.00%             | 2033-12-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184033235.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12712 | PA      | $10452.32     | 0.00%             | 2027-05-24      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7882492.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5872 | PA      | $5043.36      | 0.00%             | 2025-12-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1617795.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7443 | PA      | $7309.05      | 0.00%             | 2026-09-01      | Fixed         | 13.57%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1616581.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        860 | PA      | $851.59       | 0.00%             | 2026-08-24      | Fixed         | 16.94%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7513664.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        267 | PA      | $232.89       | 0.00%             | 2035-08-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182424479.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11696 | PA      | $0.00         | 0.00%             | 2026-10-19      | Fixed         | 28.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1995820.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2712 | PA      | $2659.73      | 0.00%             | 2026-11-08      | Fixed         | 14.08%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2215830.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        451 | PA      | $441.89       | 0.00%             | 2026-12-09      | Fixed         | 23.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1991024.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        469 | PA      | $459.96       | 0.00%             | 2026-11-08      | Fixed         | 30.67%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2220221.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2817 | PA      | $2759.55      | 0.00%             | 2026-12-10      | Fixed         | 22.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7894130.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        608 | PA      | $550.63       | 0.00%             | 2025-12-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5271481.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        872 | PA      | $0.14         | 0.00%             | 2033-11-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183304070.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13854 | PA      | $13855.40     | 0.00%             | 2026-11-30      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Herc Holdings, Inc.                                                             | Herc Holdings, Inc.                                                                               | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     400000 | PA      | $413664.25    | 0.01%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1615921.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8426 | PA      | $8317.49      | 0.00%             | 2027-01-25      | Fixed         | 28.40%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31384VVZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        978 | PA      | $1018.25      | 0.00%             | 2030-04-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991153925.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2027-10-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7961501.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12254 | PA      | $10145.50     | 0.00%             | 2026-01-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5035879.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        757 | PA      | $0.08         | 0.00%             | 2033-08-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5802042.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      49428 | PA      | $0.00         | 0.00%             | 2034-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1706840.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13093 | PA      | $12860.05     | 0.00%             | 2026-09-13      | Fixed         | 26.82%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4901412.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        183 | PA      | $0.00         | 0.00%             | 2033-07-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2220687.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1024 | PA      | $1002.87      | 0.00%             | 2026-12-11      | Fixed         | 23.72%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8192435.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        273 | PA      | $271.40       | 0.00%             | 2026-03-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| K2016470260 South Africa Ltd.                                                   | K2016470260 South Africa Ltd.                                                                     | CUSIP: N/A<br>LEI: 3789003E1C22310B3356       | Long             | DBT              | CORP              | ZA        |    1098025 | PA      | $0.00         | 0.00%             | 2022-12-31      | Fixed         | 25.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1880586.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2468 | PA      | $2439.50      | 0.00%             | 2026-10-19      | Fixed         | 15.78%                | No            |                  3 | On Loan: No      |
| Oryx Midstream Services Permian Basin LLC                                       | Oryx Midstream Services Permian Basin LLC, First Lien, Initial CME Term Loan                      | CUSIP: 68764JAJ0<br>LEI: 254900YYHRDANYFAHC43 | Long             | LON              | CORP              | US        |     492525 | PA      | $493909.12    | 0.02%             | 2028-10-05      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 3618N5JE0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     887535 | PA      | $900454.34    | 0.03%             | 2055-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2219337.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1008 | PA      | $991.26       | 0.00%             | 2026-12-10      | Fixed         | 14.64%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7108113.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1180 | PA      | $567.48       | 0.00%             | 2035-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6923899.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2808 | PA      | $882.67       | 0.00%             | 2035-02-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6526193.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1054 | PA      | $0.89         | 0.00%             | 2034-09-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5672716.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1612 | PA      | $0.00         | 0.00%             | 2034-01-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5581405.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1215 | PA      | $0.05         | 0.00%             | 2033-12-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183611528.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6696 | PA      | $6740.83      | 0.00%             | 2026-12-10      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7563453.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      42374 | PA      | $1227.19      | 0.00%             | 2025-09-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7371632.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1258 | PA      | $18.46        | 0.00%             | 2035-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5128139.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1521 | PA      | $0.00         | 0.00%             | 2033-10-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Restoration Hardware, Inc.                                                      | Restoration Hardware, Inc., First Lien, 2022 Incremental CME Term Loan                            | CUSIP: 76133MAC5<br>LEI: 5493008MTS3OGGMHGK69 | Long             | LON              | CORP              | US        |     492490 | PA      | $481871.93    | 0.02%             | 2028-10-20      | Variable      | 7.71%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6967045.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3977 | PA      | $15.87        | 0.00%             | 2035-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8196839.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12477 | PA      | $11724.04     | 0.00%             | 2026-03-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5216243.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2570 | PA      | $0.00         | 0.00%             | 2033-10-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12130498.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8452 | PA      | $8590.06      | 0.00%             | 2027-03-10      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7156753.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4816 | PA      | $61.16        | 0.00%             | 2035-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6593772.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7748 | PA      | $3.96         | 0.00%             | 2034-10-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5376799.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4624 | PA      | $0.00         | 0.00%             | 2033-11-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184421299.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2788 | PA      | $2800.66      | 0.00%             | 2026-12-23      | Fixed         | 16.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2222025.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4204 | PA      | $4119.44      | 0.00%             | 2026-12-10      | Fixed         | 24.95%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4990405.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1967 | PA      | $0.00         | 0.00%             | 2033-08-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182655109.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        721 | PA      | $714.28       | 0.00%             | 2026-11-03      | Fixed         | 13.19%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1992732.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1804 | PA      | $1768.20      | 0.00%             | 2026-11-08      | Fixed         | 26.20%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1705055.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        637 | PA      | $625.42       | 0.00%             | 2026-09-13      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 31292HAX2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       2376 | PA      | $2459.45      | 0.00%             | 2030-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 30 Year                                                                               | CUSIP: 3132DWL27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |          0 | PA      | $0.00         | 0.00%             | 2054-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-08902866.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8776 | PA      | $9170.50      | 0.00%             | 2026-08-23      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5672657.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1961 | PA      | $0.00         | 0.00%             | 2034-01-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183641094.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4185 | PA      | $4328.27      | 0.00%             | 2026-12-14      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8051483.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1706 | PA      | $1507.32      | 0.00%             | 2026-02-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2216231.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1574 | PA      | $1545.61      | 0.00%             | 2026-12-10      | Fixed         | 31.22%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5789379.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        150 | PA      | $0.08         | 0.00%             | 2034-02-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7977117.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        645 | PA      | $600.33       | 0.00%             | 2026-01-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1614111.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3221 | PA      | $3177.60      | 0.00%             | 2026-08-24      | Fixed         | 23.36%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1653277.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8235 | PA      | $8215.04      | 0.00%             | 2026-11-16      | Fixed         | 13.80%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2221097.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        838 | PA      | $822.08       | 0.00%             | 2026-12-10      | Fixed         | 19.86%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5493687.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1582 | PA      | $0.08         | 0.00%             | 2033-12-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8096744.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        213 | PA      | $212.09       | 0.00%             | 2026-02-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7562885.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8387 | PA      | $139.99       | 0.00%             | 2025-09-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6526166.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        747 | PA      | $0.43         | 0.00%             | 2034-09-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8214068.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11069 | PA      | $6569.27      | 0.00%             | 2026-03-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1706931.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        417 | PA      | $409.15       | 0.00%             | 2026-09-13      | Fixed         | 24.04%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5262859.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6228 | PA      | $0.00         | 0.00%             | 2033-11-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991340317.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2028-11-30      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Benin Government International Bond                                             | Benin Government Bond                                                                             | CUSIP: N/A<br>LEI: 635400Q11P6AE5A5Y230       | Long             | DBT              | NUSS              | BJ        |     730000 | PA      | $745580.66    | 0.02%             | 2035-01-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Upgrade, Inc.                                                                   | Upgrade, Inc., 24677388.UG.FTS.B                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        282 | PA      | $283.10       | 0.00%             | 2025-09-06      | Fixed         | 29.69%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7938776.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8317 | PA      | $165.78       | 0.00%             | 2025-12-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31385JPY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       6222 | PA      | $6437.12      | 0.00%             | 2032-05-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                               | Duke Energy Corp.                                                                                 | CUSIP: 26441CBH7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    2900000 | PA      | $2629016.61   | 0.09%             | 2030-06-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1612389.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1986 | PA      | $1958.32      | 0.00%             | 2026-08-23      | Fixed         | 21.85%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6937431.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2039 | PA      | $11.02        | 0.00%             | 2035-02-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| RealTruck Group, Inc.                                                           | RealTruck Group, Inc., First Lien, Initial CME Term Loan                                          | CUSIP: 89778PAG2<br>LEI: 54930007KT5CX7XNSD31 | Long             | LON              | CORP              | US        |     674536 | PA      | $624883.29    | 0.02%             | 2028-01-31      | Variable      | 8.22%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-08924296.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11383 | PA      | $11970.09     | 0.00%             | 2026-07-30      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2075027.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2381 | PA      | $2342.67      | 0.00%             | 2026-11-18      | Fixed         | 25.16%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2218939.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1801 | PA      | $1768.73      | 0.00%             | 2026-12-10      | Fixed         | 31.36%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2222460.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2140 | PA      | $155.28       | 0.00%             | 2027-05-10      | Fixed         | 25.39%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4632078.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      21052 | PA      | $0.38         | 0.00%             | 2033-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7671923.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4283 | PA      | $147.19       | 0.00%             | 2025-10-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10482600.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5308 | PA      | $5421.18      | 0.00%             | 2027-06-30      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6945544.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        747 | PA      | $8.16         | 0.00%             | 2035-02-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991123245.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        354 | PA      | $355.30       | 0.00%             | 2026-06-23      | Fixed         | 26.94%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8186305.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5333 | PA      | $2914.95      | 0.00%             | 2026-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Aker BP ASA                                                                     | Aker BP ASA                                                                                       | CUSIP: 00973RAJ2<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    5400000 | PA      | $5123138.81   | 0.17%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184107590.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2884 | PA      | $2940.96      | 0.00%             | 2026-12-14      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991060314.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2027-10-09      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Time Warner Cable LLC                                                           | Time Warner Cable LLC                                                                             | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    5700000 | PA      | $5859339.17   | 0.20%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991143037.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2028-01-19      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Hyundai Capital America                                                         | Hyundai Capital America                                                                           | CUSIP: 44891ADX2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    4900000 | PA      | $4977082.44   | 0.17%             | 2032-06-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7106887.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14205 | PA      | $171.71       | 0.00%             | 2035-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1879198.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4170 | PA      | $4105.14      | 0.00%             | 2026-10-19      | Fixed         | 19.39%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6464819.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4031 | PA      | $2.05         | 0.00%             | 2034-09-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Gray Media, Inc.                                                                | Gray Media, Inc.                                                                                  | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     665000 | PA      | $662091.01    | 0.02%             | 2033-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Charter Next Generation, Inc.                                                   | Charter Next Generation, Inc., First Lien, 2024 Replacement CME Term Loan                         | CUSIP: 16125TAM4<br>LEI: 549300KRNU8RNVGYXG75 | Long             | LON              | CORP              | US        |     115161 | PA      | $115560.22    | 0.00%             | 2030-11-29      | Variable      | 7.09%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7707326.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         17 | PA      | $15.14        | 0.00%             | 2025-10-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2073860.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        845 | PA      | $835.64       | 0.00%             | 2026-11-18      | Fixed         | 16.19%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1993049.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9056 | PA      | $8851.67      | 0.00%             | 2027-04-23      | Fixed         | 14.87%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1996228.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4707 | PA      | $4615.11      | 0.00%             | 2026-11-08      | Fixed         | 28.64%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1881398.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1277 | PA      | $906.38       | 0.00%             | 2026-10-19      | Fixed         | 18.35%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5098444.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4780 | PA      | $0.00         | 0.00%             | 2033-09-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5582638.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1582 | PA      | $0.04         | 0.00%             | 2033-12-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8164312.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         18 | PA      | $17.41        | 0.00%             | 2026-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6149563.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2619 | PA      | $0.26         | 0.00%             | 2034-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Comcast Corp.                                                                   | Comcast Corp.                                                                                     | CUSIP: 20030NEE7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   14700000 | PA      | $14600255.50  | 0.49%             | 2033-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1994627.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1955 | PA      | $1908.00      | 0.00%             | 2026-11-08      | Fixed         | 11.81%                | No            |                  3 | On Loan: No      |
| Duke Energy Florida LLC                                                         | Duke Energy Florida LLC                                                                           | CUSIP: 341099CL1<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1419710.02   | 0.05%             | 2038-06-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991149756.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1990199.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9023 | PA      | $8849.01      | 0.00%             | 2027-04-08      | Fixed         | 27.43%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183999420.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14059 | PA      | $14035.01     | 0.00%             | 2026-12-09      | Fixed         | 12.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991326633.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        324 | PA      | $334.40       | 0.00%             | 2026-12-19      | Fixed         | 21.99%                | 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        |    3600000 | PA      | $3639182.40   | 0.12%             | 2032-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1620759.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1334 | PA      | $1317.78      | 0.00%             | 2026-08-25      | Fixed         | 25.44%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2219737.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1245 | PA      | $626.89       | 0.00%             | 2027-10-10      | Fixed         | 25.45%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991282646.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2024-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5122298.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1008 | PA      | $0.00         | 0.00%             | 2033-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7589431.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4983 | PA      | $96.02        | 0.00%             | 2025-09-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1880587.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1357 | PA      | $1342.11      | 0.00%             | 2026-10-19      | Fixed         | 18.12%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182810881.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2501 | PA      | $2555.87      | 0.00%             | 2026-11-02      | Fixed         | 28.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09291214.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7496 | PA      | $7674.28      | 0.00%             | 2026-07-10      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1614076.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2777 | PA      | $2729.27      | 0.00%             | 2026-08-24      | Fixed         | 14.66%                | No            |                  3 | On Loan: No      |
| Quikrete Holdings, Inc.                                                         | Quikrete Holdings, Inc.                                                                           | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     150000 | PA      | $153939.64    | 0.01%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1612867.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        597 | PA      | $589.13       | 0.00%             | 2026-08-23      | Fixed         | 25.04%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 3140XLVV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          0 | PA      | $0.00         | 0.00%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Bonds                                                                               | CUSIP: 912810RY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   10600000 | PA      | $7467203.07   | 0.25%             | 2047-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5715524.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1945 | PA      | $0.00         | 0.00%             | 2034-01-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11393205.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        592 | PA      | $590.47       | 0.00%             | 2027-01-08      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7461871.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11449 | PA      | $326.11       | 0.00%             | 2035-08-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| JBS USA Holding Lux SARL / JBS USA Food Co. / JBS Lux Co. SARL                  | JBS USA Holding Lux SARL / JBS USA Food Co. / JBS Lux Co. SARL                                    | CUSIP: 46590XAU0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    2500000 | PA      | $2289362.25   | 0.08%             | 2032-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10583684.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6868 | PA      | $7051.26      | 0.00%             | 2026-11-02      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1665906.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2605 | PA      | $2594.51      | 0.00%             | 2026-11-09      | Fixed         | 11.70%                | 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        |     533250 | PA      | $534177.86    | 0.02%             | 2031-01-24      | Variable      | 6.58%                 | No            |                  2 | 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        |     533250 | PA      | $534041.88    | 0.02%             | 2031-02-14      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1873948.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3777 | PA      | $3719.78      | 0.00%             | 2026-10-19      | Fixed         | 25.57%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7926543.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4365 | PA      | $3370.40      | 0.00%             | 2025-12-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2072694.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1221 | PA      | $1202.04      | 0.00%             | 2026-11-18      | Fixed         | 20.25%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991212602.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2027-11-29      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 30 Year                                                                               | CUSIP: 3132DWJM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |          0 | PA      | $0.00         | 0.00%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8014047.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6204 | PA      | $135.61       | 0.00%             | 2026-01-22      | 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        |     825000 | PA      | $833494.43    | 0.03%             | 2033-08-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5788805.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      20630 | PA      | $0.00         | 0.00%             | 2034-02-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5313526.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1853 | PA      | $0.00         | 0.00%             | 2033-11-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 3140M2TG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     278632 | PA      | $218539.06    | 0.01%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183768813.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5292 | PA      | $5274.41      | 0.00%             | 2026-12-02      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7503077.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5648 | PA      | $84.01        | 0.00%             | 2035-08-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4814556.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        616 | PA      | $0.02         | 0.00%             | 2033-06-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4581979.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2035 | PA      | $0.04         | 0.00%             | 2033-04-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2074195.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3445 | PA      | $3380.41      | 0.00%             | 2026-11-24      | Fixed         | 15.15%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4757364.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2804 | PA      | $0.13         | 0.00%             | 2033-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| PulteGroup, Inc.                                                                | PulteGroup, Inc.                                                                                  | CUSIP: 745867AT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6500000 | PA      | $6769538.43   | 0.23%             | 2035-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5702064.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1794 | PA      | $0.18         | 0.00%             | 2034-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5117310.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4690 | PA      | $0.00         | 0.00%             | 2033-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31406AGW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      21425 | PA      | $21964.11     | 0.00%             | 2034-12-01      | Variable      | 6.73%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4823342.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        714 | PA      | $0.00         | 0.00%             | 2033-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                  | Morgan Stanley Capital I Trust, Series 2021-L5, Class XA                                          | CUSIP: 61691YAP6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   40999438 | PA      | $1978161.40   | 0.07%             | 2054-05-15      | Variable      | 1.28%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies CLO Ltd.                                       | Carlyle Global Market Strategies CLO Ltd., Series 2014-1A, Class A2R2                             | CUSIP: 14310MAY3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    6300000 | PA      | $6310114.34   | 0.21%             | 2031-04-17      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Mesquite Energy, Inc.                                                           | Mesquite Energy, Inc., Escrow Account                                                             | CUSIP: 799ESCAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3000000 | PA      | $11250.00     | 0.00%             | 2023-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 3128M4YH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      63025 | PA      | $65556.67     | 0.00%             | 2037-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-08974488.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4078 | PA      | $4200.32      | 0.00%             | 2026-05-31      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1879248.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2685 | PA      | $2633.64      | 0.00%             | 2027-03-19      | Fixed         | 19.71%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-08923777.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4818 | PA      | $4865.27      | 0.00%             | 2026-05-30      | Fixed         | 12.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5308374.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1834 | PA      | $0.04         | 0.00%             | 2033-11-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 15 Year                                                                               | CUSIP: 3132CXAK8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4049842 | PA      | $3679676.42   | 0.12%             | 2037-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6527382.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8363 | PA      | $3.46         | 0.00%             | 2034-09-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31386UL91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        477 | PA      | $489.22       | 0.00%             | 2031-02-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8212933.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1282 | PA      | $1267.07      | 0.00%             | 2026-03-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6763456.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5352 | PA      | $13.05        | 0.00%             | 2034-12-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA II                                                                                           | CUSIP: 36202K7A7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        977 | PA      | $974.32       | 0.00%             | 2026-10-20      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5381932.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        741 | PA      | $0.06         | 0.00%             | 2033-11-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1665054.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8979 | PA      | $8977.44      | 0.00%             | 2026-11-08      | Fixed         | 16.93%                | No            |                  3 | On Loan: No      |
