# EDGAR Filing Document

**Accession Number:** 0000872625
**File Stem:** 0002071691-25-009353
**Filing Date:** 2025-12
**Character Count:** 2021594
**Document Hash:** 8514bea06d84abb89f58e8f3bac54d6f
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-25-009353.hdr.sgml**: 20251223

**ACCESSION NUMBER**: 0002071691-25-009353

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251223

**DATE AS OF CHANGE**: 20251223

**PERIOD START**: 20260430

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-06243
- **FILM NUMBER:** 251595261

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

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** San Mateo

  - **State:** CA

  - **Foreign country:** US

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

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 2026-04-30

- **b. Date as of which information is reported:** 2025-10-31

**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:** $3140852397.58

**Total Liabilities:** $583774256.47

**Net Assets:** $2557078141.11

**Delayed Delivery Securities:** $578771059.18

**Cash Not Reported:** $429443.09

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -2496.66000000 | **1-Year:** -54569.68000000 | **5-Year:** -239226.12000000 | **10-Year:** -269438.06000000 | **30-Year:** -419834.39000000

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

- **3-Month:** -76.63000000 | **1-Year:** -14429.04000000 | **5-Year:** -51093.52000000 | **10-Year:** -172329.52000000 | **30-Year:** -91953.89000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000018624 | 1.09%                | 1.09%                | 0.59%                |
| Class ID C000128861 | 1.14%                | 1.13%                | 0.64%                |
| Class ID C000018620 | 1.23%                | 0.98%                | 0.61%                |
| Class ID C000018623 | 1.13%                | 1.12%                | 0.51%                |
| Class ID C000018622 | 1.19%                | 1.06%                | 0.46%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $4093837.85              | $16500343.77                               |
| Month 2  | $6157620.62              | $8611809.21                                |
| Month 3  | $-190568.43              | $3917253.65                                |

**Designated Index Information**

- **Index Name:** Bloomberg US Aggregate

- **Index Identifier:** BM0838

### Schedule of Portfolio Investments

| Name                                                                            | Title                                                                                             | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Block, Inc.                                                                     | Block, Inc., 8837944.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12669 | PA      | $12327.05     | 0.00%             | 2026-09-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7991634.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2046 | PA      | $1953.48      | 0.00%             | 2026-01-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7875298.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2494 | PA      | $1506.32      | 0.00%             | 2025-12-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-15105817.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8818 | PA      | $8941.35      | 0.00%             | 2027-07-15      | Fixed         | 11.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6220625.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8814 | PA      | $0.00         | 0.00%             | 2034-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7317981.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1348 | PA      | $8.05         | 0.00%             | 2035-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8147240.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1813 | PA      | $1642.66      | 0.00%             | 2026-03-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8520700.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1082 | PA      | $1062.40      | 0.00%             | 2026-06-22      | None          | 0.00%                 | 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        |  38517222 | PA      | $1473148.94   | 0.06%             | 2057-12-15      | Variable      | 1.06%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8228042.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12193 | PA      | $7825.88      | 0.00%             | 2026-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8674744.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       945 | PA      | $557.29       | 0.00%             | 2026-07-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5956268.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       609 | PA      | $0.06         | 0.00%             | 2034-04-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8488107.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       635 | PA      | $630.16       | 0.00%             | 2026-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6904822.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       285 | PA      | $0.70         | 0.00%             | 2035-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2022-78                                                                              | CUSIP: 38383P6D8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  24147465 | PA      | $4105728.35   | 0.16%             | 2051-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8985684.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1602 | PA      | $1419.55      | 0.00%             | 2026-10-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2197844.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1457 | PA      | $1428.04      | 0.00%             | 2026-12-07      | Fixed         | 25.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2409900.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       376 | PA      | $369.49       | 0.00%             | 2027-01-11      | Fixed         | 25.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8370406.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1367 | PA      | $1181.10      | 0.00%             | 2026-05-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 31297DT40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     96220 | PA      | $100408.14    | 0.00%             | 2034-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Allwyn Entertainment Financing UK plc                                           | Allwyn Entertainment Financing UK plc                                                             | CUSIP: 02007VAA8<br>LEI: 315700J7ZTIN8XGCX365 | Long             | DBT              | CORP              | GB        |   4400000 | PA      | $4567314.40   | 0.18%             | 2029-04-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6946078.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       598 | PA      | $84.90        | 0.00%             | 2035-02-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5945214.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       656 | PA      | $0.00         | 0.00%             | 2034-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8865424.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1204 | PA      | $1178.36      | 0.00%             | 2026-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6162505.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1966 | PA      | $0.04         | 0.00%             | 2034-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 3128M6XL7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8043 | PA      | $8260.29      | 0.00%             | 2038-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7224254.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3635 | PA      | $282.04       | 0.00%             | 2035-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Bellemeade Re Ltd.                                                              | Bellemeade Re Ltd., Series 2021-3A, Class B1                                                      | CUSIP: 078777AF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |   2675000 | PA      | $2768830.98   | 0.11%             | 2031-09-25      | Floating      | 8.03%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8875536.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3437 | PA      | $3212.38      | 0.00%             | 2026-09-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8779383.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1518 | PA      | $1504.34      | 0.00%             | 2026-08-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8904679.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1302 | PA      | $1121.93      | 0.00%             | 2026-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8362438.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       662 | PA      | $652.68       | 0.00%             | 2026-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Constellation Energy Generation LLC                                             | Constellation Energy Generation LLC                                                               | CUSIP: 210385AD2<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2177110.76   | 0.09%             | 2034-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8298055.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1646 | PA      | $1198.92      | 0.00%             | 2026-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8337108.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1381 | PA      | $1371.23      | 0.00%             | 2026-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31407PYK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20380 | PA      | $21167.83     | 0.00%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7067874.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3096 | PA      | $7.33         | 0.00%             | 2035-03-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2633500.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1929 | PA      | $1894.29      | 0.00%             | 2027-02-15      | Fixed         | 22.28%                | No            |                  3 | On Loan: No      |
| PVH Corp.                                                                       | PVH Corp.                                                                                         | CUSIP: 693656AE0<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | DBT              | CORP              | US        |    338000 | PA      | $344410.72    | 0.01%             | 2030-06-13      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 36202DZF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     24768 | PA      | $25327.59     | 0.00%             | 2033-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991638924.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-01-27      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7882617.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1115 | PA      | $1001.51      | 0.00%             | 2025-12-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-16640455.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9737 | PA      | $9870.72      | 0.00%             | 2027-09-05      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6147104.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2958 | PA      | $0.60         | 0.00%             | 2034-05-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6169262.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       142 | PA      | $0.01         | 0.00%             | 2034-05-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5832576.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       117 | PA      | $0.01         | 0.00%             | 2034-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7725775.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3004 | PA      | $95.04        | 0.00%             | 2035-10-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12345261.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8723 | PA      | $8998.36      | 0.00%             | 2027-03-22      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8370594.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       358 | PA      | $7.92         | 0.00%             | 2026-05-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6608375.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1568 | PA      | $0.00         | 0.00%             | 2034-10-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8016674.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       437 | PA      | $416.84       | 0.00%             | 2026-01-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8540394.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1755 | PA      | $1720.74      | 0.00%             | 2026-06-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5813462.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1394 | PA      | $0.08         | 0.00%             | 2034-02-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2635199.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2519 | PA      | $2477.69      | 0.00%             | 2027-02-15      | Fixed         | 26.23%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5541083.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       114 | PA      | $0.00         | 0.00%             | 2033-12-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7910935.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       896 | PA      | $839.34       | 0.00%             | 2025-12-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7134939.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9292 | PA      | $34.60        | 0.00%             | 2035-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| ONEOK, Inc.                                                                     | ONEOK, Inc.                                                                                       | CUSIP: 682680CM3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1739066.43   | 0.07%             | 2028-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8373052.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2470 | PA      | $51.13        | 0.00%             | 2026-05-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6843667.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     32216 | PA      | $11.41        | 0.00%             | 2035-01-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7054612.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5385 | PA      | $10.14        | 0.00%             | 2035-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7204933.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       381 | PA      | $1.38         | 0.00%             | 2035-05-09      | None          | 0.00%                 | No            |                  3 | 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        |    273664 | PA      | $275717.66    | 0.01%             | 2030-12-23      | Variable      | 7.47%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2420156.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2252 | PA      | $158.99       | 0.00%             | 2027-06-12      | Fixed         | 31.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8881804.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2884 | PA      | $2807.78      | 0.00%             | 2026-09-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2645113.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3317 | PA      | $3240.25      | 0.00%             | 2027-07-17      | Fixed         | 10.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8650857.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33982 | PA      | $33133.02     | 0.00%             | 2026-07-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2006918.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9626 | PA      | $9457.83      | 0.00%             | 2026-11-09      | Fixed         | 18.03%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5893815.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1195 | PA      | $0.03         | 0.00%             | 2034-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| 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        |   3750055 | PA      | $3688712.64   | 0.14%             | 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        |   2018794 | PA      | $2025843.17   | 0.08%             | 2056-05-25      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1872784.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2014 | PA      | $1983.93      | 0.00%             | 2026-10-18      | Fixed         | 25.04%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2198165.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       406 | PA      | $398.85       | 0.00%             | 2026-12-16      | Fixed         | 14.07%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2418009.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3522 | PA      | $3441.90      | 0.00%             | 2027-01-12      | Fixed         | 9.08%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8662975.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2002 | PA      | $1902.01      | 0.00%             | 2026-07-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8070499.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       846 | PA      | $420.85       | 0.00%             | 2026-02-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7573640.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3544 | PA      | $37.91        | 0.00%             | 2035-09-07      | 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        |   1211367 | PA      | $1214294.95   | 0.05%             | 2045-02-25      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA I, Single-family, 30 Year                                                                    | CUSIP: 36291LXE0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1597 | PA      | $1647.77      | 0.00%             | 2034-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991883200.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        92 | PA      | $92.97        | 0.00%             | 2026-01-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 3128MJCJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     32008 | PA      | $32866.03     | 0.00%             | 2035-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 36202DKW0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4702 | PA      | $4847.24      | 0.00%             | 2030-12-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2200463.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       525 | PA      | $83.62        | 0.00%             | 2026-12-08      | Fixed         | 28.91%                | No            |                  3 | On Loan: No      |
| Adient Global Holdings Ltd.                                                     | Adient Global Holdings Ltd.                                                                       | CUSIP: 00687YAB1<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |   2000000 | PA      | $2048562.00   | 0.08%             | 2028-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2199663.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2456 | PA      | $400.78       | 0.00%             | 2026-12-07      | Fixed         | 19.69%                | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA I, Single-family, 30 Year                                                                    | CUSIP: 36291PY34<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     21516 | PA      | $21800.52     | 0.00%             | 2034-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6259695.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2225 | PA      | $0.00         | 0.00%             | 2034-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7560015.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1773 | PA      | $30.87        | 0.00%             | 2035-09-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31402UYG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8352 | PA      | $8517.82      | 0.00%             | 2033-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8452856.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       370 | PA      | $362.50       | 0.00%             | 2026-06-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 21H0626B8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  23635000 | PA      | $24370964.36  | 0.95%             | 2055-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7950936.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6771 | PA      | $4756.01      | 0.00%             | 2026-01-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8824115.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3843 | PA      | $3759.58      | 0.00%             | 2026-09-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8927566.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6399 | PA      | $817.42       | 0.00%             | 2026-10-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 9005815.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       123 | PA      | $118.99       | 0.00%             | 2026-10-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8008266.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       232 | PA      | $5.72         | 0.00%             | 2026-01-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7830023.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11412 | PA      | $557.11       | 0.00%             | 2035-11-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8925548.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5133 | PA      | $4060.92      | 0.00%             | 2026-10-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8787992.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7397 | PA      | $7317.80      | 0.00%             | 2026-08-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| CHS/Community Health Systems, Inc.                                              | CHS/Community Health Systems, Inc.                                                                | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1079280.00   | 0.04%             | 2032-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 20 Year                                                                          | CUSIP: 3128CULH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2679 | PA      | $2685.77      | 0.00%             | 2027-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8405508.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1884 | PA      | $1364.90      | 0.00%             | 2026-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2079136.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5038 | PA      | $4959.71      | 0.00%             | 2026-11-19      | Fixed         | 19.70%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7511680.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5184 | PA      | $43.81        | 0.00%             | 2035-08-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2199879.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3566 | PA      | $3504.51      | 0.00%             | 2026-12-07      | Fixed         | 16.31%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1658080.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3901 | PA      | $3919.58      | 0.00%             | 2026-11-08      | Fixed         | 14.63%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8930246.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2346 | PA      | $2263.79      | 0.00%             | 2026-10-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12125835.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       207 | PA      | $205.36       | 0.00%             | 2027-03-07      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8647548.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2765 | PA      | $2517.17      | 0.00%             | 2026-07-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6382243.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     40502 | PA      | $0.00         | 0.00%             | 2034-08-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8881298.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1303 | PA      | $1285.60      | 0.00%             | 2026-09-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Bausch + Lomb Corp.                                                             | Bausch + Lomb Corp.                                                                               | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |   4000000 | PA      | $4185000.00   | 0.16%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8644628.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       966 | PA      | $938.17       | 0.00%             | 2026-07-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP                                                                                           | CUSIP: 55336VBY5<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   9100000 | PA      | $9169095.48   | 0.36%             | 2035-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1687146.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3440 | PA      | $3432.96      | 0.00%             | 2026-12-16      | Fixed         | 11.43%                | No            |                  3 | On Loan: No      |
| Boeing Co. (The)                                                                | Boeing Co. (The)                                                                                  | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4796203.85   | 0.19%             | 2031-02-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 21H0426B0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  23000000 | PA      | $22451306.48  | 0.88%             | 2055-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2638277.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1802 | PA      | $1783.31      | 0.00%             | 2027-02-16      | Fixed         | 18.32%                | No            |                  3 | On Loan: No      |