| Brown & Brown, Inc.                                                             | Brown & Brown, Inc.                                                                               | CUSIP: 115236AM3<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    1605000 | PA      | $1623287.10   | 0.05%             | 2035-06-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09015317.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5560 | PA      | $5739.18      | 0.00%             | 2026-07-22      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                      | J.P. Morgan Mortgage Trust, Series 2024-CES1, Class A1A                                           | CUSIP: 46658CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1637006 | PA      | $1643599.54   | 0.05%             | 2054-06-25      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183556398.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3728 | PA      | $3849.18      | 0.00%             | 2026-11-28      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1851771.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1031 | PA      | $1006.54      | 0.00%             | 2026-10-19      | Fixed         | 9.22%                 | No            |                  3 | On Loan: No      |
| Allied Universal Holdco LLC                                                     | Allied Universal Holdco LLC, First Lien, Initial USD CME Term Loan                                | CUSIP: 01957TAH0<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |     182524 | PA      | $183127.71    | 0.01%             | 2028-05-12      | Variable      | 8.21%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8142519.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13510 | PA      | $8367.15      | 0.00%             | 2026-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5138063.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13589 | PA      | $0.00         | 0.00%             | 2033-10-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183425358.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2896 | PA      | $2905.06      | 0.00%             | 2026-11-24      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| American Tower Corp.                                                            | American Tower Corp.                                                                              | CUSIP: 03027XCP3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    9700000 | PA      | $9871123.33   | 0.33%             | 2035-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10253670.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3201 | PA      | $3318.72      | 0.00%             | 2026-12-19      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183593989.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13772 | PA      | $14053.11     | 0.00%             | 2027-07-15      | Fixed         | 27.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183436461.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12619 | PA      | $10042.04     | 0.00%             | 2026-11-23      | Fixed         | 12.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8093036.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10658 | PA      | $140.29       | 0.00%             | 2026-02-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5734473.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4239 | PA      | $0.00         | 0.00%             | 2034-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7693460.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1165 | PA      | $485.54       | 0.00%             | 2025-10-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 36179YHT4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |          0 | PA      | $0.00         | 0.00%             | 2053-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7884480.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7063 | PA      | $5675.42      | 0.00%             | 2025-12-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7816612.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        153 | PA      | $147.36       | 0.00%             | 2025-11-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7312996.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2415 | PA      | $1562.91      | 0.00%             | 2035-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991470545.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2023-12-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183710879.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11556 | PA      | $4331.70      | 0.00%             | 2027-05-06      | Fixed         | 19.95%                | No            |                  3 | On Loan: No      |
| Transcontinental Gas Pipe Line Co. LLC                                          | Transcontinental Gas Pipe Line Co. LLC                                                            | CUSIP: 893574AP8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4500000 | PA      | $4233669.57   | 0.14%             | 2030-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5955157.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        946 | PA      | $0.00         | 0.00%             | 2034-03-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11333811.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5736 | PA      | $5898.02      | 0.00%             | 2027-01-03      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5336855.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1071 | PA      | $0.08         | 0.00%             | 2033-11-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5655794.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        265 | PA      | $0.00         | 0.00%             | 2034-01-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7872643.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3207 | PA      | $2967.15      | 0.00%             | 2025-12-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Hexion Holdings Corp.                                                           | Hexion Holdings Corp., First Lien, 2024 Refinancing CME Term Loan                                 | CUSIP: 00217XAE6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     273749 | PA      | $273372.33    | 0.01%             | 2029-03-15      | Variable      | 8.34%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5122010.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        629 | PA      | $0.00         | 0.00%             | 2033-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7816988.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        219 | PA      | $201.86       | 0.00%             | 2025-11-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6126498.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1036 | PA      | $0.05         | 0.00%             | 2034-05-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1998048.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1013 | PA      | $992.56       | 0.00%             | 2026-11-08      | Fixed         | 26.92%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5960150.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2473 | PA      | $0.00         | 0.00%             | 2034-04-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8056820.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        234 | PA      | $199.58       | 0.00%             | 2026-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6548822.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1334 | PA      | $1.48         | 0.00%             | 2034-10-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4848471.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2931 | PA      | $0.00         | 0.00%             | 2033-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7886066.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      29796 | PA      | $24460.16     | 0.00%             | 2025-12-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Albaugh LLC                                                                     | Albaugh LLC, First Lien, Initial CME Term Loan                                                    | CUSIP: 01260HAH8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     525212 | PA      | $518909.93    | 0.02%             | 2029-04-06      | Variable      | 8.11%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11385154.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5896 | PA      | $6073.27      | 0.00%             | 2027-01-08      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5720196.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        869 | PA      | $0.00         | 0.00%             | 2034-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6369144.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10787 | PA      | $0.00         | 0.00%             | 2034-07-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1705876.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        650 | PA      | $639.10       | 0.00%             | 2026-09-13      | Fixed         | 30.83%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1919784.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4440 | PA      | $4350.63      | 0.00%             | 2026-11-08      | Fixed         | 25.31%                | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 30 Year                                                                               | CUSIP: 3132DWJP9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |          0 | PA      | $0.00         | 0.00%             | 2053-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991045857.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2024-11-10      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5025377.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4937 | PA      | $0.00         | 0.00%             | 2033-08-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5900966.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1908 | PA      | $0.05         | 0.00%             | 2034-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 31296JLK0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       4396 | PA      | $4462.58      | 0.00%             | 2033-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7217319.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      18370 | PA      | $158.94       | 0.00%             | 2035-05-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5853687.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1153 | PA      | $0.00         | 0.00%             | 2034-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6823837.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8236 | PA      | $27.61        | 0.00%             | 2035-01-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2217252.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        844 | PA      | $828.36       | 0.00%             | 2026-12-14      | Fixed         | 25.25%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6210528.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10451 | PA      | $0.00         | 0.00%             | 2034-06-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09726787.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4414 | PA      | $4476.94      | 0.00%             | 2026-08-24      | Fixed         | 15.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7763236.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4715 | PA      | $2748.78      | 0.00%             | 2025-11-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4593610.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        881 | PA      | $0.00         | 0.00%             | 2033-04-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Rand Parent LLC                                                                 | Rand Parent LLC, First Lien, CME Term Loan, B                                                     | CUSIP: 75223LAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     706552 | PA      | $700733.97    | 0.02%             | 2030-03-18      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6509194.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9768 | PA      | $0.00         | 0.00%             | 2034-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1875318.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1644 | PA      | $1613.30      | 0.00%             | 2026-10-19      | Fixed         | 10.07%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183249731.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4872 | PA      | $4889.07      | 0.00%             | 2026-11-24      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| IQVIA, Inc.                                                                     | IQVIA, Inc.                                                                                       | CUSIP: 46266TAF5<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    4300000 | PA      | $4496540.10   | 0.15%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10768778.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13073 | PA      | $13261.16     | 0.00%             | 2026-11-18      | Fixed         | 14.74%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1649530.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        500 | PA      | $508.29       | 0.00%             | 2026-10-28      | Fixed         | 13.50%                | No            |                  3 | On Loan: No      |
| McAfee Corp.                                                                    | McAfee Corp., First Lien, CME Term Loan, B1                                                       | CUSIP: 57906HAF4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |     529998 | PA      | $513655.46    | 0.02%             | 2029-03-01      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4815651.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        629 | PA      | $0.00         | 0.00%             | 2033-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Oaktree CLO Ltd.                                                                | Oaktree CLO Ltd., Series 2021-1A, Class A1R                                                       | CUSIP: 67402JAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3145000 | PA      | $3156828.75   | 0.11%             | 2038-01-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7963717.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        934 | PA      | $14.78        | 0.00%             | 2026-01-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31418EDD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          0 | PA      | $0.01         | 0.00%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Consumer Loan Underlying Bond Certificate Issuer Trust I                        | Consumer Loan Underlying Bond Certificate Issuer Trust I, Series 2019-51, Class PT                | CUSIP: 21055HAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       6275 | PA      | $5986.19      | 0.00%             | 2045-01-15      | Variable      | 16.01%                | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7895745.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1261 | PA      | $670.35       | 0.00%             | 2025-12-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8015845.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7418 | PA      | $6304.93      | 0.00%             | 2026-01-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1995487.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1735 | PA      | $1710.90      | 0.00%             | 2026-11-18      | Fixed         | 15.52%                | No            |                  3 | On Loan: No      |
| T-Mobile USA, Inc.                                                              | T-Mobile USA, Inc.                                                                                | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $11634226.20  | 0.39%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31385HJQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      19903 | PA      | $19718.02     | 0.00%             | 2033-03-01      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5745525.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3073 | PA      | $0.00         | 0.00%             | 2034-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183877158.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6101 | PA      | $0.00         | 0.00%             | 2027-07-21      | Fixed         | 20.44%                | No            |                  3 | On Loan: No      |
| Benchmark Mortgage Trust                                                        | Benchmark Mortgage Trust, Series 2025-V14, Class XA                                               | CUSIP: 08164BAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   85833264 | PA      | $2724176.14   | 0.09%             | 2057-04-15      | Variable      | 0.77%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5368153.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1070 | PA      | $0.01         | 0.00%             | 2033-11-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11305667.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10443 | PA      | $10951.15     | 0.00%             | 2026-12-27      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5292413.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7292 | PA      | $0.00         | 0.00%             | 2033-11-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1617314.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        779 | PA      | $768.53       | 0.00%             | 2026-08-24      | Fixed         | 23.08%                | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 31283HRL1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       3512 | PA      | $3697.05      | 0.00%             | 2032-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31384WLN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        217 | PA      | $223.44       | 0.00%             | 2031-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 181681556.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5196 | PA      | $5267.32      | 0.00%             | 2026-10-14      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1989899.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1045 | PA      | $1022.71      | 0.00%             | 2026-11-08      | Fixed         | 22.28%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09708666.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6550 | PA      | $6786.08      | 0.00%             | 2026-08-15      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184382909.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7030 | PA      | $7035.19      | 0.00%             | 2026-12-21      | Fixed         | 12.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10692650.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5455 | PA      | $5513.35      | 0.00%             | 2026-10-08      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5066009.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5797 | PA      | $0.00         | 0.00%             | 2033-09-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1878749.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1899 | PA      | $136.67       | 0.00%             | 2026-10-19      | Fixed         | 24.60%                | No            |                  3 | On Loan: No      |
| Fiserv, Inc.                                                                    | Fiserv, Inc.                                                                                      | CUSIP: 337738BH0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    6500000 | PA      | $6700228.08   | 0.22%             | 2033-08-21      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1660986.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8806 | PA      | $8808.19      | 0.00%             | 2026-11-05      | Fixed         | 16.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8039538.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1154 | PA      | $1120.82      | 0.00%             | 2026-01-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| WESCO Distribution, Inc.                                                        | WESCO Distribution, Inc.                                                                          | CUSIP: 95081QAQ7<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3594300.50   | 0.12%             | 2029-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31416VS21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1161272 | PA      | $1214789.61   | 0.04%             | 2037-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6864699.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         84 | PA      | $6.70         | 0.00%             | 2035-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                             | CDIO                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |   57000000 | PA      | $220236.22    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12243989.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4111 | PA      | $4288.64      | 0.00%             | 2027-01-27      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1996493.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9141 | PA      | $663.43       | 0.00%             | 2026-11-08      | Fixed         | 13.68%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6624836.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        266 | PA      | $0.66         | 0.00%             | 2034-10-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1620763.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1743 | PA      | $1720.56      | 0.00%             | 2026-08-25      | Fixed         | 23.08%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2217530.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1819 | PA      | $1779.99      | 0.00%             | 2026-12-09      | Fixed         | 22.65%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991217112.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        205 | PA      | $14.16        | 0.00%             | 2026-02-25      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6983553.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2540 | PA      | $23.49        | 0.00%             | 2035-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6962505.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        424 | PA      | $116.56       | 0.00%             | 2035-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6963222.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1355 | PA      | $5.90         | 0.00%             | 2035-02-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| K2016470219 South Africa Ltd.                                                   | K2016470219 South Africa Ltd.                                                                     | CUSIP: N/A<br>LEI: 378900DECAC8CFA88345       | Long             | DBT              | CORP              | ZA        |    2492650 | PA      | $0.00         | 0.00%             | 2022-12-31      | Fixed         | 3.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5656603.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        609 | PA      | $0.00         | 0.00%             | 2034-01-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183425539.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6985 | PA      | $6969.01      | 0.00%             | 2026-11-23      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5091416.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13871 | PA      | $0.00         | 0.00%             | 2033-09-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5553801.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15160 | PA      | $0.00         | 0.00%             | 2033-12-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8029259.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1001 | PA      | $770.11       | 0.00%             | 2026-01-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6524458.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1541 | PA      | $0.77         | 0.00%             | 2034-09-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5249081.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1535 | PA      | $0.00         | 0.00%             | 2033-11-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 3128M4UE1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      11570 | PA      | $12118.56     | 0.00%             | 2037-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Hess Corp.                                                                      | Hess Corp.                                                                                        | CUSIP: 023551AM6<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    5200000 | PA      | $5971971.25   | 0.20%             | 2033-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8025825.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3538 | PA      | $3100.10      | 0.00%             | 2026-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7643287.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1041 | PA      | $542.06       | 0.00%             | 2025-09-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991274008.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2024-11-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7751484.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4998 | PA      | $3484.23      | 0.00%             | 2025-11-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09060458.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2409 | PA      | $2500.92      | 0.00%             | 2026-05-31      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183418746.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10988 | PA      | $11187.52     | 0.00%             | 2026-11-22      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7200476.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2032 | PA      | $34.59        | 0.00%             | 2035-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5827715.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3528 | PA      | $0.14         | 0.00%             | 2034-02-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7977212.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2329 | PA      | $2203.23      | 0.00%             | 2026-01-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11361916.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      19369 | PA      | $20385.58     | 0.00%             | 2026-12-26      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991090906.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2024-11-11      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5096503.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9495 | PA      | $0.37         | 0.00%             | 2033-09-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8209877.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4334 | PA      | $4013.76      | 0.00%             | 2026-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Public Service Enterprise Group, Inc.                                           | Public Service Enterprise Group, Inc.                                                             | CUSIP: 744573BB1<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    2725000 | PA      | $2763587.04   | 0.09%             | 2035-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2215725.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3788 | PA      | $1007.06      | 0.00%             | 2026-12-09      | Fixed         | 28.05%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31403DJR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      22495 | PA      | $22717.57     | 0.00%             | 2036-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7113491.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1744 | PA      | $14.38        | 0.00%             | 2035-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Duke Energy Corp.                                                               | Duke Energy Corp.                                                                                 | CUSIP: 26441CBT1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1958656.36   | 0.07%             | 2032-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                 | Goldman Sachs Group, Inc. (The)                                                                   | CUSIP: 38141GZM9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    6500000 | PA      | $5845626.61   | 0.19%             | 2033-02-24      | Fixed         | 3.10%                 | No            |                  2 | 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        |     207535 | PA      | $208605.99    | 0.01%             | 2031-03-17      | Variable      | 7.10%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2075299.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1426 | PA      | $1409.98      | 0.00%             | 2026-11-18      | Fixed         | 17.67%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7188188.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        603 | PA      | $15.62        | 0.00%             | 2035-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7254093.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2380 | PA      | $22.71        | 0.00%             | 2035-05-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10519197.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2335 | PA      | $2351.07      | 0.00%             | 2025-10-29      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5069067.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12169 | PA      | $0.05         | 0.00%             | 2033-09-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5330620.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        262 | PA      | $0.00         | 0.00%             | 2033-11-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6829019.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2958 | PA      | $6.78         | 0.00%             | 2035-01-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6933558.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3195 | PA      | $29.80        | 0.00%             | 2035-02-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2074102.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1050 | PA      | $1033.91      | 0.00%             | 2026-11-18      | Fixed         | 27.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5143578.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        597 | PA      | $0.00         | 0.00%             | 2033-10-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Edelman Financial Engines Center LLC                                            | Edelman Financial Engines Center LLC (The), First Lien, Initial CME Term Loan                     | CUSIP: 27943UAM8<br>LEI: 549300Z31KZXNP05U733 | Long             | LON              | CORP              | US        |     605508 | PA      | $607103.25    | 0.02%             | 2028-04-07      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991087378.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        321 | PA      | $81.32        | 0.00%             | 2026-11-15      | Fixed         | 21.36%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1630162.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14180 | PA      | $11853.04     | 0.00%             | 2027-08-22      | Fixed         | 16.33%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991195763.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2023-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2221075.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1556 | PA      | $1527.85      | 0.00%             | 2026-12-10      | Fixed         | 30.26%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7116821.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      28094 | PA      | $313.93       | 0.00%             | 2035-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Sound Point CLO XXII Ltd.                                                       | Sound Point CLO XXII Ltd., Series 2019-1A, Class ARR                                              | CUSIP: 83611KAW2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4928578 | PA      | $4934606.65   | 0.16%             | 2032-01-20      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8047355.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        580 | PA      | $338.12       | 0.00%             | 2026-02-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Bonds                                                                               | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   22215000 | PA      | $15739674.50  | 0.52%             | 2049-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5553995.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        680 | PA      | $0.00         | 0.00%             | 2033-12-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8178311.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2934 | PA      | $2499.01      | 0.00%             | 2026-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10157176.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        805 | PA      | $805.98       | 0.00%             | 2025-10-01      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11304530.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      18717 | PA      | $19462.41     | 0.00%             | 2026-11-24      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991066988.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2023-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5581964.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2231 | PA      | $0.00         | 0.00%             | 2033-12-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1879021.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3304 | PA      | $234.47       | 0.00%             | 2026-10-19      | Fixed         | 32.25%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1672964.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4342 | PA      | $4502.90      | 0.00%             | 2026-12-15      | Fixed         | 28.23%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2211511.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      27708 | PA      | $12680.71     | 0.00%             | 2027-05-10      | Fixed         | 12.64%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5698837.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8377 | PA      | $0.46         | 0.00%             | 2034-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8220835.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2084 | PA      | $1458.12      | 0.00%             | 2026-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                      | JPMBB Commercial Mortgage Securities Trust, Series 2015-C31, Class A3                             | CUSIP: 46644YAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     323896 | PA      | $323150.30    | 0.01%             | 2048-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1652711.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4364 | PA      | $4431.68      | 0.00%             | 2026-11-09      | Fixed         | 16.20%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991054408.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         92 | PA      | $92.48        | 0.00%             | 2025-10-08      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10432641.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9720 | PA      | $9911.04      | 0.00%             | 2026-10-29      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1612198.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3445 | PA      | $3384.72      | 0.00%             | 2026-08-23      | Fixed         | 11.94%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09057834.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6414 | PA      | $6621.90      | 0.00%             | 2026-05-29      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1616362.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2524 | PA      | $2484.82      | 0.00%             | 2027-01-24      | Fixed         | 23.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5235201.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1059 | PA      | $0.00         | 0.00%             | 2033-10-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1876035.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1398 | PA      | $1374.79      | 0.00%             | 2026-10-19      | Fixed         | 20.11%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5517225.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        132 | PA      | $0.02         | 0.00%             | 2033-12-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6646196.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        345 | PA      | $0.45         | 0.00%             | 2034-11-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Republic of Bulgaria                                                            | Bulgaria Government Bond                                                                          | CUSIP: N/A<br>LEI: 529900PG0XCL4LICL838       | Long             | DBT              | NUSS              | BG        |     770000 | PA      | $906956.65    | 0.03%             | 2032-09-05      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31411WYZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      59319 | PA      | $60947.36     | 0.00%             | 2037-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5907307.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4223 | PA      | $0.08         | 0.00%             | 2034-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6000300.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2058 | PA      | $0.15         | 0.00%             | 2034-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4990927.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1216 | PA      | $0.00         | 0.00%             | 2033-08-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1613599.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        832 | PA      | $820.65       | 0.00%             | 2026-08-24      | Fixed         | 25.21%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182220241.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3141 | PA      | $3235.72      | 0.00%             | 2026-10-14      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 3128M4J53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      10967 | PA      | $11527.67     | 0.00%             | 2037-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5993993.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        738 | PA      | $0.05         | 0.00%             | 2034-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1877299.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4364 | PA      | $4294.04      | 0.00%             | 2026-10-19      | Fixed         | 22.84%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991316297.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2027-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 30 Year                                                                               | CUSIP: 3133BC6N2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |          0 | PA      | $0.00         | 0.00%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 30 Year                                                                               | CUSIP: 3132DWLJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |          0 | PA      | $0.00         | 0.00%             | 2054-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1989533.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        403 | PA      | $395.26       | 0.00%             | 2026-11-08      | Fixed         | 30.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8187994.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        243 | PA      | $237.57       | 0.00%             | 2026-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7740952.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2949 | PA      | $61.43        | 0.00%             | 2025-10-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183585512.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8874 | PA      | $8962.83      | 0.00%             | 2026-11-30      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1650649.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2670 | PA      | $2692.06      | 0.00%             | 2026-10-31      | Fixed         | 13.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991143958.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2024-11-21      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1881431.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        597 | PA      | $588.19       | 0.00%             | 2026-10-19      | Fixed         | 24.79%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5534538.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3044 | PA      | $0.11         | 0.00%             | 2033-12-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1706913.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2389 | PA      | $2343.00      | 0.00%             | 2026-09-13      | Fixed         | 20.18%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1645613.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4538 | PA      | $4528.37      | 0.00%             | 2026-11-20      | Fixed         | 12.62%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5588868.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2471 | PA      | $0.08         | 0.00%             | 2033-12-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| JPMorgan Chase & Co.                                                            | JPMorgan Chase & Co.                                                                              | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1518009.36   | 0.05%             | 2032-04-22      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7508857.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        374 | PA      | $11.25        | 0.00%             | 2035-08-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA I, 30 Year                                                                                   | CUSIP: 36225BNR5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       4157 | PA      | $4317.18      | 0.00%             | 2031-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991352807.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2027-10-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 30 Year                                                                               | CUSIP: 3132DWJY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |          0 | PA      | $0.01         | 0.00%             | 2053-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1706656.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1006 | PA      | $72.09        | 0.00%             | 2026-09-15      | Fixed         | 29.50%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2218303.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3705 | PA      | $266.33       | 0.00%             | 2026-12-09      | Fixed         | 25.88%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182783983.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        936 | PA      | $34.67        | 0.00%             | 2025-10-31      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1880702.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6475 | PA      | $4131.43      | 0.00%             | 2027-03-19      | Fixed         | 9.87%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09029242.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11789 | PA      | $11917.43     | 0.00%             | 2026-06-01      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7994523.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2293 | PA      | $1747.96      | 0.00%             | 2026-01-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1997930.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2216 | PA      | $313.99       | 0.00%             | 2027-04-08      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183339903.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5405 | PA      | $0.00         | 0.00%             | 2034-11-26      | 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        |     350000 | PA      | $383982.17    | 0.01%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 15 Year                                                                               | CUSIP: 3132D6B33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |          0 | PA      | $0.00         | 0.00%             | 2037-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5832933.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        871 | PA      | $0.03         | 0.00%             | 2034-02-19      | 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        |     214112 | PA      | $215717.61    | 0.01%             | 2031-09-09      | Variable      | 7.11%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8137489.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      34354 | PA      | $689.18       | 0.00%             | 2026-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183915427.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6790 | PA      | $0.00         | 0.00%             | 2034-12-08      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8109203.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5789 | PA      | $1259.34      | 0.00%             | 2026-02-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7450843.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        141 | PA      | $84.01        | 0.00%             | 2035-07-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC                                                                                             | CUSIP: 3128JRH82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     138566 | PA      | $137078.35    | 0.00%             | 2027-11-01      | Variable      | 4.18%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 31283HTE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        864 | PA      | $909.93       | 0.00%             | 2032-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183495228.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2347 | PA      | $2373.21      | 0.00%             | 2026-12-07      | Fixed         | 20.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6537870.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        219 | PA      | $0.00         | 0.00%             | 2034-09-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5308440.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1850 | PA      | $0.00         | 0.00%             | 2033-11-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7723826.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        133 | PA      | $113.75       | 0.00%             | 2025-10-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| ESAB Corp.                                                                      | ESAB Corp.                                                                                        | CUSIP: 29605JAA4<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |     800000 | PA      | $818406.40    | 0.03%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Cimpress USA, Inc.                                                              | Cimpress USA, Inc., First Lien, 2024-2 Refinancing CME Term Loan, B1                              | CUSIP: N2014AAH5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     462765 | PA      | $462380.74    | 0.02%             | 2028-05-17      | Variable      | 6.86%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6997762.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        191 | PA      | $2.00         | 0.00%             | 2035-03-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6833495.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        378 | PA      | $1.28         | 0.00%             | 2035-01-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5871100.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      19844 | PA      | $0.00         | 0.00%             | 2034-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8204408.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        767 | PA      | $610.42       | 0.00%             | 2026-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1658161.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4013 | PA      | $3371.64      | 0.00%             | 2026-11-15      | Fixed         | 13.30%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7924133.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2658 | PA      | $843.79       | 0.00%             | 2025-12-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2194261.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3986 | PA      | $3932.58      | 0.00%             | 2026-12-10      | Fixed         | 15.71%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10157026.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4727 | PA      | $4785.86      | 0.00%             | 2026-10-05      | Fixed         | 14.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7371839.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1078 | PA      | $308.02       | 0.00%             | 2035-07-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1613874.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2851 | PA      | $2861.52      | 0.00%             | 2026-08-12      | Fixed         | 15.20%                | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 36179XBP0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    7827226 | PA      | $6326516.19   | 0.21%             | 2052-07-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31418EXU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   12745916 | PA      | $12715634.00  | 0.42%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1992970.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5139 | PA      | $5067.04      | 0.00%             | 2026-11-08      | Fixed         | 16.04%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5073148.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1369 | PA      | $0.00         | 0.00%             | 2033-09-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5145611.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        415 | PA      | $0.00         | 0.00%             | 2033-10-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4606932.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2572 | PA      | $0.00         | 0.00%             | 2033-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5566977.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4680 | PA      | $0.06         | 0.00%             | 2033-12-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991401151.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2024-12-17      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1617085.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2109 | PA      | $2078.21      | 0.00%             | 2026-08-24      | Fixed         | 12.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6735811.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1795 | PA      | $3.73         | 0.00%             | 2034-12-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991505343.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2029-12-18      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8062730.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        189 | PA      | $176.65       | 0.00%             | 2026-02-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5243643.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3274 | PA      | $0.00         | 0.00%             | 2033-11-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Societe Generale SA                                                             | Societe Generale SA                                                                               | CUSIP: 83368RBC5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   10800000 | PA      | $10526338.48  | 0.35%             | 2027-06-09      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7855437.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        733 | PA      | $707.43       | 0.00%             | 2025-12-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Indicor LLC                                                                     | Indicor LLC, First Lien, Dollar CME Term Loan, D                                                  | CUSIP: 77669LAK9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     746023 | PA      | $748238.23    | 0.02%             | 2029-11-22      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5908792.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3835 | PA      | $0.00         | 0.00%             | 2034-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7391592.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3602 | PA      | $2094.83      | 0.00%             | 2035-07-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2218127.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4116 | PA      | $4032.01      | 0.00%             | 2026-12-09      | Fixed         | 24.14%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4624796.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        457 | PA      | $0.00         | 0.00%             | 2033-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11791248.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14649 | PA      | $14876.49     | 0.00%             | 2027-02-11      | Fixed         | 11.24%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10203214.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1533 | PA      | $1546.24      | 0.00%             | 2025-10-01      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182381955.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1540 | PA      | $1596.18      | 0.00%             | 2026-10-20      | Fixed         | 26.99%                | No            |                  3 | On Loan: No      |
| JBS USA Holding Lux SARL / JBS USA Food Co. / JBS Lux Co. SARL                  | JBS USA Holding Lux SARL / JBS USA Food Co. / JBS Lux Co. SARL                                    | CUSIP: 46590XAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    2000000 | PA      | $1895457.50   | 0.06%             | 2029-02-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5155863.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10908 | PA      | $0.00         | 0.00%             | 2033-10-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2221701.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3097 | PA      | $3053.14      | 0.00%             | 2027-05-10      | Fixed         | 19.55%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991220521.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2027-11-26      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| FirstCash, Inc.                                                                 | FirstCash, Inc.                                                                                   | CUSIP: 33767DAD7<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |    4800000 | PA      | $4926504.00   | 0.16%             | 2032-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 3618N5ET2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1267926 | PA      | $1204142.13   | 0.04%             | 2055-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7458281.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4777 | PA      | $1722.32      | 0.00%             | 2035-08-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991049842.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2027-09-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Caesars Entertainment, Inc.                                                     | Caesars Entertainment, Inc., First Lien, 2023 Incremental CME Term Loan, B                        | CUSIP: 12768EAG1<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |     215699 | PA      | $215856.67    | 0.01%             | 2030-02-06      | Variable      | 6.61%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                                    | AbbVie, Inc.                                                                                      | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2860901.94   | 0.10%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8099621.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14554 | PA      | $3322.68      | 0.00%             | 2026-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2070988.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1523 | PA      | $1499.08      | 0.00%             | 2026-11-18      | Fixed         | 13.92%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7459192.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2982 | PA      | $27.55        | 0.00%             | 2035-08-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Energy Transfer LP                                                              | Energy Transfer LP                                                                                | CUSIP: 29273VAY6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    9500000 | PA      | $9587381.95   | 0.32%             | 2034-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5796654.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      23973 | PA      | $0.29         | 0.00%             | 2034-02-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31404TQ55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      54998 | PA      | $56289.76     | 0.00%             | 2034-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5074113.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      38422 | PA      | $0.71         | 0.00%             | 2033-09-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8126648.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3272 | PA      | $1662.81      | 0.00%             | 2026-02-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7536249.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4101 | PA      | $85.60        | 0.00%             | 2035-08-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| RGA Global Funding                                                              | RGA Global Funding                                                                                | CUSIP: 76209PAD5<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |    6900000 | PA      | $7117575.56   | 0.24%             | 2031-01-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2215557.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        961 | PA      | $941.48       | 0.00%             | 2026-12-09      | Fixed         | 25.29%                | No            |                  3 | On Loan: No      |
| N/A                                                                             | CDIO                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |  111300000 | PA      | $478205.16    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | U.S. Treasury 10 Year Ultra Bonds                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -471 | NC      | $-309762.57   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1989334.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7508 | PA      | $7347.36      | 0.00%             | 2026-11-08      | Fixed         | 21.32%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31411HN97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1066 | PA      | $1090.75      | 0.00%             | 2037-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2075204.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1941 | PA      | $1911.15      | 0.00%             | 2026-11-18      | Fixed         | 25.29%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6696092.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1280 | PA      | $2.13         | 0.00%             | 2034-11-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2213701.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1128 | PA      | $1106.10      | 0.00%             | 2026-12-09      | Fixed         | 19.91%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8150842.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12085 | PA      | $280.96       | 0.00%             | 2026-03-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7209211.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14325 | PA      | $266.40       | 0.00%             | 2035-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7261087.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1742 | PA      | $41.68        | 0.00%             | 2035-05-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 15 Year                                                                                     | CUSIP: 3140XHB71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          0 | PA      | $0.01         | 0.00%             | 2037-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6123772.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4168 | PA      | $0.25         | 0.00%             | 2034-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1617008.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        918 | PA      | $905.09       | 0.00%             | 2026-08-24      | Fixed         | 21.28%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5128160.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2113 | PA      | $0.00         | 0.00%             | 2033-10-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7930283.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        495 | PA      | $9.45         | 0.00%             | 2025-12-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1614645.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1408 | PA      | $404.94       | 0.00%             | 2027-01-24      | Fixed         | 22.79%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7972343.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2271 | PA      | $1369.19      | 0.00%             | 2026-01-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5115942.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      25309 | PA      | $0.00         | 0.00%             | 2033-09-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4848703.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1526 | PA      | $0.01         | 0.00%             | 2033-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7303458.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2205 | PA      | $1426.51      | 0.00%             | 2035-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1613143.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6090 | PA      | $6003.64      | 0.00%             | 2026-08-23      | Fixed         | 19.39%                | No            |                  3 | On Loan: No      |
| Truist Financial Corp.                                                          | Truist Financial Corp.                                                                            | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    4950000 | PA      | $5344292.45   | 0.18%             | 2029-10-30      | Fixed         | 7.16%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991034169.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2023-11-10      | Fixed         | 23.45%                | No            |                  3 | On Loan: No      |
| Specialty Building Products Holdings LLC                                        | Specialty Building Products Holdings LLC, First Lien, Initial CME Term Loan                       | CUSIP: 84748EAF7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     744231 | PA      | $722949.49    | 0.02%             | 2028-10-16      | Variable      | 8.21%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182845074.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12423 | PA      | $12518.69     | 0.00%             | 2026-11-16      | Fixed         | 20.99%                | 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        |     496231 | PA      | $417456.94    | 0.01%             | 2030-08-01      | Variable      | 8.78%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8185108.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1352 | PA      | $1346.05      | 0.00%             | 2026-03-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Elevance Health, Inc.                                                           | Elevance Health, Inc.                                                                             | CUSIP: 28622HAB7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6900740.21   | 0.23%             | 2033-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| California Municipal Finance Authority                                          | California Municipal Finance Authority, Series 2020                                               | CUSIP: 13049GAA8<br>LEI: 5493000UQOV6R4ZWS346 | Long             | DBT              | MUN               | US        |    9400000 | PA      | $6395573.88   | 0.21%             | 2035-10-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7849491.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1723 | PA      | $1620.77      | 0.00%             | 2025-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6878142.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1481 | PA      | $5.85         | 0.00%             | 2035-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-08988851.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7612 | PA      | $7674.88      | 0.00%             | 2025-12-01      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4861177.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        526 | PA      | $0.00         | 0.00%             | 2033-06-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6884701.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        810 | PA      | $161.10       | 0.00%             | 2035-01-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8222408.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        333 | PA      | $326.69       | 0.00%             | 2026-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991418120.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        163 | PA      | $13.12        | 0.00%             | 2027-07-13      | Fixed         | 14.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991128908.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2024-11-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8169510.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1159 | PA      | $1140.83      | 0.00%             | 2026-03-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Regeneron Pharmaceuticals, Inc.                                                 | Regeneron Pharmaceuticals, Inc.                                                                   | CUSIP: 75886FAE7<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |    7500000 | PA      | $6514415.25   | 0.22%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31410FFF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      30776 | PA      | $30860.76     | 0.00%             | 2036-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7326147.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        365 | PA      | $101.80       | 0.00%             | 2035-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1989312.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1529 | PA      | $1498.22      | 0.00%             | 2026-11-08      | Fixed         | 26.43%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991223479.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        192 | PA      | $187.96       | 0.00%             | 2028-07-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31390LWE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2179 | PA      | $2247.90      | 0.00%             | 2032-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2074193.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2993 | PA      | $2935.94      | 0.00%             | 2026-11-18      | Fixed         | 12.02%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7196348.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11631 | PA      | $141.06       | 0.00%             | 2035-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10243564.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9730 | PA      | $10245.45     | 0.00%             | 2026-12-30      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5782195.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1128 | PA      | $0.07         | 0.00%             | 2034-02-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183437929.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12243 | PA      | $12337.88     | 0.00%             | 2027-06-30      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5892236.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        756 | PA      | $0.00         | 0.00%             | 2034-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5297679.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4327 | PA      | $0.23         | 0.00%             | 2033-11-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Voya CLO Ltd.                                                                   | Voya CLO Ltd., Series 2020-1A, Class AR                                                           | CUSIP: 92918EAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    5000000 | PA      | $5026927.01   | 0.17%             | 2034-07-16      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | Energy Transfer LP                                                                                | CUSIP: 29273VAT7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $4294092.56   | 0.14%             | 2030-12-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1605623.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3881 | PA      | $3897.06      | 0.00%             | 2026-09-15      | Fixed         | 16.64%                | 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        |     748008 | PA      | $735452.37    | 0.02%             | 2027-03-30      | Variable      | 9.57%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7722271.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4528 | PA      | $2872.93      | 0.00%             | 2025-10-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2074536.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1973 | PA      | $1934.92      | 0.00%             | 2026-11-18      | Fixed         | 12.35%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-08114000.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7902 | PA      | $7990.95      | 0.00%             | 2026-11-10      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991267430.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2028-11-28      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6811743.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1495 | PA      | $70.38        | 0.00%             | 2035-01-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6319360.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5121 | PA      | $0.30         | 0.00%             | 2034-07-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31403AN35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      14320 | PA      | $14312.95     | 0.00%             | 2033-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7669086.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2334 | PA      | $1784.64      | 0.00%             | 2025-10-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2217516.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        606 | PA      | $593.60       | 0.00%             | 2026-12-09      | Fixed         | 24.76%                | 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        |      68594 | PA      | $68146.77     | 0.00%             | 2028-08-21      | Variable      | 8.46%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8038230.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4025 | PA      | $1123.15      | 0.00%             | 2026-01-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1864741.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1997 | PA      | $1973.67      | 0.00%             | 2026-10-19      | Fixed         | 16.15%                | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA I, Single-family, 30 Year                                                                    | CUSIP: 36213VMK1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       2790 | PA      | $2827.62      | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6036390.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        356 | PA      | $0.04         | 0.00%             | 2034-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5796633.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2959 | PA      | $0.00         | 0.00%             | 2034-02-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8186025.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1964 | PA      | $1888.03      | 0.00%             | 2026-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183485184.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2027 | PA      | $2035.48      | 0.00%             | 2026-11-23      | Fixed         | 13.99%                | No            |                  3 | On Loan: No      |