| Cablevision Lightpath LLC                                                       | Cablevision Lightpath LLC                                                                         | CUSIP: 12687GAA7<br>LEI: 5493002ZVBLRLGES1R71 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1960888.40   | 0.08%             | 2027-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                         | CUSIP: 00774MAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   7700000 | PA      | $6950516.96   | 0.27%             | 2033-10-29      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5172517.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3231 | PA      | $0.01         | 0.00%             | 2033-10-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6684387.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1197 | PA      | $0.00         | 0.00%             | 2034-11-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Verus Securitization Trust                                                      | Verus Securitization Trust, Series 2024-4, Class A1                                               | CUSIP: 92540GAA6<br>LEI: 213800WNY873LW1L3M73 | Long             | ABS-MBS          | CORP              | US        |   1563664 | PA      | $1586156.91   | 0.06%             | 2069-06-25      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7791025.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6874 | PA      | $3205.98      | 0.00%             | 2035-11-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2413018.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       426 | PA      | $418.51       | 0.00%             | 2027-06-11      | Fixed         | 30.69%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7191961.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        67 | PA      | $20.54        | 0.00%             | 2035-05-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Electricite de France SA                                                        | Electricite de France SA                                                                          | CUSIP: 28504DAB9<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | NUSS              | FR        |   1700000 | PA      | $1755742.08   | 0.07%             | 2028-05-23      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8882391.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6771 | PA      | $6629.57      | 0.00%             | 2026-09-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8319657.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16368 | PA      | $315.85       | 0.00%             | 2026-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2639543.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3374 | PA      | $3311.48      | 0.00%             | 2027-02-16      | Fixed         | 14.06%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8286845.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1221 | PA      | $25.27        | 0.00%             | 2026-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8317207.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3274 | PA      | $2971.78      | 0.00%             | 2026-04-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1603532.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2635 | PA      | $2672.30      | 0.00%             | 2026-08-12      | Fixed         | 20.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8163826.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       682 | PA      | $325.67       | 0.00%             | 2026-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1711582.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8101 | PA      | $7970.82      | 0.00%             | 2026-09-14      | Fixed         | 25.87%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8097211.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2164 | PA      | $1290.13      | 0.00%             | 2026-02-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8048220.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       774 | PA      | $624.62       | 0.00%             | 2026-02-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6508534.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3125 | PA      | $0.00         | 0.00%             | 2034-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8361678.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1017 | PA      | $826.23       | 0.00%             | 2026-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Great Canadian Gaming Corp.                                                     | Great Canadian Gaming Corp., First Lien, CME Term Loan, B                                         | CUSIP: C4111RAJ4<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    522990 | PA      | $521356.02    | 0.02%             | 2029-11-01      | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2644980.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       588 | PA      | $577.53       | 0.00%             | 2027-02-17      | Fixed         | 12.95%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8948714.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7533 | PA      | $6983.19      | 0.00%             | 2026-10-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991777615.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2006560.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3554 | PA      | $3485.65      | 0.00%             | 2027-04-09      | Fixed         | 24.67%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8336735.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1175 | PA      | $1151.81      | 0.00%             | 2026-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| JPMorgan Chase & Co.                                                            | JPMorgan Chase & Co.                                                                              | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3400000 | PA      | $3012968.14   | 0.12%             | 2032-02-04      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12459441.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7069 | PA      | $1445.97      | 0.00%             | 2027-03-11      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8913217.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3959 | PA      | $3825.32      | 0.00%             | 2026-10-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8897804.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7405 | PA      | $7098.18      | 0.00%             | 2026-09-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                           | Wells Fargo Commercial Mortgage Trust, Series 2016-C32, Class B                                   | CUSIP: 94989YBE2<br>LEI: 549300VOKB4Z9J8DIM89 | Long             | ABS-MBS          | CORP              | US        |   1698000 | PA      | $1669786.54   | 0.07%             | 2059-01-15      | Variable      | 4.68%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6220586.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3429 | PA      | $0.00         | 0.00%             | 2034-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8301755.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4584 | PA      | $92.19        | 0.00%             | 2026-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7062421.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       896 | PA      | $2.22         | 0.00%             | 2035-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991588559.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         3 | PA      | $3.20         | 0.00%             | 2030-10-17      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8844709.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3218 | PA      | $3108.86      | 0.00%             | 2026-09-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8873955.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       288 | PA      | $228.89       | 0.00%             | 2026-09-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5377620.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13408 | PA      | $1.52         | 0.00%             | 2033-11-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991816825.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2028-01-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2203667.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5181 | PA      | $5081.40      | 0.00%             | 2026-12-14      | Fixed         | 23.01%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8621035.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1808 | PA      | $31.22        | 0.00%             | 2026-07-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5131669.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22967 | PA      | $0.23         | 0.00%             | 2033-10-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6010572.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6145 | PA      | $0.10         | 0.00%             | 2034-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC, Series 5529, Class EI                                                                      | CUSIP: 3137HKUM4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  19857208 | PA      | $4401651.99   | 0.17%             | 2051-11-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Flex Ltd.                                                                       | Flex Ltd.                                                                                         | CUSIP: 33938XAB1<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |   7100000 | PA      | $7192620.14   | 0.28%             | 2030-05-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| McGraw-Hill Education, Inc.                                                     | McGraw-Hill Education, Inc.                                                                       | CUSIP: 58064LAA2<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4108832.00   | 0.16%             | 2031-09-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5832209.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26120 | PA      | $0.00         | 0.00%             | 2034-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Meta Platforms, Inc.                                                            | Meta Platforms, Inc.                                                                              | CUSIP: 30303MAC6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   2115000 | PA      | $2126251.76   | 0.08%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2201876.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       388 | PA      | $380.63       | 0.00%             | 2026-12-08      | Fixed         | 24.84%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2079921.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1622 | PA      | $264.42       | 0.00%             | 2027-04-19      | Fixed         | 29.67%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8249656.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1858 | PA      | $1836.70      | 0.00%             | 2026-04-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                              | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2013-C10, Class C                      | CUSIP: 61762MCB5<br>LEI: 549300P1YQ48837ZOI22 | Long             | ABS-MBS          | CORP              | US        |   4935000 | PA      | $4560129.50   | 0.18%             | 2046-07-15      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8898801.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       961 | PA      | $939.76       | 0.00%             | 2026-09-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8951448.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       765 | PA      | $750.86       | 0.00%             | 2026-10-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2195192.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1574 | PA      | $1552.16      | 0.00%             | 2027-05-15      | Fixed         | 17.22%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7446590.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8070 | PA      | $189.32       | 0.00%             | 2035-07-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4777853.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1347 | PA      | $0.12         | 0.00%             | 2033-05-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8066050.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1754 | PA      | $1420.54      | 0.00%             | 2026-02-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5866864.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2964 | PA      | $0.00         | 0.00%             | 2034-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Royalty Pharma plc                                                              | Royalty Pharma plc                                                                                | CUSIP: 78081BAL7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   5300000 | PA      | $4106487.44   | 0.16%             | 2040-09-02      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6123828.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15343 | PA      | $0.00         | 0.00%             | 2034-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Republic of Peru                                                                | Peru Government Bond                                                                              | CUSIP: 715638DF6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   3680000 | PA      | $3410624.00   | 0.13%             | 2031-01-23      | Fixed         | 2.78%                 | No            |                  2 | 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        |    493870 | PA      | $494102.10    | 0.02%             | 2028-04-03      | Variable      | 7.16%                 | 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        |    504484 | PA      | $506509.70    | 0.02%             | 2032-01-16      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5240481.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1280 | PA      | $0.23         | 0.00%             | 2033-10-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 9010818.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19810 | PA      | $19338.87     | 0.00%             | 2026-10-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7751779.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       894 | PA      | $444.75       | 0.00%             | 2035-11-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| AT&T, Inc.                                                                      | AT&T, Inc.                                                                                        | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $2712537.56   | 0.11%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8444430.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1547 | PA      | $1476.05      | 0.00%             | 2026-06-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2635861.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2794 | PA      | $2740.36      | 0.00%             | 2027-02-15      | Fixed         | 12.41%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991536394.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4143 | PA      | $291.89       | 0.00%             | 2030-01-15      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6149657.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8931 | PA      | $0.30         | 0.00%             | 2034-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| K. Hovnanian Enterprises, Inc.                                                  | K. Hovnanian Enterprises, Inc.                                                                    | CUSIP: 48251UAP3<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |    350000 | PA      | $357849.45    | 0.01%             | 2031-04-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991695683.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2028-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Talen Energy Supply LLC                                                         | Talen Energy Supply LLC                                                                           | CUSIP: 87422VAK4<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5309265.00   | 0.21%             | 2030-06-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7511795.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2165 | PA      | $249.79       | 0.00%             | 2035-08-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1685272.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1483 | PA      | $0.00         | 0.00%             | 2025-11-28      | Fixed         | 16.70%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5883334.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1109 | PA      | $0.00         | 0.00%             | 2034-03-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12463831.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3512 | PA      | $3623.52      | 0.00%             | 2027-03-18      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7750547.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1639 | PA      | $1166.49      | 0.00%             | 2035-11-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8972999.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       690 | PA      | $521.65       | 0.00%             | 2026-10-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7695636.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       276 | PA      | $7.00         | 0.00%             | 2035-10-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| United Mexican States                                                           | Mexico Government Bond                                                                            | CUSIP: 91087BAM2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   2560000 | PA      | $2294528.00   | 0.09%             | 2031-05-24      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2415348.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8188 | PA      | $8051.83      | 0.00%             | 2027-01-19      | Fixed         | 30.45%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1991534.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2109 | PA      | $2068.59      | 0.00%             | 2027-04-09      | Fixed         | 12.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5240923.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7658 | PA      | $0.00         | 0.00%             | 2033-11-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Pertamina Hulu Energi PT                                                        | Pertamina Hulu Energi PT                                                                          | CUSIP: 74448WAA2<br>LEI: 2549003IT1KDHL64C037 | Long             | DBT              | CORP              | ID        |   1700000 | PA      | $1737297.10   | 0.07%             | 2030-05-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6386635.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1423 | PA      | $0.01         | 0.00%             | 2034-08-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991727305.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2030-01-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 36202C3Y7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       632 | PA      | $651.36       | 0.00%             | 2028-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7963762.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8008 | PA      | $4734.42      | 0.00%             | 2026-01-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8935811.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9025 | PA      | $6672.67      | 0.00%             | 2026-10-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8900904.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24537 | PA      | $24107.76     | 0.00%             | 2026-09-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| PSMC Trust                                                                      | PSMC Trust, Series 2021-3, Class A3                                                               | CUSIP: 69376DAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8260770 | PA      | $7481546.94   | 0.29%             | 2051-08-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6810642.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5633 | PA      | $3.49         | 0.00%             | 2035-01-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8876148.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3706 | PA      | $3230.54      | 0.00%             | 2026-09-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2417088.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2706 | PA      | $2674.05      | 0.00%             | 2027-02-12      | Fixed         | 15.78%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8860584.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1054 | PA      | $815.36       | 0.00%             | 2026-09-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1708429.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       799 | PA      | $785.49       | 0.00%             | 2026-09-14      | Fixed         | 20.63%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8771150.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1498 | PA      | $1463.86      | 0.00%             | 2026-08-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2201388.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       954 | PA      | $935.34       | 0.00%             | 2026-12-08      | Fixed         | 24.93%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6923496.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4557 | PA      | $495.22       | 0.00%             | 2035-02-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7247605.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1856 | PA      | $8.55         | 0.00%             | 2035-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2410499.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       918 | PA      | $902.31       | 0.00%             | 2027-11-11      | Fixed         | 31.67%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2206744.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8928 | PA      | $8760.08      | 0.00%             | 2026-12-14      | Fixed         | 13.51%                | No            |                  3 | On Loan: No      |
| Calumet Specialty Products Partners LP / Calumet Finance Corp.                  | Calumet Specialty Products Partners LP / Calumet Finance Corp.                                    | CUSIP: 131477AX9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4400000 | PA      | $4530988.00   | 0.18%             | 2029-07-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 9009247.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2874 | PA      | $2665.72      | 0.00%             | 2026-10-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8511726.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       991 | PA      | $940.05       | 0.00%             | 2026-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2200076.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18455 | PA      | $18104.99     | 0.00%             | 2026-12-07      | Fixed         | 28.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8803453.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3703 | PA      | $1826.58      | 0.00%             | 2026-09-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2077934.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2128 | PA      | $2092.64      | 0.00%             | 2026-11-19      | Fixed         | 15.05%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991727635.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       173 | PA      | $0.00         | 0.00%             | 2027-01-07      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Hertz Corp. (The)                                                               | Hertz Corp. (The), First Lien, Initial CME Term Loan, C                                           | CUSIP: 42804VBC4<br>LEI: 549300PD0C69OJ0NLB27 | Long             | LON              | CORP              | US        |     41114 | PA      | $34213.04     | 0.00%             | 2028-06-30      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8795290.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       585 | PA      | $584.31       | 0.00%             | 2026-09-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8010733.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       679 | PA      | $293.24       | 0.00%             | 2026-01-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2632232.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1252 | PA      | $1233.44      | 0.00%             | 2027-02-15      | Fixed         | 11.83%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5141482.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2827 | PA      | $0.00         | 0.00%             | 2033-10-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8603241.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5719 | PA      | $3297.83      | 0.00%             | 2026-07-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Bain Capital Credit CLO Ltd.                                                    | Bain Capital Credit CLO Ltd., Series 2022-2A, Class A1R                                           | CUSIP: 05682GAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5200000 | PA      | $5204922.68   | 0.20%             | 2035-04-22      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2201701.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2098 | PA      | $2058.97      | 0.00%             | 2026-12-08      | Fixed         | 14.19%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5938584.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6806 | PA      | $0.00         | 0.00%             | 2034-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Goat Holdco LLC                                                                 | Goat Holdco LLC, First Lien, CME Term Loan, B                                                     | CUSIP: 38021CAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    238800 | PA      | $238999.40    | 0.01%             | 2032-01-27      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8952070.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14897 | PA      | $14651.48     | 0.00%             | 2026-10-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2641861.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9232 | PA      | $1380.24      | 0.00%             | 2027-07-17      | Fixed         | 16.53%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7831916.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        73 | PA      | $38.73        | 0.00%             | 2035-11-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2638255.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       194 | PA      | $190.61       | 0.00%             | 2027-02-16      | Fixed         | 31.12%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4839102.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1596 | PA      | $0.13         | 0.00%             | 2033-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7624159.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       668 | PA      | $12.52        | 0.00%             | 2035-09-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5479438.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       631 | PA      | $0.00         | 0.00%             | 2033-12-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5203735.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6108 | PA      | $0.11         | 0.00%             | 2033-10-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8628320.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6409 | PA      | $6365.30      | 0.00%             | 2026-07-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8978308.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1441 | PA      | $1328.85      | 0.00%             | 2026-10-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7459076.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       257 | PA      | $104.48       | 0.00%             | 2035-08-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2640422.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1385 | PA      | $1356.57      | 0.00%             | 2027-02-16      | Fixed         | 7.19%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4807880.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19691 | PA      | $1.72         | 0.00%             | 2033-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8760036.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1795 | PA      | $1369.89      | 0.00%             | 2026-08-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8932698.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2208 | PA      | $2174.68      | 0.00%             | 2026-10-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6663871.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3838 | PA      | $0.10         | 0.00%             | 2034-11-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2417581.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1471 | PA      | $1454.19      | 0.00%             | 2027-01-12      | Fixed         | 17.27%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8304151.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2143 | PA      | $47.05        | 0.00%             | 2026-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Franklin Institutional U.S. Government Money Market Fund                        | Franklin Institutional U.S. Government Money Market Fund                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |    531000 | NS      | $531000.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA or FHLMC                                                                   | Uniform Mortgage-Backed Securities                                                                | CUSIP: 01F0126B7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  15910000 | PA      | $12289937.56  | 0.48%             | 2055-11-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7919163.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1612 | PA      | $941.07       | 0.00%             | 2025-12-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8633898.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2668 | PA      | $2530.99      | 0.00%             | 2026-07-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5267196.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2396 | PA      | $0.13         | 0.00%             | 2033-11-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                 | Goldman Sachs Group, Inc. (The)                                                                   | CUSIP: 38141GC44<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   9800000 | PA      | $10202611.83  | 0.40%             | 2036-01-28      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5964109.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3134 | PA      | $0.50         | 0.00%             | 2034-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31371HB72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       505 | PA      | $522.48       | 0.00%             | 2028-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8520316.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2838 | PA      | $1422.26      | 0.00%             | 2026-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7046836.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2078 | PA      | $23.31        | 0.00%             | 2035-03-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8354113.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2443 | PA      | $2371.60      | 0.00%             | 2026-05-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2418174.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3671 | PA      | $3608.67      | 0.00%             | 2027-01-12      | Fixed         | 25.89%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8054476.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1447 | PA      | $1343.32      | 0.00%             | 2026-02-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991933771.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       157 | PA      | $10.95        | 0.00%             | 2026-04-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2644630.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4530 | PA      | $3214.56      | 0.00%             | 2027-02-16      | Fixed         | 28.55%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1873877.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2043 | PA      | $1464.43      | 0.00%             | 2027-03-18      | Fixed         | 25.05%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8930918.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4627 | PA      | $4531.99      | 0.00%             | 2026-10-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2419541.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3980 | PA      | $3891.36      | 0.00%             | 2027-01-12      | Fixed         | 7.50%                 | No            |                  3 | On Loan: No      |
| Crescent Energy Finance LLC                                                     | Crescent Energy Finance LLC                                                                       | CUSIP: 45344LAG8<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |   1865000 | PA      | $1825900.28   | 0.07%             | 2034-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8361761.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3748 | PA      | $2569.99      | 0.00%             | 2026-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2633648.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3676 | PA      | $3635.41      | 0.00%             | 2027-02-15      | Fixed         | 20.29%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8939540.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4802 | PA      | $4341.23      | 0.00%             | 2026-10-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2005859.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4650 | PA      | $4568.12      | 0.00%             | 2026-11-09      | Fixed         | 28.42%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2200884.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2211 | PA      | $2169.74      | 0.00%             | 2026-12-08      | Fixed         | 13.99%                | No            |                  3 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                   | Freedom Mortgage Holdings LLC                                                                     | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |   2575000 | PA      | $2687242.04   | 0.11%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7105121.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1161 | PA      | $6.19         | 0.00%             | 2035-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4881967.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       399 | PA      | $0.01         | 0.00%             | 2033-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8612652.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        71 | PA      | $70.85        | 0.00%             | 2026-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8287420.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2138 | PA      | $160.63       | 0.00%             | 2026-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8459618.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2729 | PA      | $2685.60      | 0.00%             | 2026-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4790824.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       509 | PA      | $0.03         | 0.00%             | 2033-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 21H0226B2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  14570000 | PA      | $12613853.07  | 0.49%             | 2055-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8939988.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1266 | PA      | $1222.36      | 0.00%             | 2026-10-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6942251.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3601 | PA      | $5.92         | 0.00%             | 2035-02-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8344398.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       248 | PA      | $105.89       | 0.00%             | 2026-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8740558.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23179 | PA      | $10057.13     | 0.00%             | 2026-08-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2201398.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6674 | PA      | $1729.68      | 0.00%             | 2027-05-08      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5600526.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1008 | PA      | $0.00         | 0.00%             | 2033-12-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1711241.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       989 | PA      | $977.45       | 0.00%             | 2026-09-14      | Fixed         | 16.08%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8143641.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       922 | PA      | $753.48       | 0.00%             | 2026-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1869707.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4122 | PA      | $4060.35      | 0.00%             | 2026-10-18      | Fixed         | 17.52%                | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 20 Year                                                                          | CUSIP: 3128CUMV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       350 | PA      | $350.22       | 0.00%             | 2027-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7882947.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2944 | PA      | $1609.81      | 0.00%             | 2025-12-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8284751.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1119 | PA      | $712.25       | 0.00%             | 2026-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6987569.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3671 | PA      | $11.03        | 0.00%             | 2035-03-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2411160.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4270 | PA      | $4150.75      | 0.00%             | 2027-01-11      | Fixed         | 7.26%                 | No            |                  3 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                                           | Alexandria Real Estate Equities, Inc.                                                             | CUSIP: 015271BC2<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2182546.43   | 0.09%             | 2036-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5828926.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17907 | PA      | $0.00         | 0.00%             | 2034-02-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 9018347.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8875 | PA      | $8606.55      | 0.00%             | 2026-10-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5138072.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4185 | PA      | $0.00         | 0.00%             | 2033-10-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2007255.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2771 | PA      | $2718.22      | 0.00%             | 2027-04-09      | Fixed         | 28.65%                | No            |                  3 | On Loan: No      |
| Dell International LLC / EMC Corp.                                              | Dell International LLC / EMC Corp.                                                                | CUSIP: 24703DBN0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7800000 | PA      | $8042309.18   | 0.31%             | 2034-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5113266.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1765 | PA      | $0.00         | 0.00%             | 2033-09-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5100485.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4264 | PA      | $0.00         | 0.00%             | 2033-09-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8944509.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4729 | PA      | $4581.04      | 0.00%             | 2026-10-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8672191.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2535 | PA      | $2487.63      | 0.00%             | 2026-07-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Centene Corp.                                                                   | Centene Corp.                                                                                     | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   5300000 | PA      | $4551295.50   | 0.18%             | 2031-08-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991762816.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        35 | PA      | $2.82         | 0.00%             | 2026-02-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1611390.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       242 | PA      | $243.60       | 0.00%             | 2026-08-09      | Fixed         | 22.80%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1873221.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       581 | PA      | $572.48       | 0.00%             | 2026-10-18      | Fixed         | 20.79%                | No            |                  3 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                 | Goldman Sachs Group, Inc. (The)                                                                   | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   6500000 | PA      | $5794469.79   | 0.23%             | 2032-07-21      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Wrangler Holdco Corp.                                                           | Wrangler Holdco Corp.                                                                             | CUSIP: 37441QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4183704.00   | 0.16%             | 2032-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8299830.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1116 | PA      | $984.47       | 0.00%             | 2026-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5411388.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       563 | PA      | $0.01         | 0.00%             | 2033-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Calpine Corp.                                                                   | Calpine Corp., First Lien, 2024 CME Term Loan                                                     | CUSIP: 13134MBW2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    498747 | PA      | $498884.02    | 0.02%             | 2031-01-31      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7333816.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       301 | PA      | $125.37       | 0.00%             | 2035-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5062340.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2074 | PA      | $0.00         | 0.00%             | 2033-09-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8830042.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2159 | PA      | $2101.85      | 0.00%             | 2026-09-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8467646.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1233 | PA      | $622.26       | 0.00%             | 2026-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Lavender Dutch BorrowerCo BV                                                    | Lavender Dutch BorrowerCo BV, First Lien, CME Term Loan, B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | NL        |    204255 | PA      | $204638.31    | 0.01%             | 2032-09-27      | Variable      | 7.01%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8408339.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5451 | PA      | $51.55        | 0.00%             | 2026-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8431777.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1639 | PA      | $1620.09      | 0.00%             | 2026-05-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Solstice Advanced Materials, Inc.                                               | Solstice Advanced Materials, Inc., First Lien, CME Term Loan, B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    225090 | PA      | $225886.82    | 0.01%             | 2032-09-17      | Variable      | 5.76%                 | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                                     | Aker BP ASA                                                                                       | CUSIP: 55037AAB4<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |   8700000 | PA      | $7966226.86   | 0.31%             | 2031-07-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2197856.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1542 | PA      | $1512.19      | 0.00%             | 2026-12-07      | Fixed         | 11.23%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2416695.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1273 | PA      | $1237.25      | 0.00%             | 2027-01-12      | Fixed         | 6.86%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2642792.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       495 | PA      | $488.51       | 0.00%             | 2027-02-16      | Fixed         | 31.15%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8786272.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8602 | PA      | $8180.71      | 0.00%             | 2026-08-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, Series 2024-105, Class KF                                                                   | CUSIP: 3136BUCB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10768408 | PA      | $10803887.30  | 0.42%             | 2055-01-25      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                             | Petroleos Mexicanos                                                                               | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    830000 | PA      | $829807.27    | 0.03%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11723942.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17080 | PA      | $17725.27     | 0.00%             | 2026-12-21      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8468131.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5895 | PA      | $4466.83      | 0.00%             | 2026-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Philip Morris International, Inc.                                               | Philip Morris International, Inc.                                                                 | CUSIP: 718172DB2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   7200000 | PA      | $7501277.45   | 0.29%             | 2033-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8649536.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13890 | PA      | $13738.64     | 0.00%             | 2026-07-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA I, Single-family, 30 Year                                                                    | CUSIP: 36291J2D1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     25251 | PA      | $25551.83     | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8797688.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10494 | PA      | $7617.29      | 0.00%             | 2026-09-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8435257.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1718 | PA      | $1518.16      | 0.00%             | 2026-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8866469.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       255 | PA      | $253.10       | 0.00%             | 2026-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8791740.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3984 | PA      | $3623.48      | 0.00%             | 2026-09-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8882914.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12059 | PA      | $11753.40     | 0.00%             | 2026-09-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1873842.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4332 | PA      | $4258.23      | 0.00%             | 2026-10-18      | Fixed         | 11.70%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2197038.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1465 | PA      | $1431.00      | 0.00%             | 2027-05-16      | Fixed         | 12.26%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5934219.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22371 | PA      | $0.00         | 0.00%             | 2034-03-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 20 Year                                                                                     | CUSIP: 31417YXW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1531 | PA      | $1549.23      | 0.00%             | 2031-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8808155.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       713 | PA      | $249.51       | 0.00%             | 2026-09-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2418960.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6514 | PA      | $6435.41      | 0.00%             | 2027-01-12      | Fixed         | 15.54%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8871960.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19244 | PA      | $18888.40     | 0.00%             | 2026-09-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5062512.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3648 | PA      | $0.00         | 0.00%             | 2033-09-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6563116.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       626 | PA      | $0.00         | 0.00%             | 2034-10-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6475554.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8062 | PA      | $0.00         | 0.00%             | 2034-09-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31402W2B3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14383 | PA      | $14539.94     | 0.00%             | 2033-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7923129.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7405 | PA      | $5198.01      | 0.00%             | 2025-12-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8776446.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18063 | PA      | $17834.38     | 0.00%             | 2026-08-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8900718.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2722 | PA      | $2662.15      | 0.00%             | 2026-09-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2008701.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2015 | PA      | $1976.01      | 0.00%             | 2027-04-16      | Fixed         | 10.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2642580.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1137 | PA      | $1115.60      | 0.00%             | 2027-02-16      | Fixed         | 11.66%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991760937.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8362553.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       200 | PA      | $178.32       | 0.00%             | 2026-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-16637564.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2245 | PA      | $2272.51      | 0.00%             | 2026-09-03      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1973640.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6342 | PA      | $6243.47      | 0.00%             | 2028-11-09      | Fixed         | 20.10%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 9009735.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17851 | PA      | $16386.60     | 0.00%             | 2026-10-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7988566.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1204 | PA      | $1129.49      | 0.00%             | 2026-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2197277.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2399 | PA      | $1468.50      | 0.00%             | 2026-12-08      | Fixed         | 23.68%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8591105.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4114 | PA      | $4067.30      | 0.00%             | 2026-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8981904.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13245 | PA      | $13003.96     | 0.00%             | 2026-10-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7826745.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4397 | PA      | $3457.65      | 0.00%             | 2035-11-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2407567.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1585 | PA      | $1558.53      | 0.00%             | 2027-01-11      | Fixed         | 29.43%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8894522.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9282 | PA      | $8656.52      | 0.00%             | 2026-09-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6639032.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11342 | PA      | $0.21         | 0.00%             | 2034-11-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8980035.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3613 | PA      | $3349.84      | 0.00%             | 2026-10-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2406810.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1558 | PA      | $1518.62      | 0.00%             | 2027-01-11      | Fixed         | 7.30%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8021730.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10299 | PA      | $238.37       | 0.00%             | 2026-01-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA I, Single-family, 30 Year                                                                    | CUSIP: 36200NYN5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     18932 | PA      | $19141.00     | 0.00%             | 2034-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991747730.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8528509.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2600 | PA      | $2544.30      | 0.00%             | 2026-06-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7856432.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2936 | PA      | $1889.49      | 0.00%             | 2025-12-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4585288.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13554 | PA      | $0.18         | 0.00%             | 2033-04-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4981159.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3017 | PA      | $0.03         | 0.00%             | 2033-08-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2203117.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2570 | PA      | $2522.57      | 0.00%             | 2026-12-17      | Fixed         | 13.79%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8739638.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4220 | PA      | $4160.05      | 0.00%             | 2026-08-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7676193.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3741 | PA      | $2601.05      | 0.00%             | 2035-10-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2410401.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       545 | PA      | $536.00       | 0.00%             | 2027-01-11      | Fixed         | 30.79%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8119065.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3842 | PA      | $2012.64      | 0.00%             | 2026-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5106538.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11727 | PA      | $0.00         | 0.00%             | 2033-09-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Republic Services, Inc.                                                         | Republic Services, Inc.                                                                           | CUSIP: 760759BM1<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |   5300000 | PA      | $5486073.57   | 0.21%             | 2035-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5098275.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6026 | PA      | $0.00         | 0.00%             | 2033-09-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2203876.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6468 | PA      | $6384.41      | 0.00%             | 2026-12-08      | Fixed         | 17.53%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6535323.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1498 | PA      | $0.11         | 0.00%             | 2034-09-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8557881.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1949 | PA      | $1869.53      | 0.00%             | 2026-07-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4830931.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        27 | PA      | $0.00         | 0.00%             | 2033-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5812645.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7057 | PA      | $0.00         | 0.00%             | 2034-02-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2199129.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       724 | PA      | $714.20       | 0.00%             | 2026-12-07      | Fixed         | 20.12%                | No            |                  3 | On Loan: No      |