| APi Group DE, Inc.                                                              | APi Group DE, Inc., First Lien, 2021 Incremental CME Term Loan                                    | CUSIP: 00186XAN3<br>LEI: 549300XP4G7B4QYA0G83 | Long             | LON              | CORP              | US        |      91832 | PA      | $91863.97     | 0.00%             | 2029-01-03      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31407ERW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     459412 | PA      | $469657.21    | 0.02%             | 2035-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31411KE74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        574 | PA      | $580.46       | 0.00%             | 2037-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1705881.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2030 | PA      | $1994.85      | 0.00%             | 2026-09-13      | Fixed         | 30.81%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5793198.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14656 | PA      | $0.00         | 0.00%             | 2034-02-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7770019.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3339 | PA      | $3025.47      | 0.00%             | 2025-11-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31412LB74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      10425 | PA      | $10674.45     | 0.00%             | 2037-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8184247.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        869 | PA      | $853.10       | 0.00%             | 2026-03-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10622691.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4447 | PA      | $4606.99      | 0.00%             | 2026-10-02      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 181746904.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11130 | PA      | $11051.80     | 0.00%             | 2026-11-05      | Fixed         | 12.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5319254.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        875 | PA      | $0.00         | 0.00%             | 2033-11-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1991804.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2740 | PA      | $2684.08      | 0.00%             | 2026-11-08      | Fixed         | 14.89%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183434269.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2961 | PA      | $2966.73      | 0.00%             | 2026-11-30      | Fixed         | 17.24%                | No            |                  3 | On Loan: No      |
| Republic of Panama                                                              | Panama Government Bond                                                                            | CUSIP: 698299BX1<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    1510000 | PA      | $1621136.00   | 0.05%             | 2031-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1619251.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        728 | PA      | $718.66       | 0.00%             | 2026-08-25      | Fixed         | 24.92%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1679077.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7261 | PA      | $7255.05      | 0.00%             | 2026-12-15      | Fixed         | 15.12%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5398394.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        777 | PA      | $0.00         | 0.00%             | 2033-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6747235.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3203 | PA      | $3.56         | 0.00%             | 2034-12-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2075040.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4521 | PA      | $4432.79      | 0.00%             | 2026-11-18      | Fixed         | 11.45%                | No            |                  3 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Bonds                                                                               | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   27300000 | PA      | $21948773.57  | 0.73%             | 2053-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| DaVita, Inc.                                                                    | DaVita, Inc.                                                                                      | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1543273.50   | 0.05%             | 2032-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6214190.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        610 | PA      | $0.04         | 0.00%             | 2034-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 36179WTY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1602336 | PA      | $1349209.95   | 0.04%             | 2051-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2222524.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1130 | PA      | $1108.32      | 0.00%             | 2026-12-10      | Fixed         | 25.50%                | No            |                  3 | On Loan: No      |
| FIGRE Trust                                                                     | FIGRE Trust, Series 2025-HE4, Class A                                                             | CUSIP: 31684PAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1123623 | PA      | $1124083.13   | 0.04%             | 2055-07-25      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4818987.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2640 | PA      | $0.07         | 0.00%             | 2033-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6425168.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4759 | PA      | $0.00         | 0.00%             | 2034-08-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8050572.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3832 | PA      | $66.73        | 0.00%             | 2026-02-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2219336.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3209 | PA      | $3127.83      | 0.00%             | 2026-12-10      | Fixed         | 7.29%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6419039.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13386 | PA      | $0.10         | 0.00%             | 2034-08-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1995404.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2713 | PA      | $2673.97      | 0.00%             | 2026-11-08      | Fixed         | 14.33%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4628862.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8296 | PA      | $0.25         | 0.00%             | 2033-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7255214.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2026 | PA      | $36.07        | 0.00%             | 2035-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7941978.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        192 | PA      | $182.97       | 0.00%             | 2025-12-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1619610.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1435 | PA      | $1415.64      | 0.00%             | 2026-08-25      | Fixed         | 17.18%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1881555.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2353 | PA      | $1672.11      | 0.00%             | 2026-10-19      | Fixed         | 17.31%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7461398.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1636 | PA      | $835.87       | 0.00%             | 2035-08-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7881388.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        912 | PA      | $692.31       | 0.00%             | 2025-12-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6389131.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      18484 | PA      | $0.26         | 0.00%             | 2034-08-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7377915.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2442 | PA      | $38.34        | 0.00%             | 2035-07-03      | None          | 0.00%                 | 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        |    1150000 | PA      | $1141851.45   | 0.04%             | 2032-11-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1880129.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1258 | PA      | $1238.67      | 0.00%             | 2026-10-19      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7529703.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3770 | PA      | $64.35        | 0.00%             | 2035-08-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11104135.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5130 | PA      | $5156.38      | 0.00%             | 2026-01-03      | Fixed         | 11.49%                | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA I, Single-family, 30 Year                                                                    | CUSIP: 36295QGR5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       3024 | PA      | $3169.82      | 0.00%             | 2038-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1636506.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6206 | PA      | $0.00         | 0.00%             | 2026-09-24      | Fixed         | 15.18%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2218351.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        341 | PA      | $333.79       | 0.00%             | 2026-12-09      | Fixed         | 14.35%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4707828.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         69 | PA      | $0.06         | 0.00%             | 2033-05-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09812236.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5400 | PA      | $5461.62      | 0.00%             | 2026-08-26      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8129667.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        212 | PA      | $212.27       | 0.00%             | 2026-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7924288.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3735 | PA      | $1241.07      | 0.00%             | 2025-12-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5324505.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        732 | PA      | $0.08         | 0.00%             | 2033-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183799901.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3771 | PA      | $3771.93      | 0.00%             | 2026-12-06      | Fixed         | 17.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5574449.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8365 | PA      | $0.33         | 0.00%             | 2033-12-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31418EB82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          0 | PA      | $0.00         | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2222111.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2084 | PA      | $2056.72      | 0.00%             | 2026-12-10      | Fixed         | 18.10%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1654496.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3262 | PA      | $3248.70      | 0.00%             | 2026-11-10      | Fixed         | 11.79%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182863664.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        450 | PA      | $0.00         | 0.00%             | 2034-11-17      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10209954.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4121 | PA      | $4193.03      | 0.00%             | 2026-09-23      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8165674.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5723 | PA      | $5685.74      | 0.00%             | 2026-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1616132.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        399 | PA      | $393.70       | 0.00%             | 2026-08-24      | Fixed         | 25.25%                | No            |                  3 | On Loan: No      |
| Consumer Loan Underlying Bond Certificate Issuer Trust I                        | Consumer Loan Underlying Bond Certificate Issuer Trust I, Series 2020-2, Class PT                 | CUSIP: 21056TAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       8156 | PA      | $6597.44      | 0.00%             | 2045-03-15      | Variable      | 16.26%                | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31391XH93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      31027 | PA      | $31226.36     | 0.00%             | 2032-10-01      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991057788.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2023-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2220236.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7381 | PA      | $7226.11      | 0.00%             | 2026-12-10      | Fixed         | 11.73%                | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 15 Year                                                                               | CUSIP: 3132D6CM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     552891 | PA      | $523844.45    | 0.02%             | 2037-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4867919.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6047 | PA      | $0.00         | 0.00%             | 2033-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5069032.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4912 | PA      | $0.00         | 0.00%             | 2033-09-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8097887.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2480 | PA      | $2354.15      | 0.00%             | 2026-02-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| KDC/ONE Development Corp., Inc.                                                 | KDC/ONE Development Corp., Inc., First Lien, 2024-2 Refinancing Dollar CME Term Loan              | CUSIP: C4879HAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      93750 | PA      | $94218.75     | 0.00%             | 2028-08-15      | Variable      | 8.36%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7193396.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1121 | PA      | $7.32         | 0.00%             | 2035-05-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7291331.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1300 | PA      | $13.83        | 0.00%             | 2035-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7891807.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2013 | PA      | $1442.48      | 0.00%             | 2025-12-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10213964.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5498 | PA      | $5662.50      | 0.00%             | 2026-08-18      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2221919.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2169 | PA      | $2127.65      | 0.00%             | 2026-12-10      | Fixed         | 19.66%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10158390.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10853 | PA      | $10974.57     | 0.00%             | 2026-09-21      | Fixed         | 12.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7627911.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        965 | PA      | $910.16       | 0.00%             | 2025-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11317083.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4964 | PA      | $5152.44      | 0.00%             | 2027-03-03      | Fixed         | 20.49%                | 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        |    2600000 | PA      | $2656186.00   | 0.09%             | 2032-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10291582.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6354 | PA      | $6506.96      | 0.00%             | 2026-10-09      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5002638.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1671 | PA      | $0.15         | 0.00%             | 2033-08-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2215729.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6423 | PA      | $6292.36      | 0.00%             | 2026-12-09      | Fixed         | 25.13%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4609493.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1353 | PA      | $0.00         | 0.00%             | 2033-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183590285.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9420 | PA      | $1788.99      | 0.00%             | 2026-12-16      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1705224.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7045 | PA      | $6907.55      | 0.00%             | 2026-09-13      | Fixed         | 10.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1650998.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4963 | PA      | $4937.27      | 0.00%             | 2026-11-05      | Fixed         | 12.70%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7989026.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        652 | PA      | $497.15       | 0.00%             | 2026-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5857271.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5828 | PA      | $0.00         | 0.00%             | 2034-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09238269.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12608 | PA      | $12771.50     | 0.00%             | 2026-06-28      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5775630.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3081 | PA      | $0.00         | 0.00%             | 2034-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Republic of the Philippines                                                     | Philippines Government Bond                                                                       | CUSIP: 718286DG9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    1400000 | PA      | $1458766.95   | 0.05%             | 2035-02-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5629056.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1080 | PA      | $0.00         | 0.00%             | 2034-01-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182185437.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8557 | PA      | $8535.17      | 0.00%             | 2027-10-29      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 3140XKJ76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          0 | PA      | $0.00         | 0.00%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991268970.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2029-11-18      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7705618.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         62 | PA      | $51.67        | 0.00%             | 2025-10-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183970462.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1249 | PA      | $1294.32      | 0.00%             | 2026-12-09      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5114309.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        906 | PA      | $0.00         | 0.00%             | 2033-09-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7467174.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1084 | PA      | $28.01        | 0.00%             | 2035-08-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 30 Year                                                                               | CUSIP: 3132DUMB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   42563266 | PA      | $38114585.79  | 1.27%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                                                         | Quikrete Holdings, Inc., First Lien, CME Term Loan, B2                                            | CUSIP: 74839XAK5<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |     116322 | PA      | $116495.39    | 0.00%             | 2029-03-19      | Variable      | 6.61%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184283871.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10101 | PA      | $953.86       | 0.00%             | 2026-12-27      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184064152.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15662 | PA      | $1356.36      | 0.00%             | 2028-10-13      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1866351.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        915 | PA      | $900.20       | 0.00%             | 2026-10-19      | Fixed         | 22.85%                | No            |                  3 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                                     | Bank Gospodarstwa Krajowego                                                                       | CUSIP: N/A<br>LEI: 259400BCOV9JJIGLYF05       | Long             | DBT              | NUSS              | PL        |     710000 | PA      | $720500.47    | 0.02%             | 2033-05-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8194482.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12002 | PA      | $8817.54      | 0.00%             | 2026-03-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31403FNF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      17627 | PA      | $17637.91     | 0.00%             | 2033-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31407NRE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      49324 | PA      | $50378.37     | 0.00%             | 2035-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991139342.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2027-12-17      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Flash Charm, Inc.                                                               | Flash Charm, Inc., First Lien, CME Term Loan, B2                                                  | CUSIP: 45168RAT0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     777711 | PA      | $731674.16    | 0.02%             | 2028-03-02      | Variable      | 7.78%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1706882.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1472 | PA      | $1452.89      | 0.00%             | 2026-09-13      | Fixed         | 17.33%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31418FLQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1920510 | PA      | $1870382.76   | 0.06%             | 2055-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7280624.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1131 | PA      | $561.94       | 0.00%             | 2035-06-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4655501.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3366 | PA      | $0.07         | 0.00%             | 2033-04-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31413DD61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      12437 | PA      | $12731.53     | 0.00%             | 2037-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1658550.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4711 | PA      | $4685.29      | 0.00%             | 2026-11-02      | Fixed         | 9.45%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1991890.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1284 | PA      | $1259.94      | 0.00%             | 2026-11-08      | Fixed         | 31.12%                | No            |                  3 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                             | Citigroup Commercial Mortgage Trust, Series 2016-P4, Class A2                                     | CUSIP: 29429EAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1954820 | PA      | $1927801.48   | 0.06%             | 2049-07-10      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Lummus Technology Holdings V LLC                                                | Lummus Technology Holdings V LLC, First Lien, Amendment No. 2 Refinancing CME Term Loan, B        | CUSIP: 45232UAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     133474 | PA      | $133915.33    | 0.00%             | 2029-12-31      | Variable      | 7.36%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991140034.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2028-02-24      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1615073.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1233 | PA      | $759.60       | 0.00%             | 2026-09-03      | Fixed         | 30.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2198465.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2474 | PA      | $2420.41      | 0.00%             | 2027-05-09      | Fixed         | 24.17%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7667343.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1280 | PA      | $19.56        | 0.00%             | 2025-10-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5832876.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        888 | PA      | $0.05         | 0.00%             | 2034-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1877933.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        855 | PA      | $840.01       | 0.00%             | 2026-10-19      | Fixed         | 16.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6666031.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1690 | PA      | $5.60         | 0.00%             | 2034-11-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8062731.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      31667 | PA      | $29045.12     | 0.00%             | 2026-02-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11798052.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12184 | PA      | $12705.13     | 0.00%             | 2027-02-12      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31412XSX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      22402 | PA      | $22908.33     | 0.00%             | 2037-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1674668.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         16 | PA      | $0.00         | 0.00%             | 2034-12-17      | Fixed         | 12.65%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5876942.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11879 | PA      | $0.00         | 0.00%             | 2034-03-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6541945.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6200 | PA      | $5.11         | 0.00%             | 2034-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 36179W5B0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1154228 | PA      | $971888.42    | 0.03%             | 2052-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7921110.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4599 | PA      | $4186.16      | 0.00%             | 2025-12-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2071863.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5252 | PA      | $5177.97      | 0.00%             | 2027-04-18      | Fixed         | 19.94%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1994443.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4118 | PA      | $4035.02      | 0.00%             | 2026-11-08      | Fixed         | 27.95%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10916969.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4332 | PA      | $4469.02      | 0.00%             | 2027-01-08      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11335385.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3384 | PA      | $1497.60      | 0.00%             | 2026-02-04      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5884756.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        787 | PA      | $0.00         | 0.00%             | 2034-03-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 174084354.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5207 | PA      | $5192.81      | 0.00%             | 2026-01-26      | Fixed         | 12.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6538002.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1103 | PA      | $0.00         | 0.00%             | 2034-09-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1999817.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2314 | PA      | $2265.95      | 0.00%             | 2026-11-08      | Fixed         | 23.27%                | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 15 Year                                                                               | CUSIP: 3133L8KH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |          0 | PA      | $0.01         | 0.00%             | 2036-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09778451.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8944 | PA      | $9267.49      | 0.00%             | 2026-10-20      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4866709.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1837 | PA      | $0.13         | 0.00%             | 2033-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1996843.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3907 | PA      | $3826.84      | 0.00%             | 2026-11-08      | Fixed         | 24.19%                | 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        |     900000 | PA      | $883109.61    | 0.03%             | 2032-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WEC US Holdings, Inc.                                                           | WEC US Holdings, Inc., First Lien, Initial CME Term Loan                                          | CUSIP: 92943LAC4<br>LEI: 5493002M6GRSU1IWMG57 | Long             | LON              | CORP              | US        |     106337 | PA      | $106532.41    | 0.00%             | 2031-01-27      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6047712.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8819 | PA      | $1.38         | 0.00%             | 2034-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8130744.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        422 | PA      | $420.39       | 0.00%             | 2026-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2217603.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2288 | PA      | $2257.15      | 0.00%             | 2026-12-09      | Fixed         | 17.91%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11355890.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14655 | PA      | $14859.70     | 0.00%             | 2027-01-07      | Fixed         | 14.74%                | 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        |      63343 | PA      | $63746.63     | 0.00%             | 2031-05-21      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7115476.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6351 | PA      | $37.58        | 0.00%             | 2035-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5243677.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        199 | PA      | $0.00         | 0.00%             | 2033-11-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10710819.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2972 | PA      | $2987.08      | 0.00%             | 2027-01-09      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| StoneX Group, Inc.                                                              | StoneX Group, Inc.                                                                                | CUSIP: 861896AA6<br>LEI: 549300JUF07L8VF02M60 | Long             | DBT              | CORP              | US        |     700000 | PA      | $736050.70    | 0.02%             | 2031-03-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31407YEJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     137636 | PA      | $140974.15    | 0.00%             | 2035-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7351853.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5993 | PA      | $137.73       | 0.00%             | 2035-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991269532.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         70 | PA      | $10.14        | 0.00%             | 2026-01-05      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10839237.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2260 | PA      | $2270.59      | 0.00%             | 2025-11-15      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7922043.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        240 | PA      | $237.39       | 0.00%             | 2025-12-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1613781.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         92 | PA      | $90.45        | 0.00%             | 2027-06-24      | Fixed         | 20.91%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1994793.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5145 | PA      | $2772.09      | 0.00%             | 2026-11-08      | Fixed         | 11.10%                | No            |                  3 | On Loan: No      |
| SCIH Salt Holdings, Inc.                                                        | SCIH Salt Holdings, Inc., First Lien, Incremental CME Term Loan, B1                               | CUSIP: 78397GAF8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     649943 | PA      | $651752.68    | 0.02%             | 2029-01-31      | Variable      | 7.29%                 | No            |                  2 | On Loan: No      |