| LHOME Mortgage Trust                                                            | LHOME Mortgage Trust, Series 2025-RTL2, Class A1                                                  | CUSIP: 50206RAA5<br>LEI: 529900COAFD3IY51O355 | Long             | ABS-MBS          | CORP              | US        |    897000 | PA      | $903538.32    | 0.04%             | 2040-04-25      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4606179.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10364 | PA      | $0.20         | 0.00%             | 2033-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8605739.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       979 | PA      | $739.01       | 0.00%             | 2026-07-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4738688.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       840 | PA      | $0.00         | 0.00%             | 2033-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Canadian Natural Resources Ltd.                                                 | Canadian Natural Resources Ltd.                                                                   | CUSIP: 136385BA8<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |   8200000 | PA      | $7694500.83   | 0.30%             | 2030-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8355462.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15547 | PA      | $14793.72     | 0.00%             | 2026-05-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2643431.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5779 | PA      | $4019.83      | 0.00%             | 2027-02-16      | Fixed         | 20.38%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8837019.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1731 | PA      | $1715.63      | 0.00%             | 2026-09-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5090272.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4187 | PA      | $0.00         | 0.00%             | 2033-09-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1874548.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2914 | PA      | $2870.88      | 0.00%             | 2027-03-26      | Fixed         | 26.04%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5556696.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5553 | PA      | $0.79         | 0.00%             | 2033-12-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7352850.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12690 | PA      | $103.40       | 0.00%             | 2035-06-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Power Finance Corp. Ltd.                                                        | Power Finance Corp. Ltd.                                                                          | CUSIP: 73928RAB2<br>LEI: 3358003Q6D9LIJJZ1614 | Long             | DBT              | NUSS              | IN        |   1690000 | PA      | $1648139.60   | 0.06%             | 2030-04-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5027373.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8844 | PA      | $0.12         | 0.00%             | 2033-08-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8998399.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1792 | PA      | $1650.75      | 0.00%             | 2026-10-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8152425.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       546 | PA      | $407.03       | 0.00%             | 2026-03-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8475672.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5469 | PA      | $5194.48      | 0.00%             | 2026-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8858573.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2029 | PA      | $1956.34      | 0.00%             | 2026-09-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8825226.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       219 | PA      | $214.44       | 0.00%             | 2026-09-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6800044.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4878 | PA      | $1.85         | 0.00%             | 2034-12-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8913637.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2175 | PA      | $2101.32      | 0.00%             | 2026-10-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2080677.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5118 | PA      | $5066.12      | 0.00%             | 2026-11-19      | Fixed         | 18.72%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1682455.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18286 | PA      | $1193.12      | 0.00%             | 2027-11-21      | Fixed         | 11.43%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7854215.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1540 | PA      | $28.72        | 0.00%             | 2025-12-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8889322.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2398 | PA      | $2357.18      | 0.00%             | 2026-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12071137.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10471 | PA      | $10842.60     | 0.00%             | 2027-03-11      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2075827.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3160 | PA      | $3117.52      | 0.00%             | 2026-11-19      | Fixed         | 27.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2413390.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1696 | PA      | $1667.01      | 0.00%             | 2027-01-11      | Fixed         | 30.33%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4863062.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3882 | PA      | $0.00         | 0.00%             | 2033-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31405PNC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     44351 | PA      | $45484.05     | 0.00%             | 2034-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8524499.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1001 | PA      | $940.14       | 0.00%             | 2026-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1689368.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       354 | PA      | $0.00         | 0.00%             | 2035-01-14      | Fixed         | 16.20%                | No            |                  3 | On Loan: No      |
| Xcel Energy, Inc.                                                               | Xcel Energy, Inc.                                                                                 | CUSIP: 98389BBA7<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4668085.17   | 0.18%             | 2033-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2197631.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1529 | PA      | $1500.54      | 0.00%             | 2026-12-07      | Fixed         | 21.55%                | No            |                  3 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Notes                                                                               | CUSIP: 9128284N7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  37000000 | PA      | $36364785.11  | 1.42%             | 2028-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7490203.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       509 | PA      | $7.90         | 0.00%             | 2035-08-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 30 Year                                                                               | CUSIP: 3132DWFH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  22645947 | PA      | $23021074.46  | 0.90%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8435782.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1958 | PA      | $30.23        | 0.00%             | 2026-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2407644.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1414 | PA      | $1387.16      | 0.00%             | 2027-01-11      | Fixed         | 21.08%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991783396.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2030-01-17      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4834162.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       208 | PA      | $0.02         | 0.00%             | 2033-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2206982.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.12         | 0.00%             | 2035-10-08      | Fixed         | 9.50%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5184366.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3564 | PA      | $0.20         | 0.00%             | 2033-10-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8396223.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6720 | PA      | $1976.55      | 0.00%             | 2026-05-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2639691.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7508 | PA      | $5369.26      | 0.00%             | 2027-02-16      | Fixed         | 23.69%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8875713.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11954 | PA      | $11701.11     | 0.00%             | 2026-09-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1649809.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2117 | PA      | $2114.96      | 0.00%             | 2026-10-31      | Fixed         | 11.10%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2009414.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5647 | PA      | $400.86       | 0.00%             | 2026-11-09      | Fixed         | 30.01%                | No            |                  3 | On Loan: No      |
| WorkCapital BSD SARL                                                            | WorkCapital BSD SARL                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | BR        |   6000000 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4882630.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5042 | PA      | $0.50         | 0.00%             | 2033-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6808256.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       794 | PA      | $0.31         | 0.00%             | 2035-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2406982.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3295 | PA      | $1896.85      | 0.00%             | 2027-01-11      | Fixed         | 17.53%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2008599.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       636 | PA      | $625.27       | 0.00%             | 2026-11-09      | Fixed         | 22.35%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2204385.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       428 | PA      | $419.47       | 0.00%             | 2026-12-08      | Fixed         | 25.38%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2202691.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       856 | PA      | $836.82       | 0.00%             | 2026-12-08      | Fixed         | 11.21%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12418630.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7499 | PA      | $7758.77      | 0.00%             | 2027-03-18      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6442480.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1919 | PA      | $0.00         | 0.00%             | 2034-08-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7249518.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1960 | PA      | $7.24         | 0.00%             | 2035-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2203346.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2097 | PA      | $2070.82      | 0.00%             | 2026-12-08      | Fixed         | 19.86%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2201267.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       214 | PA      | $209.70       | 0.00%             | 2026-12-08      | Fixed         | 25.35%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7590230.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       868 | PA      | $148.88       | 0.00%             | 2035-09-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6161261.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1545 | PA      | $0.04         | 0.00%             | 2034-05-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5047314.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       460 | PA      | $0.02         | 0.00%             | 2033-08-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Adeia, Inc.                                                                     | Adeia, Inc., First Lien, Initial CME Term Loan, B6                                                | CUSIP: 98422BAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    598553 | PA      | $602293.69    | 0.02%             | 2028-06-08      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8139400.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       564 | PA      | $356.19       | 0.00%             | 2026-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Icon Investments Six DAC                                                        | Icon Investments Six DAC                                                                          | CUSIP: 45115AAC8<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |    460000 | PA      | $482823.36    | 0.02%             | 2034-05-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7122345.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       402 | PA      | $1.19         | 0.00%             | 2035-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8632589.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2413 | PA      | $2355.61      | 0.00%             | 2026-07-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Mars, Inc.                                                                      | Mars, Inc.                                                                                        | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   8580000 | PA      | $8809618.73   | 0.34%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1749429.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2667 | PA      | $2800.07      | 0.00%             | 2027-04-01      | Fixed         | 25.90%                | No            |                  3 | On Loan: No      |
| CIM Trust                                                                       | CIM Trust, Series 2019-INV1, Class A1                                                             | CUSIP: 12555DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    422066 | PA      | $405464.36    | 0.02%             | 2049-02-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2418950.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1394 | PA      | $98.51        | 0.00%             | 2027-06-12      | Fixed         | 30.94%                | No            |                  3 | On Loan: No      |
| Banijay Entertainment SAS                                                       | Banijay Entertainment SAS                                                                         | CUSIP: N/A<br>LEI: 969500CE0IE2EZ5VBG13       | Long             | DBT              | CORP              | FR        |   2000000 | PA      | $2394600.61   | 0.09%             | 2029-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1606042.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4185 | PA      | $4178.81      | 0.00%             | 2026-08-10      | Fixed         | 14.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5894091.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2167 | PA      | $0.13         | 0.00%             | 2034-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8985454.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3641 | PA      | $3415.05      | 0.00%             | 2026-10-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2634727.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2299 | PA      | $2271.88      | 0.00%             | 2027-02-15      | Fixed         | 16.18%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 9004856.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3890 | PA      | $3783.08      | 0.00%             | 2026-10-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2203128.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       370 | PA      | $363.52       | 0.00%             | 2026-12-08      | Fixed         | 28.72%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8637462.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15608 | PA      | $14270.35     | 0.00%             | 2026-07-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Voya CLO Ltd.                                                                   | Voya CLO Ltd., Series 2019-3A, Class AR                                                           | CUSIP: 92918FAF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1936960 | PA      | $1938364.23   | 0.08%             | 2032-10-17      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7726167.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       672 | PA      | $17.48        | 0.00%             | 2035-10-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8940929.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7301 | PA      | $6313.74      | 0.00%             | 2026-10-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6846652.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       183 | PA      | $0.18         | 0.00%             | 2035-01-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1873090.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       375 | PA      | $368.55       | 0.00%             | 2026-10-18      | Fixed         | 11.90%                | No            |                  3 | On Loan: No      |
| Voya CLO Ltd.                                                                   | Voya CLO Ltd., Series 2016-1A, Class BR                                                           | CUSIP: 92915CAU8<br>LEI: 549300BRUAMTEA33B077 | Long             | ABS-CBDO         | CORP              | KY        |    590000 | PA      | $591128.66    | 0.02%             | 2031-01-20      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6971755.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       353 | PA      | $0.94         | 0.00%             | 2035-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8998043.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1651 | PA      | $1614.88      | 0.00%             | 2026-10-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6254841.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4682 | PA      | $0.00         | 0.00%             | 2034-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12459776.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11064 | PA      | $11215.68     | 0.00%             | 2027-03-21      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Evergreen Acqco 1 LP                                                            | Evergreen Acqco 1 LP, First Lien, Initial CME Term Loan                                           | CUSIP: 30015FAJ5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    419612 | PA      | $420503.67    | 0.02%             | 2032-09-17      | Variable      | 7.03%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                              | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C26, Class B                      | CUSIP: 61690VBC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3676000 | PA      | $3652558.88   | 0.14%             | 2048-10-15      | Variable      | 4.09%                 | No            |                  2 | 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        |   1281364 | PA      | $1112298.38   | 0.04%             | 2049-12-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4863412.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11561 | PA      | $0.00         | 0.00%             | 2033-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4662184.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2428 | PA      | $0.29         | 0.00%             | 2033-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4773604.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9605 | PA      | $0.24         | 0.00%             | 2033-05-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4629149.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6425 | PA      | $0.00         | 0.00%             | 2033-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 30 Year                                                                               | CUSIP: 3132DWDC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  31207166 | PA      | $25456420.87  | 1.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31404XW91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37547 | PA      | $39089.45     | 0.00%             | 2034-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991682804.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2025-01-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 3128KSF23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14732 | PA      | $15516.05     | 0.00%             | 2037-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8785035.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1476 | PA      | $1454.55      | 0.00%             | 2026-08-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8296579.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        52 | PA      | $44.64        | 0.00%             | 2026-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6217315.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       687 | PA      | $0.00         | 0.00%             | 2034-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8944162.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1395 | PA      | $1375.55      | 0.00%             | 2026-10-09      | 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        |    620630 | PA      | $619739.65    | 0.02%             | 2028-02-11      | Variable      | 8.30%                 | No            |                  2 | 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        |   3331330 | PA      | $3355481.87   | 0.13%             | 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        |   2600000 | PA      | $2691945.57   | 0.11%             | 2035-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8050429.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1024 | PA      | $773.84       | 0.00%             | 2026-02-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2417969.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2138 | PA      | $2088.84      | 0.00%             | 2027-01-12      | Fixed         | 8.13%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991667459.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2025-01-25      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8438834.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       504 | PA      | $496.84       | 0.00%             | 2026-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2638227.