| Revvity, Inc.                                                                   | Revvity, Inc.                                                                                     | CUSIP: 714046AN9<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1534980.55   | 0.05%             | 2031-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2220551.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        717 | PA      | $698.59       | 0.00%             | 2026-12-10      | Fixed         | 8.19%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991480124.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2027-11-18      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| WRKCo, Inc.                                                                     | WRKCo, Inc.                                                                                       | CUSIP: 92940PAG9<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |    4700000 | PA      | $4124643.30   | 0.14%             | 2033-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7254528.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2827 | PA      | $44.95        | 0.00%             | 2035-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11277041.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11976 | PA      | $12609.80     | 0.00%             | 2027-04-30      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| NCL Corp. Ltd.                                                                  | NCL Corp. Ltd.                                                                                    | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     600000 | PA      | $616647.29    | 0.02%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5743913.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14974 | PA      | $0.36         | 0.00%             | 2034-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8143486.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4836 | PA      | $79.20        | 0.00%             | 2026-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31418ELU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          0 | PA      | $0.00         | 0.00%             | 2052-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183430694.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10668 | PA      | $0.00         | 0.00%             | 2026-11-23      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6140493.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        189 | PA      | $0.04         | 0.00%             | 2034-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183987324.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6589 | PA      | $6746.01      | 0.00%             | 2026-12-09      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Eleven Madison Mortgage Trust                                                   | Eleven Madison Mortgage Trust, Series 2015-11MD, Class A                                          | CUSIP: 556227AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3255000 | PA      | $3225002.57   | 0.11%             | 2035-09-10      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5655805.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9103 | PA      | $0.00         | 0.00%             | 2034-01-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 181832576.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9748 | PA      | $10074.21     | 0.00%             | 2026-10-21      | Fixed         | 27.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11266733.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8775 | PA      | $8899.38      | 0.00%             | 2026-12-30      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183270309.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14761 | PA      | $1102.72      | 0.00%             | 2027-09-17      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182763696.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5909 | PA      | $6050.11      | 0.00%             | 2026-11-01      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6143114.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1454 | PA      | $0.00         | 0.00%             | 2034-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991120297.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1159 | PA      | $1190.46      | 0.00%             | 2026-11-23      | Fixed         | 22.97%                | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 30 Year                                                                               | CUSIP: 3132DM2M6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |          0 | PA      | $0.00         | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991118360.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2023-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7387351.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1437 | PA      | $566.87       | 0.00%             | 2035-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4935340.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         81 | PA      | $0.02         | 0.00%             | 2033-07-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7811350.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1804 | PA      | $1524.00      | 0.00%             | 2025-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182419678.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10083 | PA      | $10188.12     | 0.00%             | 2027-04-25      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5756660.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17332 | PA      | $0.34         | 0.00%             | 2034-01-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Owens Corning                                                                   | Owens Corning                                                                                     | CUSIP: 690742AK7<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    6500000 | PA      | $6275944.74   | 0.21%             | 2030-06-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7375109.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      57681 | PA      | $16204.57     | 0.00%             | 2035-07-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5442439.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1242 | PA      | $0.00         | 0.00%             | 2033-12-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Bank of America Corp.                                                           | Bank of America Corp.                                                                             | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    6700000 | PA      | $6126709.61   | 0.20%             | 2031-04-29      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183010490.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7779 | PA      | $7686.83      | 0.00%             | 2026-11-08      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182373053.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7059 | PA      | $7173.19      | 0.00%             | 2026-10-22      | Fixed         | 20.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5294931.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        875 | PA      | $0.21         | 0.00%             | 2033-11-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5068585.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2845 | PA      | $0.08         | 0.00%             | 2033-09-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 15 Year                                                                                     | CUSIP: 31418FFX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     503052 | PA      | $482329.99    | 0.02%             | 2039-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4967874.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6630 | PA      | $0.00         | 0.00%             | 2033-08-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 30 Year                                                                               | CUSIP: 3133KLWQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3837804 | PA      | $3006717.58   | 0.10%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1876421.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2896 | PA      | $2845.13      | 0.00%             | 2027-03-27      | Fixed         | 26.08%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09379010.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6446 | PA      | $6636.51      | 0.00%             | 2026-07-04      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| ABN AMRO Bank NV                                                                | ABN AMRO Bank NV                                                                                  | CUSIP: 00084DBA7<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    2500000 | PA      | $2546086.23   | 0.08%             | 2027-09-18      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6786396.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6516 | PA      | $32.76        | 0.00%             | 2034-12-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 31298YYH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      29805 | PA      | $30784.44     | 0.00%             | 2031-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7377495.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9457 | PA      | $238.37       | 0.00%             | 2035-07-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 15 Year                                                                               | CUSIP: 3132D6BZ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     362713 | PA      | $343664.44    | 0.01%             | 2037-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5769375.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2824 | PA      | $0.15         | 0.00%             | 2034-02-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Boston Scientific Corp.                                                         | Boston Scientific Corp.                                                                           | CUSIP: 101137BA4<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5535387.00   | 0.18%             | 2030-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5149258.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2200 | PA      | $0.00         | 0.00%             | 2033-10-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183731402.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6181 | PA      | $6272.97      | 0.00%             | 2026-12-13      | Fixed         | 19.44%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10776411.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10623 | PA      | $10748.97     | 0.00%             | 2026-12-09      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8155381.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1072 | PA      | $1037.88      | 0.00%             | 2026-03-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183867910.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6166 | PA      | $6328.56      | 0.00%             | 2026-12-07      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7587356.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2162 | PA      | $50.86        | 0.00%             | 2025-09-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1876728.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5102 | PA      | $5020.26      | 0.00%             | 2026-10-19      | Fixed         | 23.57%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7633493.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        823 | PA      | $608.46       | 0.00%             | 2025-09-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7617327.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      25054 | PA      | $17438.59     | 0.00%             | 2025-09-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5312989.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        886 | PA      | $0.00         | 0.00%             | 2033-11-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7518279.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        848 | PA      | $389.77       | 0.00%             | 2035-08-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1606587.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13921 | PA      | $13681.40     | 0.00%             | 2026-08-23      | Fixed         | 14.39%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1992891.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2582 | PA      | $2526.67      | 0.00%             | 2026-11-08      | Fixed         | 10.76%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4649299.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        109 | PA      | $0.00         | 0.00%             | 2033-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1877594.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1311 | PA      | $1290.64      | 0.00%             | 2026-10-19      | Fixed         | 24.95%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184013288.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9758 | PA      | $10057.35     | 0.00%             | 2027-04-10      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5824064.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      16472 | PA      | $0.00         | 0.00%             | 2034-02-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Metropolitan Life Global Funding I                                              | Metropolitan Life Global Funding I                                                                | CUSIP: 592179KF1<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |   10300000 | PA      | $10478970.23  | 0.35%             | 2028-01-06      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Notes                                                                               | CUSIP: 912828N71<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   35400000 | PA      | $47667366.22  | 1.59%             | 2026-01-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1645256.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2644 | PA      | $2659.89      | 0.00%             | 2026-10-27      | Fixed         | 16.33%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4931889.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1469 | PA      | $0.09         | 0.00%             | 2033-07-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| CSL Finance plc                                                                 | CSL Finance plc                                                                                   | CUSIP: 12661PAC3<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |    6500000 | PA      | $6331239.85   | 0.21%             | 2032-04-27      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | U.S. Treasury Ultra Bonds                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         35 | NC      | $38226.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8050308.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3840 | PA      | $1648.35      | 0.00%             | 2026-02-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8209494.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4903 | PA      | $4094.28      | 0.00%             | 2026-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8101696.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1959 | PA      | $1914.79      | 0.00%             | 2026-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2214689.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1904 | PA      | $1865.72      | 0.00%             | 2026-12-09      | Fixed         | 24.38%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1706147.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1724 | PA      | $1692.09      | 0.00%             | 2026-09-13      | Fixed         | 23.21%                | No            |                  3 | On Loan: No      |
| UBS Group AG                                                                    | UBS Group AG                                                                                      | CUSIP: 902613BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    6500000 | PA      | $6665737.00   | 0.22%             | 2030-02-08      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2217138.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2829 | PA      | $2798.09      | 0.00%             | 2026-12-09      | Fixed         | 32.58%                | No            |                  3 | On Loan: No      |
| DaVita, Inc.                                                                    | DaVita, Inc.                                                                                      | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    4900000 | PA      | $4676275.80   | 0.16%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2074643.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6296 | PA      | $6171.59      | 0.00%             | 2026-11-18      | Fixed         | 10.22%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182412380.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3613 | PA      | $3688.02      | 0.00%             | 2026-11-01      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8208651.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2071 | PA      | $1586.35      | 0.00%             | 2026-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 3140QNQ21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          0 | PA      | $0.00         | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                                 | BRAVO Residential Funding Trust, Series 2019-2, Class A3                                          | CUSIP: 10568LAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2449191 | PA      | $2338723.60   | 0.08%             | 2044-10-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7780863.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1085 | PA      | $993.13       | 0.00%             | 2025-11-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991036718.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2023-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 15 Year                                                                                     | CUSIP: 3140XGDG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          0 | PA      | $0.00         | 0.00%             | 2037-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31379MEJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2558 | PA      | $2638.74      | 0.00%             | 2028-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8162406.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3360 | PA      | $47.48        | 0.00%             | 2026-03-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4638327.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8661 | PA      | $0.26         | 0.00%             | 2033-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5772616.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10404 | PA      | $0.00         | 0.00%             | 2034-02-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8078299.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1275 | PA      | $297.10       | 0.00%             | 2026-02-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183095344.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13396 | PA      | $13483.91     | 0.00%             | 2026-11-24      | Fixed         | 13.44%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2070708.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6086 | PA      | $5938.08      | 0.00%             | 2026-11-18      | Fixed         | 7.71%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1614751.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4375 | PA      | $4313.63      | 0.00%             | 2026-08-24      | Fixed         | 17.63%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4836929.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6637 | PA      | $0.00         | 0.00%             | 2033-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1657476.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5049 | PA      | $5044.91      | 0.00%             | 2026-11-01      | Fixed         | 13.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8190250.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3162 | PA      | $2965.45      | 0.00%             | 2026-03-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31413B4V0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      15323 | PA      | $15687.42     | 0.00%             | 2037-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31383JQK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3713 | PA      | $3841.78      | 0.00%             | 2029-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991298103.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2028-01-22      | Fixed         | 19.96%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8159248.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1657 | PA      | $1607.82      | 0.00%             | 2026-03-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991284608.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        142 | PA      | $70.45        | 0.00%             | 2025-10-04      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5914346.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        208 | PA      | $0.00         | 0.00%             | 2034-03-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182925771.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17053 | PA      | $14432.04     | 0.00%             | 2027-05-12      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5805490.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        629 | PA      | $0.00         | 0.00%             | 2034-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1992549.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4065 | PA      | $3980.27      | 0.00%             | 2026-11-08      | Fixed         | 25.44%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2219804.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3923 | PA      | $561.93       | 0.00%             | 2026-12-10      | Fixed         | 10.44%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11779303.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4150 | PA      | $4178.60      | 0.00%             | 2027-02-11      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Wells Fargo & Co.                                                               | Wells Fargo & Co.                                                                                 | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    7500000 | PA      | $7688865.00   | 0.26%             | 2035-01-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8018500.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        560 | PA      | $533.30       | 0.00%             | 2026-01-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1878489.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        683 | PA      | $489.63       | 0.00%             | 2026-10-19      | Fixed         | 30.93%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10315402.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8142 | PA      | $8607.49      | 0.00%             | 2027-04-30      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2074265.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3561 | PA      | $3510.60      | 0.00%             | 2026-11-18      | Fixed         | 29.67%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991047307.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2023-11-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Home Partners of America Trust                                                  | Home Partners of America Trust, Series 2021-2, Class B                                            | CUSIP: 43732VAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   15226965 | PA      | $14686854.26  | 0.49%             | 2026-12-17      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| MH Sub I LLC                                                                    | MH Sub I LLC, First Lien, 2024 December New CME Term Loan                                         | CUSIP: 45567YAP0<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |     316765 | PA      | $283922.54    | 0.01%             | 2031-12-31      | Variable      | 8.61%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7485386.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6846 | PA      | $114.15       | 0.00%             | 2035-08-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182932552.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5050 | PA      | $5064.18      | 0.00%             | 2026-11-19      | Fixed         | 13.19%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10266247.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5120 | PA      | $1073.12      | 0.00%             | 2027-02-08      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1613838.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        272 | PA      | $266.96       | 0.00%             | 2026-08-24      | Fixed         | 13.27%                | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA I, Single-family, 30 Year                                                                    | CUSIP: 36204RRQ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         13 | PA      | $13.15        | 0.00%             | 2026-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| San Bernardino Community College District                                       | San Bernardino Community College District, Series 2021                                            | CUSIP: 796720PN4<br>LEI: 549300Y4FPTEP3EQZ007 | Long             | DBT              | MUN               | US        |   20405000 | PA      | $15077085.14  | 0.50%             | 2041-08-01      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| ConnectWise LLC                                                                 | ConnectWise LLC, First Lien, Initial CME Term Loan                                                | CUSIP: 20786NAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     202448 | PA      | $203406.13    | 0.01%             | 2028-09-29      | Variable      | 8.06%                 | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                                              | Southern Co. (The), Series A                                                                      | CUSIP: 842587DE4<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   10500000 | PA      | $10123129.59  | 0.34%             | 2030-04-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7777312.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        496 | PA      | $174.27       | 0.00%             | 2025-11-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991176181.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        353 | PA      | $360.64       | 0.00%             | 2025-09-23      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley                                                                                    | CUSIP: 61747YFB6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     542000 | PA      | $559346.88    | 0.02%             | 2038-01-19      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2071288.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1590 | PA      | $1572.74      | 0.00%             | 2027-04-18      | Fixed         | 18.90%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5878878.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        429 | PA      | $0.00         | 0.00%             | 2034-03-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 3128M4YJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      73844 | PA      | $78253.30     | 0.00%             | 2037-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1654759.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1562 | PA      | $1553.17      | 0.00%             | 2026-11-19      | Fixed         | 11.89%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5270493.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1448 | PA      | $0.03         | 0.00%             | 2033-11-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1605896.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11047 | PA      | $8190.95      | 0.00%             | 2026-08-23      | Fixed         | 25.03%                | 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        |     700917 | PA      | $701530.68    | 0.02%             | 2031-01-31      | Variable      | 7.11%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4725524.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      19384 | PA      | $1.23         | 0.00%             | 2033-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7696304.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2519 | PA      | $1799.14      | 0.00%             | 2025-10-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5472763.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2711 | PA      | $0.10         | 0.00%             | 2033-12-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991025029.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         71 | PA      | $30.63        | 0.00%             | 2025-11-09      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6000281.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        394 | PA      | $0.04         | 0.00%             | 2034-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991162286.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2027-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991055480.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2029-11-08      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5167520.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        792 | PA      | $0.03         | 0.00%             | 2033-10-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1879016.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9788 | PA      | $1429.95      | 0.00%             | 2027-03-19      | Fixed         | 10.84%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6878251.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15208 | PA      | $96.09        | 0.00%             | 2035-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GoldenTree Loan Management US CLO 11 Ltd.                                       | GoldenTree Loan Management US CLO 11 Ltd., Series 2021-11A, Class AR                              | CUSIP: 38138KAL4<br>LEI: 549300TMEEKUOKVHYV65 | Long             | ABS-CBDO         | CORP              | KY        |   15590000 | PA      | $15601242.35  | 0.52%             | 2034-10-20      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184114198.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9406 | PA      | $9425.27      | 0.00%             | 2026-12-14      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                | Burlington Northern Santa Fe LLC                                                                  | CUSIP: 12189TAZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6000000 | PA      | $6517915.80   | 0.22%             | 2037-05-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 30 Year                                                                               | CUSIP: 3132DWPR8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     627965 | PA      | $611623.27    | 0.02%             | 2055-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4903860.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2273 | PA      | $0.06         | 0.00%             | 2033-07-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09708684.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15529 | PA      | $16110.72     | 0.00%             | 2026-08-24      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7794833.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        150 | PA      | $136.05       | 0.00%             | 2025-11-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7726762.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3409 | PA      | $45.23        | 0.00%             | 2025-10-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10480296.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        989 | PA      | $1000.36      | 0.00%             | 2026-02-12      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11800371.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7716 | PA      | $7856.79      | 0.00%             | 2027-10-10      | Fixed         | 19.74%                | No            |                  3 | On Loan: No      |
| Verus Securitization Trust                                                      | Verus Securitization Trust, Series 2023-6, Class A1                                               | CUSIP: 92539XAA2<br>LEI: 984500915DDB7T2ACA27 | Long             | ABS-MBS          | CORP              | US        |     600828 | PA      | $605888.48    | 0.02%             | 2068-09-25      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8121883.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1883 | PA      | $1862.44      | 0.00%             | 2026-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 3140XKG20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   30615264 | PA      | $27405425.09  | 0.91%             | 2052-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust                                          | Merrill Lynch Mortgage Investors Trust, Series 2003-A, Class 1A                                   | CUSIP: 589929F94<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      77683 | PA      | $76472.61     | 0.00%             | 2028-03-25      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991226484.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        234 | PA      | $38.15        | 0.00%             | 2030-08-10      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991262392.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2023-11-16      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Central Parent LLC                                                              | Central Parent LLC, First Lien, 2024 Refinancing CME Term Loan                                    | CUSIP: 15477BAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     764225 | PA      | $624753.94    | 0.02%             | 2029-07-06      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7527745.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        201 | PA      | $5.84         | 0.00%             | 2035-08-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6776773.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      57840 | PA      | $64.27        | 0.00%             | 2034-12-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| 24 Hour Fitness Worldwide, Inc.                                                 | 24 Hour Fitness Worldwide, Inc.                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      83833 | NS      | $3101.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183699303.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8059 | PA      | $0.00         | 0.00%             | 2026-12-02      | Fixed         | 17.24%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31404WVM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3363 | PA      | $3451.97      | 0.00%             | 2034-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6261595.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      26584 | PA      | $2.11         | 0.00%             | 2034-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Carnival Corp.                                                                  | Carnival Corp.                                                                                    | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    1800000 | PA      | $1826931.35   | 0.06%             | 2030-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8165070.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1249 | PA      | $1233.63      | 0.00%             | 2026-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 15 Year                                                                               | CUSIP: 3132D6BX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3099876 | PA      | $2879661.06   | 0.10%             | 2037-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991418802.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         96 | PA      | $64.86        | 0.00%             | 2028-02-10      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09708763.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5476 | PA      | $5609.39      | 0.00%             | 2026-08-10      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 172960729.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7486 | PA      | $0.00         | 0.00%             | 2025-12-19      | Fixed         | 14.02%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7279337.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         10 | PA      | $4.98         | 0.00%             | 2035-06-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Dominican Republic                                                              | Dominican Republic Government Bond                                                                | CUSIP: 25714PFB9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     900000 | PA      | $923400.00    | 0.03%             | 2037-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2216795.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5702 | PA      | $5589.44      | 0.00%             | 2026-12-09      | Fixed         | 26.15%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2073684.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3024 | PA      | $2950.77      | 0.00%             | 2026-11-18      | Fixed         | 7.58%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11789582.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5525 | PA      | $5730.10      | 0.00%             | 2027-02-11      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8084514.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        922 | PA      | $907.78       | 0.00%             | 2026-02-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1706713.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2220 | PA      | $2183.41      | 0.00%             | 2026-09-13      | Fixed         | 30.93%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1994293.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        610 | PA      | $597.83       | 0.00%             | 2026-11-08      | Fixed         | 30.31%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31402RDF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      48242 | PA      | $50304.57     | 0.00%             | 2035-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4928795.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      21198 | PA      | $0.80         | 0.00%             | 2033-07-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7176877.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1652 | PA      | $539.25       | 0.00%             | 2035-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, Series 2005-122, Class FN                                                                   | CUSIP: 31394VEX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     370089 | PA      | $366589.54    | 0.01%             | 2036-01-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                | CVS Health Corp.                                                                                  | CUSIP: 126650DY3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5028486.45   | 0.17%             | 2033-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2070592.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        802 | PA      | $731.25       | 0.00%             | 2026-11-18      | Fixed         | 31.39%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7855369.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3143 | PA      | $867.93       | 0.00%             | 2025-12-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6935864.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4402 | PA      | $1457.91      | 0.00%             | 2035-02-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Amgen, Inc.                                                                     | Amgen, Inc.                                                                                       | CUSIP: 031162DR8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   14300000 | PA      | $14590890.74  | 0.49%             | 2033-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6622368.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2757 | PA      | $2.81         | 0.00%             | 2034-10-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Hyundai Capital America                                                         | Hyundai Capital America                                                                           | CUSIP: 44891ACY1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1629746.45   | 0.05%             | 2029-03-19      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10400942.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        752 | PA      | $753.47       | 0.00%             | 2025-09-10      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31385HJ45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       9221 | PA      | $9154.57      | 0.00%             | 2033-06-01      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183238822.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8217 | PA      | $8169.07      | 0.00%             | 2026-11-16      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 30 Year                                                                               | CUSIP: 3133KNGQ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |          0 | PA      | $0.00         | 0.00%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7296106.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        659 | PA      | $7.52         | 0.00%             | 2035-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 31283HSW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       3586 | PA      | $3718.36      | 0.00%             | 2032-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5936987.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        631 | PA      | $0.00         | 0.00%             | 2034-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8086461.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        254 | PA      | $254.23       | 0.00%             | 2026-02-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5564400.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4180 | PA      | $0.22         | 0.00%             | 2033-12-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6424077.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3020 | PA      | $0.03         | 0.00%             | 2034-08-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7097160.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        773 | PA      | $128.49       | 0.00%             | 2035-04-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991143330.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2024-11-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8007319.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12785 | PA      | $163.65       | 0.00%             | 2026-01-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09447903.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11607 | PA      | $7201.96      | 0.00%             | 2027-06-30      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10308476.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5018 | PA      | $866.90       | 0.00%             | 2027-03-28      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6584579.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        136 | PA      | $0.35         | 0.00%             | 2034-10-14      | 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        |     310471 | PA      | $311203.38    | 0.01%             | 2031-07-31      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7619618.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2757 | PA      | $49.21        | 0.00%             | 2025-09-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991102474.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2500 | PA      | $2455.48      | 0.00%             | 2028-11-16      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182999628.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4367 | PA      | $4373.99      | 0.00%             | 2026-11-15      | Fixed         | 17.74%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184040777.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4680 | PA      | $3922.46      | 0.00%             | 2027-04-24      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7692666.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        484 | PA      | $227.04       | 0.00%             | 2025-10-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8146610.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        479 | PA      | $260.79       | 0.00%             | 2026-03-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7687178.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2193 | PA      | $1840.46      | 0.00%             | 2025-10-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183618524.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9626 | PA      | $9966.17      | 0.00%             | 2026-11-30      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2218003.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        766 | PA      | $750.58       | 0.00%             | 2026-12-09      | Fixed         | 23.87%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7587250.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        750 | PA      | $20.80        | 0.00%             | 2025-09-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1613128.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15714 | PA      | $15497.50     | 0.00%             | 2026-08-24      | Fixed         | 21.09%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1410769.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1283 | PA      | $1259.35      | 0.00%             | 2026-07-09      | Fixed         | 17.30%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5808150.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1070 | PA      | $0.00         | 0.00%             | 2034-02-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991322358.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2029-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1876658.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1462 | PA      | $1440.02      | 0.00%             | 2026-11-11      | Fixed         | 27.58%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5644959.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10493 | PA      | $0.33         | 0.00%             | 2034-01-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                      | J.P. Morgan Mortgage Trust, Series 2021-15, Class A4                                              | CUSIP: 46654TAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6114637 | PA      | $5414362.19   | 0.18%             | 2052-06-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Air Canada                                                                      | Air Canada, First Lien, CME Term Loan                                                             | CUSIP: C0102MAS4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | LON              | CORP              | CA        |      87833 | PA      | $87942.94     | 0.00%             | 2031-03-21      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6601765.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2098 | PA      | $2.13         | 0.00%             | 2034-10-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7016321.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      38547 | PA      | $338.89       | 0.00%             | 2035-03-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Delek US Holdings, Inc.                                                         | Delek US Holdings, Inc., First Lien, CME Term Loan, B                                             | CUSIP: 24664GAF8<br>LEI: 5493003O53JMENV1N385 | Long             | LON              | CORP              | US        |     450000 | PA      | $449316.00    | 0.01%             | 2029-11-09      | Variable      | 7.96%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7828520.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2729 | PA      | $50.71        | 0.00%             | 2025-11-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991357205.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2023-12-11      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31411EL96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     131775 | PA      | $133077.69    | 0.00%             | 2037-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31406C6X1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     263542 | PA      | $260796.31    | 0.01%             | 2033-08-01      | Variable      | 4.19%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                      | JPMBB Commercial Mortgage Securities Trust, Series 2016-C1, Class A5                              | CUSIP: 46645LAY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4544765 | PA      | $4511688.20   | 0.15%             | 2049-03-17      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6814032.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        673 | PA      | $3.09         | 0.00%             | 2035-01-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7121176.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3277 | PA      | $44.32        | 0.00%             | 2035-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1997293.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1695 | PA      | $1660.31      | 0.00%             | 2026-11-08      | Fixed         | 14.33%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8208433.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3727 | PA      | $69.35        | 0.00%             | 2026-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7224046.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10786 | PA      | $4772.38      | 0.00%             | 2035-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183239325.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7421 | PA      | $0.00         | 0.00%             | 2026-11-16      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 15 Year                                                                                     | CUSIP: 31418ECV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          0 | PA      | $0.00         | 0.00%             | 2037-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7957892.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1916 | PA      | $1482.25      | 0.00%             | 2026-01-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8119560.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8595 | PA      | $151.44       | 0.00%             | 2026-02-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1992016.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      19628 | PA      | $19225.47     | 0.00%             | 2027-04-08      | Fixed         | 21.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2070830.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1745 | PA      | $1253.02      | 0.00%             | 2026-11-18      | Fixed         | 31.00%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31406M3E4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     115933 | PA      | $117384.17    | 0.00%             | 2035-04-01      | Variable      | 6.43%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7957811.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        337 | PA      | $24.13        | 0.00%             | 2026-01-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183369356.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1997 | PA      | $2016.13      | 0.00%             | 2026-11-29      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7471939.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        430 | PA      | $352.25       | 0.00%             | 2035-08-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Synopsys, Inc.                                                                  | Synopsys, Inc.                                                                                    | CUSIP: 871607AD9<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    5400000 | PA      | $5457697.22   | 0.18%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12236483.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15411 | PA      | $15871.07     | 0.00%             | 2027-03-13      | Fixed         | 15.24%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182737896.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7255 | PA      | $7363.19      | 0.00%             | 2026-11-15      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5696224.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4134 | PA      | $0.00         | 0.00%             | 2034-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Barings CLO Ltd.                                                                | Barings CLO Ltd., Series 2018-4A, Class A1R                                                       | CUSIP: 06760XAL8<br>LEI: 549300JWUNSCHZHF6H67 | Long             | ABS-CBDO         | CORP              | KY        |   11605990 | PA      | $11615290.89  | 0.39%             | 2030-10-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                                     | Asurion LLC, Second Lien, New CME Term Loan, B4                                                   | CUSIP: 04649VBA7<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     663780 | PA      | $625821.74    | 0.02%             | 2029-01-19      | Variable      | 9.72%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2073759.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        524 | PA      | $152.77       | 0.00%             | 2026-11-18      | Fixed         | 25.15%                | No            |                  3 | On Loan: No      |
| Southern Gas Corridor CJSC                                                      | Southern Gas Corridor CJSC                                                                        | CUSIP: N/A<br>LEI: 213800DG58KG59XY6318       | Long             | DBT              | NUSS              | AZ        |     940000 | PA      | $951441.38    | 0.03%             | 2026-03-24      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4839716.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        727 | PA      | $0.00         | 0.00%             | 2033-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                             | CDIT                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   16900000 | PA      | $957510.68    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5034542.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3605 | PA      | $0.00         | 0.00%             | 2033-08-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7518657.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5964 | PA      | $4512.14      | 0.00%             | 2035-08-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5571610.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10025 | PA      | $0.08         | 0.00%             | 2033-12-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7528450.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        316 | PA      | $6.25         | 0.00%             | 2035-08-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Institutional Fiduciary Trust - Money Market Portfolio                          | Institutional Fiduciary Trust - Money Market Portfolio                                            | CUSIP: 457756500<br>LEI: 549300M4TP89K77LG374 | Long             | STIV             | RF                | US        |   51782728 | NS      | $51782727.54  | 1.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6788880.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        372 | PA      | $1.25         | 0.00%             | 2034-12-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5474033.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1011 | PA      | $0.00         | 0.00%             | 2033-12-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6366494.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        403 | PA      | $0.06         | 0.00%             | 2034-07-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2218260.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2771 | PA      | $2716.14      | 0.00%             | 2026-12-09      | Fixed         | 25.70%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183287872.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3876 | PA      | $3964.86      | 0.00%             | 2026-11-18      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7657540.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2992 | PA      | $1327.73      | 0.00%             | 2025-10-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                                    | Avolon Holdings Funding Ltd.                                                                      | CUSIP: 05401ABA8<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    3265000 | PA      | $3254423.33   | 0.11%             | 2030-10-10      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6244954.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8954 | PA      | $0.00         | 0.00%             | 2034-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5780239.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7900 | PA      | $0.00         | 0.00%             | 2034-02-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1615354.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6031 | PA      | $5949.53      | 0.00%             | 2027-01-24      | Fixed         | 31.17%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5564739.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4014 | PA      | $0.49         | 0.00%             | 2033-12-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Rocket Cos., Inc.                                                               | Rocket Cos., Inc.                                                                                 | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1075000 | PA      | $1097825.69   | 0.04%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6270889.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1378 | PA      | $0.00         | 0.00%             | 2034-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4999801.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7631 | PA      | $0.19         | 0.00%             | 2033-08-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8023989.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5136 | PA      | $3959.08      | 0.00%             | 2026-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5383396.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        105 | PA      | $0.04         | 0.00%             | 2033-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183253428.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8022 | PA      | $8336.58      | 0.00%             | 2026-11-17      | Fixed         | 25.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182337953.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5378 | PA      | $5394.66      | 0.00%             | 2026-10-17      | Fixed         | 15.19%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7872984.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         88 | PA      | $84.00        | 0.00%             | 2025-12-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4606489.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12498 | PA      | $0.00         | 0.00%             | 2033-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7974096.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7166 | PA      | $81.23        | 0.00%             | 2026-01-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1410812.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6280 | PA      | $455.69       | 0.00%             | 2026-12-09      | Fixed         | 23.09%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5539742.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3222 | PA      | $0.22         | 0.00%             | 2033-12-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7639410.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1296 | PA      | $893.56       | 0.00%             | 2025-09-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10750422.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8764 | PA      | $1041.77      | 0.00%             | 2026-11-21      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183067587.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7712 | PA      | $7799.44      | 0.00%             | 2026-12-02      | Fixed         | 6.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1705864.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17630 | PA      | $1295.95      | 0.00%             | 2027-07-13      | Fixed         | 19.54%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183676944.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2246 | PA      | $2245.15      | 0.00%             | 2026-12-01      | Fixed         | 17.24%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1649653.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2290 | PA      | $2331.08      | 0.00%             | 2026-10-28      | Fixed         | 14.70%                | No            |                  3 | On Loan: No      |
| Cheniere Energy, Inc.                                                           | Cheniere Energy, Inc.                                                                             | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1691470.47   | 0.06%             | 2028-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1659142.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2962 | PA      | $2955.56      | 0.00%             | 2026-11-30      | Fixed         | 14.60%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10127112.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4345 | PA      | $4414.03      | 0.00%             | 2026-08-21      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8032785.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        953 | PA      | $889.44       | 0.00%             | 2026-01-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 30 Year                                                                               | CUSIP: 3142J6AN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1431430 | PA      | $1394068.59   | 0.05%             | 2055-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2215319.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1682 | PA      | $947.93       | 0.00%             | 2026-12-09      | Fixed         | 21.51%                | No            |                  3 | On Loan: No      |
| Citigroup, Inc.                                                                 | Citigroup, Inc.                                                                                   | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $7256826.40   | 0.24%             | 2031-06-03      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6297788.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        884 | PA      | $0.09         | 0.00%             | 2034-07-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Neon Maple US Debt Mergersub, Inc.                                              | Neon Maple US Debt Mergersub, Inc., First Lien, Term Loan, B1                                     | CUSIP: N/A<br>LEI: 254900L3D6CI0XH2P605       | Long             | LON              | CORP              | US        |     548517 | PA      | $549597.86    | 0.02%             | 2031-11-17      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                                    | Hess Midstream Operations LP                                                                      | CUSIP: 428102AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5700000 | PA      | $5875879.20   | 0.20%             | 2029-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6836010.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3628 | PA      | $8.54         | 0.00%             | 2035-01-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6010749.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1573 | PA      | $0.00         | 0.00%             | 2034-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7353518.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        781 | PA      | $473.45       | 0.00%             | 2035-06-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| COLT Mortgage Loan Trust                                                        | COLT Mortgage Loan Trust, Series 2022-4, Class A1                                                 | CUSIP: 19685GAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2497190 | PA      | $2471921.65   | 0.08%             | 2067-03-25      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10244251.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12993 | PA      | $13582.88     | 0.00%             | 2027-09-28      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991298110.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2028-12-15      | Fixed         | 21.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5135989.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6343 | PA      | $0.00         | 0.00%             | 2033-10-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6943747.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15422 | PA      | $106.69       | 0.00%             | 2035-02-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1656207.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13580 | PA      | $13669.15     | 0.00%             | 2027-05-27      | Fixed         | 23.64%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5917893.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14136 | PA      | $0.60         | 0.00%             | 2034-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991304451.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2023-12-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1995371.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1312 | PA      | $1285.33      | 0.00%             | 2026-11-08      | Fixed         | 12.23%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4606620.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        668 | PA      | $0.00         | 0.00%             | 2033-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5184669.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3872 | PA      | $0.18         | 0.00%             | 2033-10-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5145759.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11012 | PA      | $0.86         | 0.00%             | 2033-10-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Zegona Finance plc                                                              | Zegona Finance plc                                                                                | CUSIP: 98927UAA5<br>LEI: 254900B3KC1SS7T2TE92 | Long             | DBT              | CORP              | GB        |    6000000 | PA      | $6396000.00   | 0.21%             | 2029-07-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2213576.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1415 | PA      | $1388.32      | 0.00%             | 2026-12-09      | Fixed         | 22.20%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7251279.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        324 | PA      | $34.93        | 0.00%             | 2035-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7693971.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8978 | PA      | $4224.76      | 0.00%             | 2025-10-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 3140XJCW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          0 | PA      | $0.00         | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5894049.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5935 | PA      | $0.14         | 0.00%             | 2034-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991148239.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        233 | PA      | $238.90       | 0.00%             | 2025-09-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4626040.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5792 | PA      | $0.23         | 0.00%             | 2033-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5927683.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4609 | PA      | $0.00         | 0.00%             | 2034-03-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183721314.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6118 | PA      | $6120.13      | 0.00%             | 2026-12-03      | Fixed         | 17.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5045876.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6187 | PA      | $0.00         | 0.00%             | 2033-08-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6864423.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8861 | PA      | $39.76        | 0.00%             | 2035-01-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8076225.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1861 | PA      | $1624.03      | 0.00%             | 2026-02-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6502765.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2342 | PA      | $3.71         | 0.00%             | 2034-09-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7407628.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        707 | PA      | $18.08        | 0.00%             | 2035-07-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6937698.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1399 | PA      | $11.70        | 0.00%             | 2035-02-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8105727.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        238 | PA      | $235.30       | 0.00%             | 2026-02-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Highline Aftermarket Acquisition LLC                                            | Highline Aftermarket Acquisition LLC, First Lien, 2025-1 CME Term Loan                            | CUSIP: 43110HAF6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     125071 | PA      | $126086.71    | 0.00%             | 2030-02-13      | Variable      | 7.86%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09029834.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3096 | PA      | $3142.85      | 0.00%             | 2026-06-18      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2075442.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3607 | PA      | $3542.00      | 0.00%             | 2027-04-18      | Fixed         | 22.23%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10214566.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7102 | PA      | $7282.49      | 0.00%             | 2026-08-18      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4675113.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        163 | PA      | $0.00         | 0.00%             | 2033-05-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991043973.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2024-11-08      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5471332.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12560 | PA      | $0.26         | 0.00%             | 2033-12-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1881295.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2751 | PA      | $767.95       | 0.00%             | 2026-10-19      | Fixed         | 16.28%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2219474.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6377 | PA      | $302.33       | 0.00%             | 2027-05-10      | Fixed         | 13.95%                | No            |                  3 | On Loan: No      |
| Oracle Corp.                                                                    | Oracle Corp.                                                                                      | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    9000000 | PA      | $8161088.22   | 0.27%             | 2031-03-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7899072.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9347 | PA      | $7782.49      | 0.00%             | 2025-12-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7895685.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        437 | PA      | $417.53       | 0.00%             | 2025-12-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7858529.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2763 | PA      | $974.29       | 0.00%             | 2025-12-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7589355.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1086 | PA      | $28.85        | 0.00%             | 2025-09-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5093886.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2277 | PA      | $0.07         | 0.00%             | 2033-09-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Newell Brands, Inc.                                                             | Newell Brands, Inc.                                                                               | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      75000 | PA      | $71912.14     | 0.00%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10352432.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5529 | PA      | $5580.72      | 0.00%             | 2026-09-01      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                     | Toronto-Dominion Bank (The)                                                                       | CUSIP: 89115A2H4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   12000000 | PA      | $12075690.96  | 0.40%             | 2027-09-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                 | Goldman Sachs Group, Inc. (The)                                                                   | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $13215867.60  | 0.44%             | 2032-10-21      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Bonds                                                                               | CUSIP: 912810RT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   27800000 | PA      | $18008101.63  | 0.60%             | 2046-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184253510.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4735 | PA      | $0.00         | 0.00%             | 2035-08-21      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 3140XFHM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          0 | PA      | $0.00         | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA plc                                                       | Rio Tinto Finance USA plc                                                                         | CUSIP: 76720AAT3<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    9700000 | PA      | $9857077.24   | 0.33%             | 2032-03-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 173604231.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2014 | PA      | $1991.37      | 0.00%             | 2026-01-12      | Fixed         | 14.02%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-08739403.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5263 | PA      | $5329.94      | 0.00%             | 2026-03-21      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1871080.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1882 | PA      | $1852.74      | 0.00%             | 2026-10-19      | Fixed         | 18.23%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1621068.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1585 | PA      | $486.04       | 0.00%             | 2026-08-25      | Fixed         | 25.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991105230.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2024-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1995866.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1349 | PA      | $1322.53      | 0.00%             | 2026-11-22      | Fixed         | 29.41%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184251864.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3647 | PA      | $3745.21      | 0.00%             | 2026-12-17      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182400546.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2385 | PA      | $2414.20      | 0.00%             | 2026-10-20      | Fixed         | 20.44%                | No            |                  3 | On Loan: No      |
| KnowBe4, Inc.                                                                   | KnowBe4, Inc., First Lien, CME Term Loan                                                          | CUSIP: 49925TAD7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     281250 | PA      | $281778.75    | 0.01%             | 2032-07-23      | Variable      | 8.07%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8116542.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5365 | PA      | $5215.36      | 0.00%             | 2026-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8000256.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5956 | PA      | $2594.45      | 0.00%             | 2026-01-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Republic of South Africa                                                        | South Africa Government Bond                                                                      | CUSIP: 836205AW4<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     920000 | PA      | $915342.77    | 0.03%             | 2027-09-27      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7902529.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3122 | PA      | $2366.75      | 0.00%             | 2025-12-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11194668.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8795 | PA      | $8948.63      | 0.00%             | 2027-03-03      | Fixed         | 14.24%                | 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        |     121341 | PA      | $120582.71    | 0.00%             | 2031-07-18      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5805398.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2828 | PA      | $0.17         | 0.00%             | 2034-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991070598.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         62 | PA      | $2.62         | 0.00%             | 2030-01-16      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2217553.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2189 | PA      | $2144.83      | 0.00%             | 2026-12-28      | Fixed         | 16.03%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31404JLV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      53962 | PA      | $55498.95     | 0.00%             | 2034-02-01      | Variable      | 6.73%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                           | NextEra Energy Capital Holdings, Inc.                                                             | CUSIP: 65339KDK3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    7370000 | PA      | $7570008.17   | 0.25%             | 2032-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5581220.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2766 | PA      | $0.00         | 0.00%             | 2033-12-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1600527.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5388 | PA      | $3480.07      | 0.00%             | 2027-06-24      | Fixed         | 20.35%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 15 Year                                                                                     | CUSIP: 31418EHA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     413159 | PA      | $391453.78    | 0.01%             | 2037-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8204880.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4414 | PA      | $4343.56      | 0.00%             | 2026-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4625048.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        871 | PA      | $0.04         | 0.00%             | 2033-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10756762.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10444 | PA      | $10579.80     | 0.00%             | 2026-11-21      | Fixed         | 12.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183809680.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12652 | PA      | $12442.91     | 0.00%             | 2026-12-15      | Fixed         | 17.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2070733.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1208 | PA      | $1188.70      | 0.00%             | 2026-11-18      | Fixed         | 25.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7587494.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2285 | PA      | $1978.06      | 0.00%             | 2025-09-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8050775.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        812 | PA      | $545.03       | 0.00%             | 2026-02-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7839910.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5528 | PA      | $2471.21      | 0.00%             | 2025-11-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6641603.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1337 | PA      | $1.49         | 0.00%             | 2034-11-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| CPM Holdings, Inc.                                                              | CPM Holdings, Inc., First Lien, Initial CME Term Loan                                             | CUSIP: 12620BAR1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     781344 | PA      | $769694.09    | 0.03%             | 2028-09-28      | Variable      | 8.83%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 30 Year                                                                               | CUSIP: 3132DQGL4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   45660247 | PA      | $36070308.72  | 1.20%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8106732.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      22290 | PA      | $7078.08      | 0.00%             | 2026-02-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2210120.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1305 | PA      | $1279.93      | 0.00%             | 2026-12-10      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183333541.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7453 | PA      | $7471.10      | 0.00%             | 2026-11-22      | Fixed         | 14.19%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8124329.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      23671 | PA      | $516.78       | 0.00%             | 2026-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6631659.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5893 | PA      | $5.23         | 0.00%             | 2034-11-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Viper Energy Partners LLC                                                       | Viper Energy Partners LLC                                                                         | CUSIP: 92764MAB0<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |    2194000 | PA      | $2181987.85   | 0.07%             | 2035-08-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2215565.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2113 | PA      | $2068.64      | 0.00%             | 2026-12-09      | Fixed         | 13.14%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6506259.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7627 | PA      | $10.07        | 0.00%             | 2034-09-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2071149.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8854 | PA      | $8754.35      | 0.00%             | 2026-11-18      | Fixed         | 16.73%                | 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        |     642077 | PA      | $637697.94    | 0.02%             | 2028-03-13      | Variable      | 7.22%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7659875.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        436 | PA      | $7.22         | 0.00%             | 2025-10-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Cook Park CLO Ltd.                                                              | Cook Park CLO Ltd., Series 2018-1A, Class A2                                                      | CUSIP: 21623PAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    6000000 | PA      | $6009350.20   | 0.20%             | 2030-04-17      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7724116.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1203 | PA      | $969.04       | 0.00%             | 2025-10-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7822908.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      20456 | PA      | $4728.76      | 0.00%             | 2025-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5891388.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3614 | PA      | $0.00         | 0.00%             | 2034-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6271434.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1485 | PA      | $1.87         | 0.00%             | 2034-07-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1617016.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5005 | PA      | $4953.06      | 0.00%             | 2026-08-24      | Fixed         | 15.82%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6215457.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        302 | PA      | $0.00         | 0.00%             | 2034-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2075077.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        967 | PA      | $947.96       | 0.00%             | 2026-11-18      | Fixed         | 11.07%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1881256.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3550 | PA      | $3482.92      | 0.00%             | 2026-10-19      | Fixed         | 11.03%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6548015.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2395 | PA      | $1.42         | 0.00%             | 2034-10-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Bonds                                                                               | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   65800000 | PA      | $43353461.10  | 1.44%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7490860.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10209 | PA      | $123.42       | 0.00%             | 2035-08-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8025368.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        108 | PA      | $97.07        | 0.00%             | 2026-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Verde Purchaser LLC                                                             | Verde Purchaser LLC, First Lien, Second Refinancing CME Term Loan                                 | CUSIP: 92338TAB2<br>LEI: 2549004HFEKMUGBG3Z35 | Long             | LON              | CORP              | US        |     740381 | PA      | $744316.35    | 0.02%             | 2030-11-30      | Variable      | 8.30%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2222196.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1272 | PA      | $196.02       | 0.00%             | 2026-12-10      | Fixed         | 25.50%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183974150.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11958 | PA      | $540.37       | 0.00%             | 2026-12-10      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7620569.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3402 | PA      | $1717.80      | 0.00%             | 2025-09-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 312931PG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     393623 | PA      | $390062.23    | 0.01%             | 2039-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31402YRF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3791 | PA      | $3822.90      | 0.00%             | 2033-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Baxter International, Inc.                                                      | Baxter International, Inc.                                                                        | CUSIP: 071813CS6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    7500000 | PA      | $6521001.98   | 0.22%             | 2032-02-01      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184283202.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3093 | PA      | $3144.43      | 0.00%             | 2026-12-20      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31407NQ22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        207 | PA      | $211.82       | 0.00%             | 2035-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184358622.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5006 | PA      | $5146.71      | 0.00%             | 2026-12-21      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| San Bernardino Community College District                                       | San Bernardino Community College District, Series 2021                                            | CUSIP: 796720PQ7<br>LEI: 549300Y4FPTEP3EQZ007 | Long             | DBT              | MUN               | US        |   11880000 | PA      | $7733573.50   | 0.26%             | 2049-08-01      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2219230.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4108 | PA      | $4051.62      | 0.00%             | 2026-12-10      | Fixed         | 15.75%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6501410.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2005 | PA      | $1.35         | 0.00%             | 2034-09-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991270303.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2023-12-15      | Fixed         | 20.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2074747.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1646 | PA      | $119.31       | 0.00%             | 2026-11-18      | Fixed         | 24.82%                | No            |                  3 | On Loan: No      |
| Maximus, Inc.                                                                   | Maximus, Inc., First Lien, CME Term Loan, B                                                       | CUSIP: 57779FAG0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     201888 | PA      | $202897.66    | 0.01%             | 2031-05-30      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| Vision Solutions, Inc.                                                          | Vision Solutions, Inc., First Lien, New CME Term Loan, B                                          | CUSIP: 70477BAE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     744201 | PA      | $722652.69    | 0.02%             | 2028-04-24      | Variable      | 8.57%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                                                         | Quikrete Holdings, Inc., First Lien, CME Term Loan, B3                                            | CUSIP: 74839XAL3<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |     275172 | PA      | $275275.61    | 0.01%             | 2032-02-10      | Variable      | 6.61%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31411NL54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      10658 | PA      | $10861.84     | 0.00%             | 2037-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1616426.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        897 | PA      | $884.80       | 0.00%             | 2027-01-24      | Fixed         | 30.21%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1876835.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        347 | PA      | $341.40       | 0.00%             | 2026-10-19      | Fixed         | 19.58%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183540100.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3261 | PA      | $0.00         | 0.00%             | 2026-11-30      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6784616.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13566 | PA      | $15.26        | 0.00%             | 2034-12-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7606959.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        438 | PA      | $7.39         | 0.00%             | 2025-09-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| OBX Trust                                                                       | OBX Trust, Series 2024-NQM8, Class A1                                                             | CUSIP: 67119CAA8<br>LEI: 254900Y1YRD8JNADSC78 | Long             | ABS-MBS          | CORP              | US        |    3132950 | PA      | $3163405.80   | 0.11%             | 2064-05-25      | Fixed         | 6.23%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8064024.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7281 | PA      | $1544.95      | 0.00%             | 2026-02-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1996768.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4743 | PA      | $4631.37      | 0.00%             | 2027-04-08      | Fixed         | 23.20%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7709235.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        139 | PA      | $137.21       | 0.00%             | 2025-10-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1609138.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4347 | PA      | $4337.01      | 0.00%             | 2026-08-17      | Fixed         | 16.18%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10765319.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2404 | PA      | $2430.88      | 0.00%             | 2026-11-11      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31410YZQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        337 | PA      | $343.01       | 0.00%             | 2036-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5504334.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2881 | PA      | $0.07         | 0.00%             | 2033-12-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991162953.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        158 | PA      | $94.04        | 0.00%             | 2028-01-27      | Fixed         | 26.94%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7707410.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        200 | PA      | $184.88       | 0.00%             | 2025-10-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6027397.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1633 | PA      | $0.00         | 0.00%             | 2034-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Acrisure LLC                                                                    | Acrisure LLC, First Lien, CME Term Loan, B6                                                       | CUSIP: 00488PAV7<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |     479275 | PA      | $479948.81    | 0.02%             | 2030-11-06      | Variable      | 7.36%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 31283HJ48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       1025 | PA      | $1078.99      | 0.00%             | 2031-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6993229.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1553 | PA      | $9.00         | 0.00%             | 2035-03-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8203582.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        810 | PA      | $772.90       | 0.00%             | 2026-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Brown & Brown, Inc.                                                             | Brown & Brown, Inc.                                                                               | CUSIP: 115236AC5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    5500000 | PA      | $4830669.97   | 0.16%             | 2031-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1706223.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5541 | PA      | $3309.29      | 0.00%             | 2026-09-13      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7959630.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        237 | PA      | $227.33       | 0.00%             | 2026-01-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1614273.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4013 | PA      | $3930.39      | 0.00%             | 2027-01-24      | Fixed         | 14.09%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1997312.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        423 | PA      | $415.32       | 0.00%             | 2026-11-08      | Fixed         | 30.32%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11946533.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4122 | PA      | $4176.61      | 0.00%             | 2026-03-01      | Fixed         | 16.24%                | No            |                  3 | On Loan: No      |
| CACI International, Inc.                                                        | CACI International, Inc.                                                                          | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |     450000 | PA      | $460705.95    | 0.02%             | 2033-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991358540.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        310 | PA      | $22.92        | 0.00%             | 2026-03-15      | Fixed         | 14.98%                | No            |                  3 | On Loan: No      |
| Williams Cos., Inc. (The)                                                       | Williams Cos., Inc. (The)                                                                         | CUSIP: 969457BX7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    3200000 | PA      | $3016285.86   | 0.10%             | 2030-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991103237.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2024-11-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4993884.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2371 | PA      | $0.00         | 0.00%             | 2033-08-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7461465.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1060 | PA      | $550.90       | 0.00%             | 2035-08-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11335531.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6953 | PA      | $7175.49      | 0.00%             | 2027-01-10      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 30 Year                                                                               | CUSIP: 3132DNNC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |          0 | PA      | $0.01         | 0.00%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4850020.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        156 | PA      | $0.00         | 0.00%             | 2033-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6140691.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3669 | PA      | $0.00         | 0.00%             | 2034-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7894898.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1313 | PA      | $455.42       | 0.00%             | 2025-12-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31407SQM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1536 | PA      | $1557.82      | 0.00%             | 2032-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6987258.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1351 | PA      | $6.58         | 0.00%             | 2035-03-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Santander UK Group Holdings plc                                                 | Santander UK Group Holdings plc                                                                   | CUSIP: 80281LAQ8<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    6500000 | PA      | $6328999.89   | 0.21%             | 2027-06-14      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7964254.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        333 | PA      | $302.73       | 0.00%             | 2026-01-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| JH North America Holdings, Inc.                                                 | JH North America Holdings, Inc.                                                                   | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |     175000 | PA      | $175708.58    | 0.01%             | 2031-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31388LQM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      14278 | PA      | $14733.63     | 0.00%             | 2031-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8207770.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2680 | PA      | $1639.25      | 0.00%             | 2026-03-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10606291.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1499 | PA      | $1508.38      | 0.00%             | 2027-01-28      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991174170.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2024-11-25      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 3128KFUZ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        810 | PA      | $848.76       | 0.00%             | 2036-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co.                                                                  | DTE Energy Co.                                                                                    | CUSIP: 233331BJ5<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    6700000 | PA      | $6773121.25   | 0.23%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09132903.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5802 | PA      | $6004.10      | 0.00%             | 2026-06-30      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| JPMorgan Chase & Co.                                                            | JPMorgan Chase & Co.                                                                              | CUSIP: 46647PBJ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   17100000 | PA      | $17046836.96  | 0.57%             | 2031-03-24      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183966000.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2098 | PA      | $2168.88      | 0.00%             | 2026-12-09      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7216608.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        177 | PA      | $19.81        | 0.00%             | 2035-05-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 174293135.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5193 | PA      | $5186.22      | 0.00%             | 2026-02-04      | Fixed         | 14.74%                | No            |                  3 | On Loan: No      |
| Asurion LLC                                                                     | Asurion LLC, First Lien, New CME Term Loan, B11                                                   | CUSIP: 04649VBC3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     537167 | PA      | $533025.47    | 0.02%             | 2028-08-21      | Variable      | 8.71%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1991180.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1255 | PA      | $1237.75      | 0.00%             | 2026-11-08      | Fixed         | 17.58%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1999590.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2553 | PA      | $0.00         | 0.00%             | 2026-11-08      | Fixed         | 31.42%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7105122.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3498 | PA      | $589.07       | 0.00%             | 2035-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6570382.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8264 | PA      | $4.37         | 0.00%             | 2034-10-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| BRAVO Residential Funding Trust                                                 | BRAVO Residential Funding Trust, Series 2023-NQM6, Class A1                                       | CUSIP: 10569DAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1112257 | PA      | $1120212.10   | 0.04%             | 2063-09-25      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09780659.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8687 | PA      | $8806.36      | 0.00%             | 2026-08-10      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5330352.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4757 | PA      | $0.00         | 0.00%             | 2033-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8191128.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8594 | PA      | $7075.66      | 0.00%             | 2026-03-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| AI Aqua Merger Sub, Inc.                                                        | AI Aqua Merger Sub, Inc., First Lien, 2025 Refinancing CME Term Loan, B                           | CUSIP: 00132UAP9<br>LEI: 5493005QMH1D47U26R45 | Long             | LON              | CORP              | US        |     165175 | PA      | $165282.49    | 0.01%             | 2028-07-31      | Variable      | 7.17%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5853107.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1186 | PA      | $0.12         | 0.00%             | 2034-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 30 Year                                                                               | CUSIP: 3133BBTU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |          0 | PA      | $0.00         | 0.00%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance USA Ltd.                                                   | BHP Billiton Finance USA Ltd.                                                                     | CUSIP: 055451BE7<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    6500000 | PA      | $6661538.13   | 0.22%             | 2033-09-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1615250.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        556 | PA      | $549.42       | 0.00%             | 2026-08-24      | Fixed         | 30.57%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5065231.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7752 | PA      | $0.00         | 0.00%             | 2033-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 170762714.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1416 | PA      | $1414.95      | 0.00%             | 2025-10-13      | Fixed         | 16.08%                | No            |                  3 | On Loan: No      |
| Vibrantz Technologies, Inc.                                                     | Vibrantz Technologies, Inc., First Lien, Initial CME Term Loan                                    | CUSIP: 69346EAG2<br>LEI: 549300GYZ1T3S8OPH343 | Long             | LON              | CORP              | US        |     548503 | PA      | $465314.35    | 0.02%             | 2029-04-23      | Variable      | 8.73%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6627196.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        191 | PA      | $0.24         | 0.00%             | 2034-11-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7966164.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2362 | PA      | $2333.36      | 0.00%             | 2026-01-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7555997.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1560 | PA      | $852.39       | 0.00%             | 2025-09-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991119833.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        615 | PA      | $617.70       | 0.00%             | 2026-09-20      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| 1011778 BC ULC                                                                  | 1011778 BC ULC, First Lien, CME Term Loan, B5                                                     | CUSIP: C6901LAM9<br>LEI: 549300RHSHNRWI5LLA86 | Long             | LON              | CORP              | CA        |     744361 | PA      | $743605.38    | 0.02%             | 2030-09-20      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184144008.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6760 | PA      | $6757.29      | 0.00%             | 2026-12-14      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182406475.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3246 | PA      | $0.00         | 0.00%             | 2034-11-03      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6024650.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1830 | PA      | $0.00         | 0.00%             | 2034-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8163239.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1992 | PA      | $1266.54      | 0.00%             | 2026-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09789653.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6006 | PA      | $6240.39      | 0.00%             | 2026-08-10      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7919109.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3587 | PA      | $2367.49      | 0.00%             | 2025-12-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 31283HJM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        729 | PA      | $767.40       | 0.00%             | 2031-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2075148.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1369 | PA      | $1353.15      | 0.00%             | 2026-11-18      | Fixed         | 14.93%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991058895.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2023-11-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991098433.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2028-02-12      | Fixed         | 20.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1994027.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1155 | PA      | $1133.44      | 0.00%             | 2026-11-08      | Fixed         | 31.13%                | No            |                  3 | On Loan: No      |