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6656 | PA      | $6485.65      | 0.00%             | 2027-07-16      | Fixed         | 10.20%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8256969.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       910 | PA      | $831.43       | 0.00%             | 2026-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| EPIC Crude Services LP                                                          | EPIC Crude Services LP, First Lien, CME Term Loan                                                 | CUSIP: 29428XAJ9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    433881 | PA      | $436478.19    | 0.02%             | 2031-10-15      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2417411.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6376 | PA      | $1620.02      | 0.00%             | 2027-06-12      | Fixed         | 24.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2206080.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       694 | PA      | $681.20       | 0.00%             | 2026-12-08      | Fixed         | 28.43%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2205002.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1189 | PA      | $1168.30      | 0.00%             | 2026-12-08      | Fixed         | 31.08%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2202911.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2129 | PA      | $2091.15      | 0.00%             | 2026-12-14      | Fixed         | 21.13%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7609206.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       260 | PA      | $175.41       | 0.00%             | 2035-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Xcel Energy, Inc.                                                               | Xcel Energy, Inc.                                                                                 | CUSIP: 98388MAD9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |   2900000 | PA      | $2881889.38   | 0.11%             | 2032-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Notes                                                                               | CUSIP: 9128286S4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $99302.97     | 0.00%             | 2026-04-30      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5408127.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1021 | PA      | $0.17         | 0.00%             | 2033-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7836267.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       590 | PA      | $24.74        | 0.00%             | 2035-11-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8815127.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2041 | PA      | $2006.13      | 0.00%             | 2026-09-08      | None          | 0.00%                 | 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        |   4278937 | PA      | $4017051.48   | 0.16%             | 2041-01-17      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7919471.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5680 | PA      | $156.75       | 0.00%             | 2025-12-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8483299.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3808 | PA      | $3607.61      | 0.00%             | 2026-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| RHP Hotel Properties LP / RHP Finance Corp.                                     | RHP Hotel Properties LP / RHP Finance Corp.                                                       | CUSIP: 749571AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3800000 | PA      | $3912605.40   | 0.15%             | 2032-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6686639.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1131 | PA      | $0.00         | 0.00%             | 2034-11-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 3140XGX46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  95325480 | PA      | $77757762.35  | 3.04%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8875640.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1880 | PA      | $1677.35      | 0.00%             | 2026-09-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| WULF Compute LLC                                                                | WULF Compute LLC                                                                                  | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1310000 | PA      | $1361816.97   | 0.05%             | 2030-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5154612.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1314 | PA      | $0.03         | 0.00%             | 2033-10-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| General Motors Financial Co., Inc.                                              | General Motors Financial Co., Inc.                                                                | CUSIP: 37045XFA9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1265000 | PA      | $1280970.95   | 0.05%             | 2034-09-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2634423.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13297 | PA      | $13108.68     | 0.00%             | 2027-07-15      | Fixed         | 28.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5700432.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       929 | PA      | $0.00         | 0.00%             | 2034-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Hungary                                                                         | Hungary Government Bond                                                                           | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |   1680000 | PA      | $1719214.26   | 0.07%             | 2029-06-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1708283.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1265 | PA      | $1245.68      | 0.00%             | 2026-09-14      | Fixed         | 30.95%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5991404.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1408 | PA      | $1.09         | 0.00%             | 2034-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8661211.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       130 | PA      | $120.87       | 0.00%             | 2026-07-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2642829.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6987 | PA      | $6855.37      | 0.00%             | 2027-02-16      | Fixed         | 11.96%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2412928.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       755 | PA      | $741.05       | 0.00%             | 2027-01-11      | Fixed         | 25.61%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2009466.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1009 | PA      | $706.30       | 0.00%             | 2027-04-24      | Fixed         | 29.96%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2644708.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1834 | PA      | $1805.54      | 0.00%             | 2027-02-25      | Fixed         | 25.19%                | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC, Series 5052, Class KI                                                                      | CUSIP: 3137F7HN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  20214590 | PA      | $4014700.48   | 0.16%             | 2050-12-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1874429.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1215 | PA      | $1197.04      | 0.00%             | 2026-10-18      | Fixed         | 27.19%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2205704.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1840 | PA      | $1807.49      | 0.00%             | 2026-12-18      | Fixed         | 28.05%                | No            |                  3 | On Loan: No      |
| Consumer Loan Underlying Bond Certificate Issuer Trust I                        | Consumer Loan Underlying Bond Certificate Issuer Trust I, Series 2019-52, Class PT                | CUSIP: 21056JAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4377 | PA      | $2175.47      | 0.00%             | 2045-01-15      | Variable      | 16.27%                | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2414856.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       282 | PA      | $273.87       | 0.00%             | 2027-01-12      | Fixed         | 6.64%                 | No            |                  3 | On Loan: No      |
| PMT Loan Trust                                                                  | PMT Loan Trust, Series 2025-J2, Class A11                                                         | CUSIP: 69392TAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    647600 | PA      | $649318.79    | 0.03%             | 2056-08-25      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2637476.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5431 | PA      | $3556.58      | 0.00%             | 2027-07-15      | Fixed         | 21.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6806677.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3292 | PA      | $2.61         | 0.00%             | 2034-12-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5837211.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2901 | PA      | $0.16         | 0.00%             | 2034-02-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7901651.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1538 | PA      | $1238.80      | 0.00%             | 2025-12-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8458127.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19354 | PA      | $352.61       | 0.00%             | 2026-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2414595.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2128 | PA      | $2078.41      | 0.00%             | 2027-01-12      | Fixed         | 7.05%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7738357.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     36237 | PA      | $17594.88     | 0.00%             | 2035-10-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1874280.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8546 | PA      | $8450.04      | 0.00%             | 2026-11-01      | Fixed         | 15.62%                | No            |                  3 | On Loan: No      |
| XPO, Inc.                                                                       | XPO, Inc.                                                                                         | CUSIP: 983793AK6<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4220260.00   | 0.17%             | 2032-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8633728.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1135 | PA      | $560.40       | 0.00%             | 2026-07-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2203118.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2192 | PA      | $1564.73      | 0.00%             | 2026-12-20      | Fixed         | 8.78%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6237088.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1309 | PA      | $0.00         | 0.00%             | 2034-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7370367.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1662 | PA      | $12.29        | 0.00%             | 2035-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| CVS Health Corp.                                                                | CVS Health Corp.                                                                                  | CUSIP: 126650DP2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   6300000 | PA      | $4531766.72   | 0.18%             | 2040-08-21      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8608267.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5014 | PA      | $4881.30      | 0.00%             | 2026-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6742103.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       970 | PA      | $0.72         | 0.00%             | 2034-12-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| AES Andes SA                                                                    | AES Andes SA                                                                                      | CUSIP: 00111VAD9<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |   1080000 | PA      | $1127716.56   | 0.04%             | 2032-03-14      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1680116.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8604 | PA      | $8678.50      | 0.00%             | 2026-12-29      | Fixed         | 14.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6413090.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14328 | PA      | $0.00         | 0.00%             | 2034-08-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11694079.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6694 | PA      | $6768.54      | 0.00%             | 2027-02-05      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8412573.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4688 | PA      | $3039.22      | 0.00%             | 2026-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8083106.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1681 | PA      | $1151.56      | 0.00%             | 2026-02-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-15066733.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6408 | PA      | $6732.29      | 0.00%             | 2027-07-26      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8298827.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5269 | PA      | $3755.78      | 0.00%             | 2026-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 3128K6UU2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       139 | PA      | $142.20       | 0.00%             | 2035-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                | Deutsche Bank AG                                                                                  | CUSIP: 25160PAM9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   4800000 | PA      | $4923461.18   | 0.19%             | 2027-09-09      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8985546.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2265 | PA      | $2213.24      | 0.00%             | 2026-10-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8656818.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4977 | PA      | $2871.27      | 0.00%             | 2026-07-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2406959.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2342 | PA      | $2299.21      | 0.00%             | 2027-01-11      | Fixed         | 25.22%                | No            |                  3 | On Loan: No      |
| Gen Digital, Inc.                                                               | Gen Digital, Inc.                                                                                 | CUSIP: 668771AM0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |    750000 | PA      | $773957.25    | 0.03%             | 2033-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                             | GS Mortgage-Backed Securities Trust, Series 2025-CES2, Class A1                                   | CUSIP: 36273BAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2437157 | PA      | $2440319.40   | 0.10%             | 2055-09-25      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31384WGU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       334 | PA      | $345.11       | 0.00%             | 2031-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7204614.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3537 | PA      | $19.47        | 0.00%             | 2035-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1722171.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3029 | PA      | $3082.87      | 0.00%             | 2027-03-14      | Fixed         | 18.78%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6436390.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3413 | PA      | $0.09         | 0.00%             | 2034-08-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8330511.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2069 | PA      | $2054.71      | 0.00%             | 2026-04-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8773822.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3572 | PA      | $3497.16      | 0.00%             | 2026-08-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4879371.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       536 | PA      | $0.00         | 0.00%             | 2033-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Hanesbrands, Inc.                                                               | Hanesbrands, Inc., First Lien, CME Term Loan, B                                                   | CUSIP: 410346AY6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    573493 | PA      | $576360.54    | 0.02%             | 2032-03-08      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2645342.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9921 | PA      | $9739.63      | 0.00%             | 2027-02-17      | Fixed         | 13.93%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5095917.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17638 | PA      | $0.16         | 0.00%             | 2033-09-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8367817.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1716 | PA      | $426.49       | 0.00%             | 2026-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2202543.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       519 | PA      | $510.09       | 0.00%             | 2026-12-08      | Fixed         | 22.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5694816.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1074 | PA      | $0.00         | 0.00%             | 2034-01-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2629864.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1044 | PA      | $749.06       | 0.00%             | 2027-02-15      | Fixed         | 30.90%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2370107.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1899 | PA      | $103.89       | 0.00%             | 2027-01-11      | Fixed         | 12.85%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-16632155.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7599 | PA      | $7701.05      | 0.00%             | 2027-09-01      | Fixed         | 11.49%                | No            |                  3 | On Loan: No      |
| Petronas Capital Ltd.                                                           | Petronas Capital Ltd.                                                                             | CUSIP: 716743AV1<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |   2170000 | PA      | $2242923.50   | 0.09%             | 2031-01-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-16676570.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9180 | PA      | $9424.44      | 0.00%             | 2027-09-01      | Fixed         | 15.24%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31406DEJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35735 | PA      | $36574.69     | 0.00%             | 2034-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| First Student Bidco, Inc.                                                       | First Student Bidco, Inc., First Lien, 11th Amendment Repricing CME Term Loan                     | CUSIP: 33718FAN0<br>LEI: 2549006DRO2F06AA1391 | Long             | LON              | CORP              | US        |    208443 | PA      | $208990.15    | 0.01%             | 2030-08-15      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4590358.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       226 | PA      | $0.00         | 0.00%             | 2033-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Medical Solutions Holdings, Inc.                                                | Medical Solutions Holdings, Inc., First Lien, CME Term Loan                                       | CUSIP: 58462QAH4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    640121 | PA      | $204838.63    | 0.01%             | 2028-11-01      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4612920.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2172 | PA      | $0.00         | 0.00%             | 2033-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7243786.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       821 | PA      | $307.59       | 0.00%             | 2035-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1648621.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6473 | PA      | $6520.91      | 0.00%             | 2026-10-27      | Fixed         | 15.29%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2009468.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4118 | PA      | $4040.01      | 0.00%             | 2026-11-09      | Fixed         | 22.18%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8494017.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3529 | PA      | $2720.13      | 0.00%             | 2026-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2202316.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       807 | PA      | $791.82       | 0.00%             | 2026-12-08      | Fixed         | 18.78%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2645832.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5452 | PA      | $5396.38      | 0.00%             | 2027-02-21      | Fixed         | 18.88%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2197183.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       605 | PA      | $592.85       | 0.00%             | 2026-12-07      | Fixed         | 25.46%                | No            |                  3 | On Loan: No      |
| BlueMountain CLO XXXI Ltd.                                                      | BlueMountain CLO XXXI Ltd., Series 2021-31A, Class A1R                                            | CUSIP: 09631BAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  12470000 | PA      | $12482900.35  | 0.49%             | 2034-04-19      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Prime Security Services Borrower LLC / Prime Finance, Inc.                      | Prime Security Services Borrower LLC / Prime Finance, Inc.                                        | CUSIP: 74166MAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2485000 | PA      | $2422649.36   | 0.09%             | 2027-08-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2008113.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7265 | PA      | $1104.20      | 0.00%             | 2026-11-09      | Fixed         | 14.06%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2008251.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       124 | PA      | $121.75       | 0.00%             | 2026-11-09      | Fixed         | 21.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7573972.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4183 | PA      | $927.75       | 0.00%             | 2035-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5334017.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       710 | PA      | $0.00         | 0.00%             | 2033-11-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4931020.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10152 | PA      | $0.00         | 0.00%             | 2033-07-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Notes                                                                               | CUSIP: 91282CGL9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  23000000 | PA      | $23005934.23  | 0.90%             | 2026-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5119221.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2448 | PA      | $0.15         | 0.00%             | 2033-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4691756.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7269 | PA      | $0.00         | 0.00%             | 2033-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8871698.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5231 | PA      | $5083.78      | 0.00%             | 2026-09-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5758291.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5772 | PA      | $0.00         | 0.00%             | 2034-02-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Royal Bank of Canada                                                            | Royal Bank of Canada                                                                              | CUSIP: 78016HZS2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1800000 | PA      | $1855202.38   | 0.07%             | 2028-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6966362.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       275 | PA      | $48.72        | 0.00%             | 2035-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8964612.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6152 | PA      | $4206.41      | 0.00%             | 2026-10-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6592468.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26389 | PA      | $0.03         | 0.00%             | 2034-10-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8480113.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       626 | PA      | $484.34       | 0.00%             | 2026-06-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6685009.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2633 | PA      | $0.46         | 0.00%             | 2034-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                             | U.S. Treasury Ultra Bonds                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       114 | NC      | $527093.82    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6001519.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       505 | PA      | $0.22         | 0.00%             | 2034-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8907242.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1418 | PA      | $1397.72      | 0.00%             | 2026-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5671581.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18583 | PA      | $0.05         | 0.00%             | 2034-01-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6243468.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12676 | PA      | $0.03         | 0.00%             | 2034-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Duke Energy Ohio, Inc.                                                          | Duke Energy Ohio, Inc.                                                                            | CUSIP: 26442EAJ9<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1039237.22   | 0.04%             | 2033-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA Connecticut Avenue Securities Trust, Series 2016-C01, Class 1M2                              | CUSIP: 30711XBM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    291166 | PA      | $296112.27    | 0.01%             | 2028-08-25      | Floating      | 11.05%                | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2006718.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1656 | PA      | $1625.43      | 0.00%             | 2026-11-09      | Fixed         | 24.97%                | No            |                  3 | On Loan: No      |
| Crescent Energy Finance LLC                                                     | Crescent Energy Finance LLC                                                                       | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    750000 | PA      | $709071.50    | 0.03%             | 2033-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6392987.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7102 | PA      | $0.00         | 0.00%             | 2034-08-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5554641.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     62255 | PA      | $0.02         | 0.00%             | 2033-12-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2638678.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3061 | PA      | $3012.74      | 0.00%             | 2027-02-16      | Fixed         | 25.84%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5256925.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12494 | PA      | $0.00         | 0.00%             | 2033-11-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5853740.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2104 | PA      | $0.03         | 0.00%             | 2034-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8930590.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1339 | PA      | $1278.99      | 0.00%             | 2026-10-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC                                                                                             | CUSIP: 31342AG45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6934 | PA      | $7075.69      | 0.00%             | 2033-01-01      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                             | Fifth Third Bancorp                                                                               | CUSIP: 316773DL1<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   7300000 | PA      | $7643436.17   | 0.30%             | 2032-01-29      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2640102.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8728 | PA      | $8636.47      | 0.00%             | 2027-02-16      | Fixed         | 19.59%                | No            |                  3 | On Loan: No      |
| Quikrete Holdings, Inc.                                                         | Quikrete Holdings, Inc.                                                                           | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1037972.00   | 0.04%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                                 | CSAIL Commercial Mortgage Trust, Series 2015-C3, Class A4                                         | CUSIP: 12635FAT1<br>LEI: 549300ZAGI6FKGY8O078 | Long             | ABS-MBS          | CORP              | US        |     79735 | PA      | $79557.32     | 0.00%             | 2048-08-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8958970.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11718 | PA      | $11210.14     | 0.00%             | 2026-10-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5777772.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8178 | PA      | $0.15         | 0.00%             | 2034-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8072491.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11802 | PA      | $7992.34      | 0.00%             | 2026-02-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8349157.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5772 | PA      | $93.39        | 0.00%             | 2026-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Dryden 53 CLO Ltd.                                                              | Dryden 53 CLO Ltd., Series 2017-53A, Class AR                                                     | CUSIP: 26243EAP6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5147592 | PA      | $5151635.24   | 0.20%             | 2031-01-15      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12230901.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17924 | PA      | $18592.20     | 0.00%             | 2027-03-20      | Fixed         | 20.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2200418.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2529 | PA      | $2485.29      | 0.00%             | 2026-12-08      | Fixed         | 24.91%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6481328.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6302 | PA      | $0.00         | 0.00%             | 2034-09-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 173896730.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       829 | PA      | $837.98       | 0.00%             | 2026-01-19      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1719415.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3817 | PA      | $3816.06      | 0.00%             | 2027-02-23      | Fixed         | 10.80%                | No            |                  3 | On Loan: No      |
| AAdvantage Loyalty IP Ltd.                                                      | AAdvantage Loyalty IP Ltd., First Lien, CME Term Loan                                             | CUSIP: 02376CBS3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    292537 | PA      | $293202.53    | 0.01%             | 2028-04-20      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4747188.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       553 | PA      | $0.04         | 0.00%             | 2033-05-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Venture 45 CLO Ltd.                                                             | Venture 45 CLO Ltd., Series 2022-45A, Class A1R                                                   | CUSIP: 92326GAS7<br>LEI: 549300ZDR5K71IXJ2M57 | Long             | ABS-CBDO         | CORP              | JE        |  13000000 | PA      | $13017355.26  | 0.51%             | 2035-07-20      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5518310.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       390 | PA      | $0.00         | 0.00%             | 2033-12-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 36202DST9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4334 | PA      | $4426.92      | 0.00%             | 2032-04-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7299621.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     35360 | PA      | $4345.35      | 0.00%             | 2035-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8388466.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1177 | PA      | $965.98       | 0.00%             | 2026-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| DexKo Global, Inc.                                                              | DexKo Global, Inc., First Lien, Closing Date Dollar CME Term Loan                                 | CUSIP: 25213YAU9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    347933 | PA      | $343307.21    | 0.01%             | 2028-10-04      | Variable      | 7.83%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6849711.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       628 | PA      | $0.55         | 0.00%             | 2035-01-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 31296KGB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1102 | PA      | $1114.96      | 0.00%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Kenan Advantage Group, Inc. (The)                                               | Kenan Advantage Group, Inc. (The), First Lien, U.S. CME Term Loan, B4                             | CUSIP: 48853UBQ2<br>LEI: 549300GVUXCXDWYPIY65 | Long             | LON              | CORP              | US        |    448864 | PA      | $442355.11    | 0.02%             | 2029-01-25      | Variable      | 7.21%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8985653.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       947 | PA      | $337.58       | 0.00%             | 2026-10-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2635531.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4250 | PA      | $4202.09      | 0.00%             | 2027-02-15      | Fixed         | 18.53%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8905094.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1853 | PA      | $1830.34      | 0.00%             | 2026-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6351975.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2638 | PA      | $0.00         | 0.00%             | 2034-07-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8470542.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10911 | PA      | $8131.02      | 0.00%             | 2026-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4871837.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1490 | PA      | $0.00         | 0.00%             | 2033-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2415942.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4507 | PA      | $4404.66      | 0.00%             | 2027-01-26      | Fixed         | 10.21%                | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 36202D6E6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     27592 | PA      | $28503.84     | 0.00%             | 2034-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5953097.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       885 | PA      | $0.00         | 0.00%             | 2034-03-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4714060.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1082 | PA      | $0.00         | 0.00%             | 2033-05-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5547946.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1134 | PA      | $0.05         | 0.00%             | 2033-12-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8025995.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       943 | PA      | $19.23        | 0.00%             | 2026-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1872983.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1480 | PA      | $528.88       | 0.00%             | 2026-10-18      | Fixed         | 19.88%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2007576.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2020 | PA      | $1983.50      | 0.00%             | 2026-11-09      | Fixed         | 26.10%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2171699.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3019 | PA      | $2957.25      | 0.00%             | 2026-12-08      | Fixed         | 19.26%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991693097.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       317 | PA      | $239.47       | 0.00%             | 2027-05-20      | Fixed         | 26.94%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1628072.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4846 | PA      | $4861.25      | 0.00%             | 2026-09-28      | Fixed         | 14.53%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1689036.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6200 | PA      | $6242.46      | 0.00%             | 2026-12-21      | Fixed         | 14.60%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7964764.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1606 | PA      | $37.79        | 0.00%             | 2026-01-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Newell Brands, Inc.                                                             | Newell Brands, Inc.                                                                               | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    250000 | PA      | $238125.00    | 0.01%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8734581.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2429 | PA      | $2050.23      | 0.00%             | 2026-08-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991741909.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7914015.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       181 | PA      | $156.58       | 0.00%             | 2025-12-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2205970.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       805 | PA      | $790.33       | 0.00%             | 2026-12-08      | Fixed         | 14.78%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8642974.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       975 | PA      | $952.63       | 0.00%             | 2026-07-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7334014.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1044 | PA      | $10.89        | 0.00%             | 2035-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31418EQ86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  21685567 | PA      | $21685549.18  | 0.85%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 31283HXH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12617 | PA      | $12996.11     | 0.00%             | 2033-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8949372.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3692 | PA      | $3594.43      | 0.00%             | 2026-10-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8523506.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1348 | PA      | $1328.50      | 0.00%             | 2026-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8896783.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7337 | PA      | $7213.08      | 0.00%             | 2026-09-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4916673.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9163 | PA      | $0.00         | 0.00%             | 2033-07-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| MSCI, Inc.                                                                      | MSCI, Inc.                                                                                        | CUSIP: 55354GAQ3<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |  11800000 | PA      | $10553431.72  | 0.41%             | 2033-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2004302.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1622 | PA      | $1585.23      | 0.00%             | 2027-09-24      | Fixed         | 21.93%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8231122.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        99 | PA      | $95.61        | 0.00%             | 2026-03-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC, Series 5070, Class HI                                                                      | CUSIP: 3137F9XA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  30470860 | PA      | $5844222.49   | 0.23%             | 2051-02-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 9012403.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2892 | PA      | $2835.05      | 0.00%             | 2026-10-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8000517.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1021 | PA      | $26.25        | 0.00%             | 2026-01-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6254473.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13950 | PA      | $0.00         | 0.00%             | 2034-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7098792.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2031 | PA      | $4.83         | 0.00%             | 2035-04-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8164934.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1203 | PA      | $349.71       | 0.00%             | 2026-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8605972.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1821 | PA      | $1794.37      | 0.00%             | 2026-07-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2007966.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       604 | PA      | $593.32       | 0.00%             | 2026-11-09      | Fixed         | 18.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8625097.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1551 | PA      | $220.02       | 0.00%             | 2026-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7412972.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6512 | PA      | $81.44        | 0.00%             | 2035-07-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2200437.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       792 | PA      | $777.32       | 0.00%             | 2026-12-08      | Fixed         | 17.72%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2203381.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3951 | PA      | $3899.38      | 0.00%             | 2027-05-23      | Fixed         | 18.04%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8436507.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       927 | PA      | $756.96       | 0.00%             | 2026-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4873297.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       113 | PA      | $0.00         | 0.00%             | 2033-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8099364.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1454 | PA      | $1223.69      | 0.00%             | 2026-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6862957.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4171 | PA      | $1.76         | 0.00%             | 2035-01-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12424835.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13278 | PA      | $13939.02     | 0.00%             | 2027-03-20      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6617414.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2152 | PA      | $0.01         | 0.00%             | 2034-10-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-17490395.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15324 | PA      | $15625.64     | 0.00%             | 2027-09-26      | Fixed         | 15.24%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1646072.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4117 | PA      | $4294.49      | 0.00%             | 2026-10-28      | Fixed         | 28.23%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2204427.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3037 | PA      | $2983.25      | 0.00%             | 2026-12-08      | Fixed         | 30.34%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8250191.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       514 | PA      | $225.98       | 0.00%             | 2026-04-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2005768.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       539 | PA      | $342.90       | 0.00%             | 2026-11-09      | Fixed         | 27.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991721350.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       765 | PA      | $793.32       | 0.00%             | 2026-05-16      | Fixed         | 29.49%                | 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      | $57135.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991747772.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8806298.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1380 | PA      | $1354.56      | 0.00%             | 2026-09-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Oriental Republic of Uruguay                                                    | Uruguay Government Bond                                                                           | CUSIP: 917288BK7<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |   4000000 | PA      | $4050400.00   | 0.16%             | 2031-01-23      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-16448250.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3122 | PA      | $3169.75      | 0.00%             | 2027-09-01      | Fixed         | 13.49%                | No            |                  3 | On Loan: No      |
| Exelon Corp.                                                                    | Exelon Corp.                                                                                      | CUSIP: 30161NAX9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |  13400000 | PA      | $13282818.47  | 0.52%             | 2030-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8609461.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       713 | PA      | $685.47       | 0.00%             | 2026-07-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1615738.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       864 | PA      | $865.81       | 0.00%             | 2026-08-27      | Fixed         | 13.30%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1868887.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4228 | PA      | $4164.86      | 0.00%             | 2026-10-18      | Fixed         | 24.97%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31407FN97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17643 | PA      | $17836.20     | 0.00%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8031473.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3422 | PA      | $62.04        | 0.00%             | 2026-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6841626.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5625 | PA      | $3.26         | 0.00%             | 2035-01-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4869815.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7257 | PA      | $0.13         | 0.00%             | 2033-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7021732.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2798 | PA      | $12.01        | 0.00%             | 2035-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5708392.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9171 | PA      | $0.00         | 0.00%             | 2034-01-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Owens-Brockway Glass Container, Inc.                                            | Owens-Brockway Glass Container, Inc., First Lien, CME Term Loan, B1                               | CUSIP: 69074LAE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    309100 | PA      | $308970.18    | 0.01%             | 2032-09-30      | Variable      | 6.84%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                           | Athene Global Funding                                                                             | CUSIP: 04685A4R9<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   3800000 | PA      | $3857760.42   | 0.15%             | 2030-07-17      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5025882.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1669 | PA      | $0.06         | 0.00%             | 2033-08-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7886840.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       511 | PA      | $8.22         | 0.00%             | 2025-12-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7163900.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5443 | PA      | $34.44        | 0.00%             | 2035-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7894822.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2092 | PA      | $1479.75      | 0.00%             | 2025-12-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2008691.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1410 | PA      | $1384.81      | 0.00%             | 2026-11-09      | Fixed         | 15.38%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6641907.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3766 | PA      | $0.08         | 0.00%             | 2034-11-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2645675.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9463 | PA      | $9362.36      | 0.00%             | 2027-02-28      | Fixed         | 15.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8436467.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1022 | PA      | $475.02       | 0.00%             | 2026-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6422493.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        96 | PA      | $0.00         | 0.00%             | 2034-08-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5067242.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5352 | PA      | $0.17         | 0.00%             | 2033-09-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8616312.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1913 | PA      | $1891.12      | 0.00%             | 2026-07-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6359468.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       432 | PA      | $0.04         | 0.00%             | 2034-07-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4815646.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5300 | PA      | $0.00         | 0.00%             | 2033-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7336581.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     49530 | PA      | $239.02       | 0.00%             | 2035-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11722179.