| Cengage Learning, Inc.                                                          | Cengage Learning, Inc., First Lien, 2024 Refinancing CME Term Loan                                | CUSIP: 15131YAQ8<br>LEI: 549300BYGM0FWUSVXJ88 | Long             | LON              | CORP              | US        |     147309 | PA      | $147443.17    | 0.00%             | 2031-03-24      | Variable      | 7.84%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09355512.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3769 | PA      | $3848.56      | 0.00%             | 2026-06-29      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6577330.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1583 | PA      | $1.50         | 0.00%             | 2034-10-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-08847606.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8263 | PA      | $8324.66      | 0.00%             | 2026-06-04      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991182716.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        104 | PA      | $89.77        | 0.00%             | 2026-01-26      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-58437.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1705598.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        912 | PA      | $900.38       | 0.00%             | 2026-09-21      | Fixed         | 17.01%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2215010.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        797 | PA      | $787.00       | 0.00%             | 2026-12-09      | Fixed         | 21.32%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8204347.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1540 | PA      | $1408.50      | 0.00%             | 2026-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 3128L0SJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      18109 | PA      | $18526.23     | 0.00%             | 2037-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EquipmentShare.com, Inc.                                                        | EquipmentShare.com, Inc.                                                                          | CUSIP: 29450YAA7<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |    6200000 | PA      | $6542091.20   | 0.22%             | 2028-05-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4962054.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8398 | PA      | $0.81         | 0.00%             | 2033-07-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7573833.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        339 | PA      | $292.66       | 0.00%             | 2025-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2221564.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1709 | PA      | $997.02       | 0.00%             | 2026-12-10      | Fixed         | 30.28%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5986301.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1805 | PA      | $0.00         | 0.00%             | 2034-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8156889.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1404 | PA      | $922.55       | 0.00%             | 2026-03-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1618616.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3151 | PA      | $3108.00      | 0.00%             | 2026-08-25      | Fixed         | 21.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4993377.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1027 | PA      | $0.01         | 0.00%             | 2033-08-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5504275.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1678 | PA      | $0.02         | 0.00%             | 2033-12-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184142978.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5633 | PA      | $5644.99      | 0.00%             | 2026-12-14      | Fixed         | 17.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7989591.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        796 | PA      | $784.78       | 0.00%             | 2026-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09940038.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8009 | PA      | $8308.96      | 0.00%             | 2027-01-29      | Fixed         | 17.49%                | 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        |     468021 | PA      | $447575.50    | 0.01%             | 2028-05-03      | Variable      | 8.61%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8143369.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1118 | PA      | $1004.58      | 0.00%             | 2026-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1616102.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2579 | PA      | $182.43       | 0.00%             | 2027-06-24      | Fixed         | 32.95%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991113469.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2029-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7580080.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1487 | PA      | $1082.27      | 0.00%             | 2025-09-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8024716.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        791 | PA      | $774.83       | 0.00%             | 2026-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7851095.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      24397 | PA      | $14000.39     | 0.00%             | 2025-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1990756.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3627 | PA      | $3537.17      | 0.00%             | 2026-11-08      | Fixed         | 7.18%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, Series 2024-82, Class FE                                                                    | CUSIP: 3136BTGC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   12963506 | PA      | $12910285.57  | 0.43%             | 2054-11-25      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5582775.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        565 | PA      | $0.01         | 0.00%             | 2033-12-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4660081.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        422 | PA      | $0.02         | 0.00%             | 2033-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8049639.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2363 | PA      | $49.68        | 0.00%             | 2026-02-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1619311.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1714 | PA      | $1696.63      | 0.00%             | 2026-08-25      | Fixed         | 16.02%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1995379.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2403 | PA      | $2354.93      | 0.00%             | 2026-11-08      | Fixed         | 15.15%                | 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        |     115120 | PA      | $107780.90    | 0.00%             | 2029-04-02      | Variable      | 8.71%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11277516.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10400 | PA      | $10789.78     | 0.00%             | 2027-01-18      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5778637.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        745 | PA      | $0.00         | 0.00%             | 2034-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UTEX Industries, Inc.                                                           | UTEX Industries, Inc.                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | US        |        415 | NS      | $0.69         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7637460.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3871 | PA      | $66.47        | 0.00%             | 2025-09-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5893120.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3245 | PA      | $0.00         | 0.00%             | 2034-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 171130012.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        771 | PA      | $771.40       | 0.00%             | 2025-10-09      | Fixed         | 17.30%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4891423.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3072 | PA      | $0.19         | 0.00%             | 2033-07-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 31283H6F7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       3590 | PA      | $3679.84      | 0.00%             | 2035-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2214500.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14877 | PA      | $2176.39      | 0.00%             | 2026-12-09      | Fixed         | 18.31%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09201816.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2697 | PA      | $2810.74      | 0.00%             | 2026-06-28      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7601738.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        750 | PA      | $490.26       | 0.00%             | 2025-09-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4744012.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2527 | PA      | $0.04         | 0.00%             | 2033-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6464461.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        634 | PA      | $0.00         | 0.00%             | 2034-09-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7804032.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11342 | PA      | $3338.86      | 0.00%             | 2025-11-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Benchmark Mortgage Trust                                                        | Benchmark Mortgage Trust, Series 2025-V13, Class XA                                               | CUSIP: 08164ABA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   47837000 | PA      | $1610973.16   | 0.05%             | 2058-02-15      | Variable      | 0.91%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5795334.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2288 | PA      | $0.00         | 0.00%             | 2034-02-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Notes                                                                               | CUSIP: 91282CEN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   33300000 | PA      | $32615788.90  | 1.09%             | 2027-04-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1879834.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8012 | PA      | $5583.96      | 0.00%             | 2026-10-19      | Fixed         | 11.35%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8162625.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1609 | PA      | $1450.39      | 0.00%             | 2026-03-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5614043.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        260 | PA      | $0.15         | 0.00%             | 2034-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6013463.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5991 | PA      | $0.16         | 0.00%             | 2034-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6275869.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9200 | PA      | $0.00         | 0.00%             | 2034-07-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1617363.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2482 | PA      | $2457.94      | 0.00%             | 2026-08-24      | Fixed         | 23.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8084851.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3629 | PA      | $3459.51      | 0.00%             | 2026-02-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5587763.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13450 | PA      | $0.00         | 0.00%             | 2033-12-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991267836.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2029-11-17      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2074803.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4536 | PA      | $4486.95      | 0.00%             | 2026-11-18      | Fixed         | 18.88%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11799543.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2044 | PA      | $2063.94      | 0.00%             | 2026-04-12      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991115984.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2027-12-18      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991266262.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1305 | PA      | $756.70       | 0.00%             | 2028-07-16      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1879167.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        351 | PA      | $345.23       | 0.00%             | 2026-10-19      | Fixed         | 25.80%                | No            |                  3 | On Loan: No      |
| Romania                                                                         | Romania Government Bond                                                                           | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |    1430000 | PA      | $1390156.50   | 0.05%             | 2027-02-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991255805.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2028-01-17      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7347634.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        293 | PA      | $54.49        | 0.00%             | 2035-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Core & Main LP                                                                  | Core & Main LP, First Lien, CME Term Loan, D                                                      | CUSIP: 40416VAG0<br>LEI: 549300ZSLF8Q660SCD17 | Long             | LON              | CORP              | US        |     329378 | PA      | $330886.05    | 0.01%             | 2028-07-27      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184298012.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2040 | PA      | $2047.83      | 0.00%             | 2026-12-30      | Fixed         | 18.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5097173.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        729 | PA      | $0.00         | 0.00%             | 2033-09-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7653005.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        762 | PA      | $488.61       | 0.00%             | 2025-10-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5167306.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         63 | PA      | $0.18         | 0.00%             | 2033-10-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6062202.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3703 | PA      | $0.16         | 0.00%             | 2034-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183877324.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14815 | PA      | $14770.25     | 0.00%             | 2026-12-06      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6220236.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        668 | PA      | $0.00         | 0.00%             | 2034-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Symphony CLO XXIII Ltd.                                                         | Symphony CLO XXIII Ltd., Series 2020-23A, Class AR2                                               | CUSIP: 87167NDL6<br>LEI: 54930001DQI1CFLYVB48 | Long             | ABS-CBDO         | CORP              | KY        |    6129920 | PA      | $6124437.78   | 0.20%             | 2034-01-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Dryden 68 CLO Ltd.                                                              | Dryden 68 CLO Ltd., Series 2019-68A, Class ARR                                                    | CUSIP: 26252QAS1<br>LEI: 254900MX6QAMC9XBAB53 | Long             | ABS-CBDO         | CORP              | KY        |   10600000 | PA      | $10607520.16  | 0.35%             | 2035-07-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7443538.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2405 | PA      | $1683.64      | 0.00%             | 2035-07-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1989606.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1410 | PA      | $1390.65      | 0.00%             | 2026-11-08      | Fixed         | 16.90%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7604419.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        212 | PA      | $5.85         | 0.00%             | 2025-09-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Carlyle Global Market Strategies CLO Ltd.                                       | Carlyle Global Market Strategies CLO Ltd., Series 2015-4A, Class A1RR                             | CUSIP: 14311NAU8<br>LEI: 549300Q4PPEXLDSOKL32 | Long             | ABS-CBDO         | CORP              | KY        |    8453710 | PA      | $8464056.01   | 0.28%             | 2032-07-20      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1706179.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        460 | PA      | $452.20       | 0.00%             | 2026-09-13      | Fixed         | 25.28%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6516876.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3687 | PA      | $0.00         | 0.00%             | 2034-09-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                             | CDI                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   19500000 | PA      | $267479.76    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31418EE30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          0 | PA      | $0.00         | 0.00%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1880423.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3400 | PA      | $3339.42      | 0.00%             | 2027-03-19      | Fixed         | 25.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6978300.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      21968 | PA      | $195.52       | 0.00%             | 2035-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Citigroup, Inc.                                                                 | Citigroup, Inc.                                                                                   | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   16100000 | PA      | $14425456.55  | 0.48%             | 2033-01-25      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5992494.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         30 | PA      | $0.04         | 0.00%             | 2034-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Cross Mortgage Trust                                                            | Cross Mortgage Trust, Series 2024-H1, Class A1                                                    | CUSIP: 22757AAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     957703 | PA      | $962576.40    | 0.03%             | 2068-12-25      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| Bausch + Lomb Corp.                                                             | Bausch + Lomb Corp., First Lien, Initial Term Loan                                                | CUSIP: C0787FAB8<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |     509848 | PA      | $512651.88    | 0.02%             | 2027-05-10      | Variable      | 7.68%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6867693.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7462 | PA      | $40.49        | 0.00%             | 2035-01-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991237888.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        124 | PA      | $124.65       | 0.00%             | 2025-11-15      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184198353.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14954 | PA      | $5728.51      | 0.00%             | 2026-12-15      | Fixed         | 14.01%                | No            |                  3 | On Loan: No      |
| Valaris Ltd.                                                                    | Valaris Ltd.                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |       2435 | NS      | $118414.05    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Starbucks Corp.                                                                 | Starbucks Corp.                                                                                   | CUSIP: 855244AZ2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2261576.75   | 0.08%             | 2030-11-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7622285.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2465 | PA      | $67.04        | 0.00%             | 2025-09-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7766724.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2106 | PA      | $1340.46      | 0.00%             | 2025-11-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                             | CDIT                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   31300000 | PA      | $788098.77    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7584863.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14320 | PA      | $279.02       | 0.00%             | 2025-09-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8003194.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6749 | PA      | $5234.41      | 0.00%             | 2026-01-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183391565.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2603 | PA      | $2679.22      | 0.00%             | 2026-11-19      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4964207.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        872 | PA      | $0.06         | 0.00%             | 2033-08-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991100486.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2027-12-19      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA Connecticut Avenue Securities Trust, Series 2017-C06, Class 2M2                              | CUSIP: 30711XSX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    1655532 | PA      | $1685766.78   | 0.06%             | 2030-02-25      | Floating      | 7.26%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2073506.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        510 | PA      | $36.42        | 0.00%             | 2026-11-18      | Fixed         | 30.43%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1880356.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1216 | PA      | $1197.17      | 0.00%             | 2027-03-19      | Fixed         | 28.86%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6791327.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        647 | PA      | $1.82         | 0.00%             | 2034-12-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Bombardier, Inc.                                                                | Bombardier, Inc.                                                                                  | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     975000 | PA      | $1003344.23   | 0.03%             | 2033-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8144690.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9821 | PA      | $9446.52      | 0.00%             | 2026-03-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11395641.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3110 | PA      | $3118.29      | 0.00%             | 2026-11-14      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2219745.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1031 | PA      | $1012.78      | 0.00%             | 2026-12-10      | Fixed         | 31.03%                | No            |                  3 | On Loan: No      |
| CIM Trust                                                                       | CIM Trust, Series 2018-INV1, Class A4                                                             | CUSIP: 12553XAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     878996 | PA      | $820349.18    | 0.03%             | 2048-08-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2073150.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5078 | PA      | $4956.94      | 0.00%             | 2026-11-18      | Fixed         | 9.42%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31371JPX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        665 | PA      | $688.54       | 0.00%             | 2030-09-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7920288.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        613 | PA      | $605.71       | 0.00%             | 2025-12-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 15 Year                                                                               | CUSIP: 3132D6BR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |          0 | PA      | $0.01         | 0.00%             | 2037-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7905884.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        810 | PA      | $288.76       | 0.00%             | 2025-12-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4790013.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        130 | PA      | $0.10         | 0.00%             | 2033-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA or FHLMC                                                                   | Uniform Mortgage-Backed Securities                                                                | CUSIP: 01F040685<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   31480000 | PA      | $29038397.35  | 0.97%             | 2055-08-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Buckhorn Park CLO Ltd.                                                          | Buckhorn Park CLO Ltd., Series 2019-1A, Class ARR                                                 | CUSIP: 118382BA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4120000 | PA      | $4124076.16   | 0.14%             | 2034-07-18      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31418EB90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          0 | PA      | $0.00         | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                                                       | Corebridge Global Funding                                                                         | CUSIP: 00138CAV0<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    3400000 | PA      | $3530845.23   | 0.12%             | 2028-09-19      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991089483.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        142 | PA      | $140.97       | 0.00%             | 2028-11-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2073949.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1779 | PA      | $1218.63      | 0.00%             | 2026-11-18      | Fixed         | 13.85%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12222310.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      21734 | PA      | $22703.80     | 0.00%             | 2027-09-21      | Fixed         | 18.24%                | No            |                  3 | On Loan: No      |
| Motorola Solutions, Inc.                                                        | Motorola Solutions, Inc.                                                                          | CUSIP: 620076BU2<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |   16800000 | PA      | $15089976.55  | 0.50%             | 2031-05-24      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2074869.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        467 | PA      | $422.89       | 0.00%             | 2026-11-18      | Fixed         | 22.90%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10682190.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7042 | PA      | $7322.40      | 0.00%             | 2026-10-09      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5670099.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1442 | PA      | $0.00         | 0.00%             | 2034-01-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7237384.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5724 | PA      | $90.61        | 0.00%             | 2035-05-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8195862.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4186 | PA      | $4119.48      | 0.00%             | 2026-03-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC STACR REMIC Trust, Series 2025-DNA1, Class A1                                               | CUSIP: 35564NFY4<br>LEI: 529900WZAMS87JCAOC53 | Long             | ABS-MBS          | CORP              | US        |    3284088 | PA      | $3287984.73   | 0.11%             | 2045-01-25      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 36 Ltd.                                             | Octagon Investment Partners 36 Ltd., Series 2018-1A, Class A1                                     | CUSIP: 67591UAC1<br>LEI: 549300S890TBOLY1D042 | Long             | ABS-CBDO         | CORP              | KY        |    5333462 | PA      | $5339088.98   | 0.18%             | 2031-04-15      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183524584.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3278 | PA      | $3299.84      | 0.00%             | 2026-11-26      | Fixed         | 13.19%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2045168.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3677 | PA      | $1089.63      | 0.00%             | 2026-11-18      | Fixed         | 25.61%                | No            |                  3 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                                               | Corp. Nacional del Cobre de Chile                                                                 | CUSIP: 21987BBC1<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | NUSS              | CL        |     900000 | PA      | $842720.61    | 0.03%             | 2031-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                   | Uniform Mortgage-Backed Securities                                                                | CUSIP: 01F022683<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   87290000 | PA      | $71537506.06  | 2.38%             | 2055-08-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                   | Uniform Mortgage-Backed Securities                                                                | CUSIP: 01F020687<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   80530000 | PA      | $63019082.48  | 2.10%             | 2055-08-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8164748.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4166 | PA      | $2149.25      | 0.00%             | 2026-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991146278.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2024-11-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183805030.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13454 | PA      | $13167.65     | 0.00%             | 2027-06-16      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| N/A                                                                             | CDIO                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        | -111300000 | PA      | $-165251.64   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6501697.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        661 | PA      | $30.74        | 0.00%             | 2034-09-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5047833.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3738 | PA      | $0.00         | 0.00%             | 2033-08-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7391369.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        343 | PA      | $227.63       | 0.00%             | 2035-07-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10561719.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        958 | PA      | $962.66       | 0.00%             | 2025-09-20      | Fixed         | 12.74%                | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 30 Year                                                                               | CUSIP: 3133KNQU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |          0 | PA      | $0.02         | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10525907.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6355 | PA      | $2143.62      | 0.00%             | 2026-09-15      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183726564.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      16250 | PA      | $0.00         | 0.00%             | 2026-12-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991100555.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        290 | PA      | $295.90       | 0.00%             | 2025-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11254936.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        687 | PA      | $685.64       | 0.00%             | 2028-03-17      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991118441.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2029-11-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Octagon Investment Partners 36 Ltd.                                             | Octagon Investment Partners 36 Ltd., Series 2018-1A, Class A2                                     | CUSIP: 67591UAE7<br>LEI: 549300S890TBOLY1D042 | Long             | ABS-CBDO         | CORP              | KY        |    8500000 | PA      | $8515336.66   | 0.28%             | 2031-04-15      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5823402.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      16653 | PA      | $0.00         | 0.00%             | 2034-02-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Angel Oak Mortgage Trust                                                        | Angel Oak Mortgage Trust, Series 2025-HB1, Class A1                                               | CUSIP: 034936AA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2020866 | PA      | $2038152.91   | 0.07%             | 2055-02-25      | Floating      | 6.15%                 | No            |                  2 | 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        |    1100000 | PA      | $1124800.75   | 0.04%             | 2032-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8207378.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2020 | PA      | $1987.12      | 0.00%             | 2026-03-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7675149.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        244 | PA      | $240.07       | 0.00%             | 2025-10-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11391376.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12201 | PA      | $12734.41     | 0.00%             | 2027-03-31      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1615164.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2918 | PA      | $2966.50      | 0.00%             | 2026-08-13      | Fixed         | 17.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8215377.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8091 | PA      | $7702.01      | 0.00%             | 2026-03-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5531634.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      16877 | PA      | $0.00         | 0.00%             | 2033-12-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1988462.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2265 | PA      | $2234.94      | 0.00%             | 2026-11-08      | Fixed         | 20.81%                | No            |                  3 | On Loan: No      |
| Golden State Foods                                                              | Golden State Foods LLC, First Lien, Initial CME Term Loan                                         | CUSIP: 38121NAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     151402 | PA      | $152407.41    | 0.01%             | 2031-12-04      | Variable      | 8.59%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1991281.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        821 | PA      | $805.52       | 0.00%             | 2026-11-08      | Fixed         | 20.82%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7792716.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        747 | PA      | $681.55       | 0.00%             | 2025-11-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6453792.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10859 | PA      | $10.48        | 0.00%             | 2034-09-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7321814.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        148 | PA      | $98.82        | 0.00%             | 2035-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1703542.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9910 | PA      | $9742.59      | 0.00%             | 2026-09-13      | Fixed         | 31.45%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6719237.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4055 | PA      | $7.23         | 0.00%             | 2034-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7993240.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        291 | PA      | $285.36       | 0.00%             | 2026-01-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1988381.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        949 | PA      | $930.82       | 0.00%             | 2026-11-08      | Fixed         | 31.18%                | No            |                  3 | On Loan: No      |

### Signature

**Date Signed:** 2025-09-02

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

**Signature:** Monica Krogh

**Name of Signer:** Monica Krogh

**Title:** Assistant Treasurer