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8830 | PA      | $8932.02      | 0.00%             | 2027-02-05      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| FNMA or FHLMC                                                                   | Uniform Mortgage-Backed Securities                                                                | CUSIP: 01F0406B8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  21750000 | PA      | $20639485.24  | 0.81%             | 2055-11-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pinnacle Buyer LLC                                                              | Pinnacle Buyer LLC, First Lien, Initial CME Term Loan, B                                          | CUSIP: 72349UAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    182646 | PA      | $183673.19    | 0.01%             | 2032-09-13      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7890338.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       687 | PA      | $587.83       | 0.00%             | 2025-12-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| BMO Mortgage Trust                                                              | BMO Mortgage Trust, Series 2024-5C8, Class XA                                                     | CUSIP: 09661XAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  47156957 | PA      | $1731702.48   | 0.07%             | 2057-12-15      | Variable      | 1.02%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12133804.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8028 | PA      | $8132.67      | 0.00%             | 2027-04-30      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7243413.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1462 | PA      | $443.67       | 0.00%             | 2035-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12468743.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3173 | PA      | $3196.95      | 0.00%             | 2027-03-24      | Fixed         | 18.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8630113.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3058 | PA      | $575.28       | 0.00%             | 2026-07-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6678696.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19360 | PA      | $0.00         | 0.00%             | 2034-11-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5119131.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1948 | PA      | $0.07         | 0.00%             | 2033-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                             | U.S. Treasury Long Bonds                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      1349 | NC      | $4129464.37   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8540780.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1314 | PA      | $1294.70      | 0.00%             | 2026-06-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5546515.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2064 | PA      | $0.00         | 0.00%             | 2033-12-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8738535.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1015 | PA      | $990.01       | 0.00%             | 2026-08-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991601320.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       535 | PA      | $0.00         | 0.00%             | 2026-07-17      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2077889.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2218 | PA      | $2185.82      | 0.00%             | 2026-11-19      | Fixed         | 19.41%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4609551.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5454 | PA      | $0.11         | 0.00%             | 2033-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8395941.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2330 | PA      | $1807.89      | 0.00%             | 2026-05-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Carlisle Cos., Inc.                                                             | Carlisle Cos., Inc.                                                                               | CUSIP: 142339AN0<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |    665000 | PA      | $676895.78    | 0.03%             | 2035-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8689069.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1198 | PA      | $439.11       | 0.00%             | 2026-08-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12169743.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10943 | PA      | $11443.12     | 0.00%             | 2027-01-22      | Fixed         | 24.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6812517.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14910 | PA      | $12.06        | 0.00%             | 2035-01-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2009450.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2792 | PA      | $2741.93      | 0.00%             | 2026-11-09      | Fixed         | 27.39%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 9006035.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1953 | PA      | $1891.86      | 0.00%             | 2026-10-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8753827.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3085 | PA      | $2814.02      | 0.00%             | 2026-08-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8534876.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       142 | PA      | $136.51       | 0.00%             | 2026-06-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6833875.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1457 | PA      | $1.41         | 0.00%             | 2035-01-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2412293.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1347 | PA      | $1323.27      | 0.00%             | 2027-01-11      | Fixed         | 13.57%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8757666.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       637 | PA      | $529.75       | 0.00%             | 2026-08-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5230330.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1320 | PA      | $0.00         | 0.00%             | 2033-10-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7914153.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5956 | PA      | $81.79        | 0.00%             | 2025-12-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8875438.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3767 | PA      | $3687.79      | 0.00%             | 2026-09-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6792314.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6421 | PA      | $1.38         | 0.00%             | 2034-12-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8816217.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16469 | PA      | $14143.04     | 0.00%             | 2026-09-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7993294.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1119 | PA      | $16.34        | 0.00%             | 2026-01-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8848129.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12270 | PA      | $11214.01     | 0.00%             | 2026-09-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5071139.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2742 | PA      | $1.36         | 0.00%             | 2033-09-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8839475.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3150 | PA      | $3059.60      | 0.00%             | 2026-09-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2411228.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2138 | PA      | $2099.60      | 0.00%             | 2027-06-11      | Fixed         | 26.37%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2633434.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2863 | PA      | $2844.82      | 0.00%             | 2029-02-15      | Fixed         | 17.36%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4899151.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3147 | PA      | $0.00         | 0.00%             | 2033-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8871615.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2933 | PA      | $2855.13      | 0.00%             | 2026-09-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8930299.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13028 | PA      | $12665.19     | 0.00%             | 2026-10-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2203740.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1004 | PA      | $983.05       | 0.00%             | 2027-05-08      | Fixed         | 19.62%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2411173.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       317 | PA      | $126.03       | 0.00%             | 2027-01-11      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2414779.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1228 | PA      | $1204.64      | 0.00%             | 2027-01-12      | Fixed         | 11.77%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8457102.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4197 | PA      | $2316.54      | 0.00%             | 2026-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8986677.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3496 | PA      | $3289.31      | 0.00%             | 2026-10-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 312942U78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     30991 | PA      | $31198.68     | 0.00%             | 2040-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2412621.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1325 | PA      | $1308.41      | 0.00%             | 2027-01-11      | Fixed         | 16.62%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2643737.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5896 | PA      | $5799.26      | 0.00%             | 2027-02-16      | Fixed         | 23.79%                | No            |                  3 | On Loan: No      |
| BANK5 Trust                                                                     | BANK5 Trust, Series 2025-5YR14, Class XA                                                          | CUSIP: 06604MAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  50159333 | PA      | $1950917.15   | 0.08%             | 2058-04-15      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2416737.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       994 | PA      | $975.97       | 0.00%             | 2027-01-12      | Fixed         | 23.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5317481.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       593 | PA      | $0.00         | 0.00%             | 2033-11-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6836478.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       673 | PA      | $0.46         | 0.00%             | 2035-01-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-17032039.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9507 | PA      | $2129.81      | 0.00%             | 2026-11-16      | Fixed         | 10.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11725393.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17538 | PA      | $18029.76     | 0.00%             | 2027-02-04      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5773116.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3729 | PA      | $0.14         | 0.00%             | 2034-02-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Tapestry, Inc.                                                                  | Tapestry, Inc.                                                                                    | CUSIP: 876030AL1<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |   1820000 | PA      | $1854365.51   | 0.07%             | 2035-03-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6689979.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12919 | PA      | $0.00         | 0.00%             | 2034-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8955655.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5017 | PA      | $4967.81      | 0.00%             | 2026-10-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8190366.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1133 | PA      | $1026.12      | 0.00%             | 2026-03-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991729702.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 9013704.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8043 | PA      | $7569.27      | 0.00%             | 2026-10-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8344345.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3111 | PA      | $812.13       | 0.00%             | 2026-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6916173.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       512 | PA      | $0.82         | 0.00%             | 2035-02-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1874395.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3896 | PA      | $323.26       | 0.00%             | 2026-10-18      | Fixed         | 25.50%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2635945.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1946 | PA      | $1913.44      | 0.00%             | 2027-02-15      | Fixed         | 17.32%                | No            |                  3 | On Loan: No      |
| Constellation Energy Generation LLC                                             | Constellation Energy Generation LLC                                                               | CUSIP: 210385AC4<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3206457.78   | 0.13%             | 2033-03-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2415964.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       654 | PA      | $642.58       | 0.00%             | 2027-11-12      | Fixed         | 31.16%                | No            |                  3 | On Loan: No      |
| Arthur J Gallagher & Co.                                                        | Arthur J Gallagher & Co.                                                                          | CUSIP: 04316JAM1<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |   2075000 | PA      | $2118287.97   | 0.08%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                    | GS Mortgage Securities Trust, Series 2016-GS2, Class A4                                           | CUSIP: 36252TAR6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1150000 | PA      | $1143780.00   | 0.04%             | 2049-05-10      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2008618.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1692 | PA      | $1662.11      | 0.00%             | 2026-11-09      | Fixed         | 14.73%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12175594.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2772 | PA      | $2837.95      | 0.00%             | 2027-09-01      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8775615.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3199 | PA      | $2580.92      | 0.00%             | 2026-08-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6483513.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7992 | PA      | $0.00         | 0.00%             | 2034-09-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5165754.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1218 | PA      | $0.00         | 0.00%             | 2033-10-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7314697.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3749 | PA      | $13.93        | 0.00%             | 2035-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2010280.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4650 | PA      | $4590.05      | 0.00%             | 2026-11-09      | Fixed         | 16.52%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8914913.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       623 | PA      | $615.93       | 0.00%             | 2026-10-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8771205.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1224 | PA      | $898.31       | 0.00%             | 2026-08-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991852313.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Primo Brands Corp.                                                              | Primo Brands Corp., First Lien, 2025 Refinancing CME Term Loan                                    | CUSIP: 89678QAD8<br>LEI: 254900J0WS4AXV2LAX55 | Long             | LON              | CORP              | US        |    529602 | PA      | $531600.98    | 0.02%             | 2028-03-31      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8738617.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2215 | PA      | $2179.34      | 0.00%             | 2026-08-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2004674.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4667 | PA      | $4558.68      | 0.00%             | 2027-04-09      | Fixed         | 22.44%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2199248.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4899 | PA      | $4834.07      | 0.00%             | 2026-12-07      | Fixed         | 19.04%                | No            |                  3 | On Loan: No      |
| BRAVO Residential Funding Trust                                                 | BRAVO Residential Funding Trust, Series 2024-NQM3, Class A1                                       | CUSIP: 10569LAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    928225 | PA      | $938215.13    | 0.04%             | 2064-03-25      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991643179.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-10-17      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2185665.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3453 | PA      | $247.26       | 0.00%             | 2027-06-08      | Fixed         | 20.17%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1874034.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       656 | PA      | $646.04       | 0.00%             | 2026-10-18      | Fixed         | 22.67%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2200406.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1386 | PA      | $1367.67      | 0.00%             | 2026-12-08      | Fixed         | 17.28%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8797084.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3044 | PA      | $2903.14      | 0.00%             | 2026-09-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-16676602.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2880 | PA      | $2889.79      | 0.00%             | 2026-11-05      | Fixed         | 11.24%                | No            |                  3 | On Loan: No      |
| Kodiak Gas Services LLC                                                         | Kodiak Gas Services LLC                                                                           | CUSIP: 50012LAC8<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5195360.00   | 0.20%             | 2029-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2199311.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       538 | PA      | $528.30       | 0.00%             | 2026-12-08      | Fixed         | 31.18%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5365379.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       768 | PA      | $0.12         | 0.00%             | 2033-11-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8916787.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5743 | PA      | $2392.00      | 0.00%             | 2026-10-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5900390.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13495 | PA      | $0.00         | 0.00%             | 2034-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8557138.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1488 | PA      | $1403.41      | 0.00%             | 2026-07-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8211919.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       681 | PA      | $423.14       | 0.00%             | 2026-03-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8992365.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5959 | PA      | $5515.15      | 0.00%             | 2026-10-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2406985.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       891 | PA      | $870.89       | 0.00%             | 2027-01-11      | Fixed         | 9.83%                 | No            |                  3 | On Loan: No      |
| N/A                                                                             | CDS                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   7090000 | PA      | $494567.75    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4578615.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1525 | PA      | $0.00         | 0.00%             | 2033-04-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA I, Single-family, 30 Year                                                                    | CUSIP: 36200KMR5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5574 | PA      | $5657.59      | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8876874.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1870 | PA      | $1845.67      | 0.00%             | 2026-09-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2402399.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7560 | PA      | $7347.08      | 0.00%             | 2027-01-11      | Fixed         | 6.09%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2414692.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        40 | PA      | $39.47        | 0.00%             | 2035-11-12      | Fixed         | 6.84%                 | No            |                  3 | On Loan: No      |
| Jefferson Capital Holdings LLC                                                  | Jefferson Capital Holdings LLC                                                                    | CUSIP: 472481AC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3900000 | PA      | $4046721.90   | 0.16%             | 2030-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1704984.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3897 | PA      | $3894.32      | 0.00%             | 2027-01-19      | Fixed         | 10.29%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8808960.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1578 | PA      | $1507.22      | 0.00%             | 2026-09-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| First Brands Group LLC                                                          | First Brands Group LLC, First Lien, Debtor-In-Possession CME Term Loan                            | CUSIP: 31935HAM9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    139743 | PA      | $148652.04    | 0.01%             | 2026-06-29      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2633374.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5752 | PA      | $5584.72      | 0.00%             | 2027-02-18      | Fixed         | 7.21%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8810202.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2173 | PA      | $2104.56      | 0.00%             | 2026-09-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8980596.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6480 | PA      | $6294.96      | 0.00%             | 2026-10-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6392793.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       432 | PA      | $0.08         | 0.00%             | 2034-08-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2079001.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3386 | PA      | $3337.37      | 0.00%             | 2026-11-19      | Fixed         | 24.08%                | No            |                  3 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                    | Royal Caribbean Cruises Ltd.                                                                      | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   1500000 | PA      | $1528650.99   | 0.06%             | 2031-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4925329.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1389 | PA      | $0.00         | 0.00%             | 2033-07-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5074442.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1909 | PA      | $0.00         | 0.00%             | 2033-09-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8162974.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       296 | PA      | $253.43       | 0.00%             | 2026-03-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2411596.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1460 | PA      | $1433.38      | 0.00%             | 2027-01-11      | Fixed         | 13.42%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2411415.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1915 | PA      | $1872.38      | 0.00%             | 2027-01-11      | Fixed         | 9.04%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2006252.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1747 | PA      | $1714.45      | 0.00%             | 2026-11-09      | Fixed         | 25.33%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1874208.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1153 | PA      | $1137.20      | 0.00%             | 2026-10-18      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2206534.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       960 | PA      | $942.29       | 0.00%             | 2026-12-08      | Fixed         | 14.38%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8872963.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6520 | PA      | $6412.42      | 0.00%             | 2026-09-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-16687847.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8545 | PA      | $8680.19      | 0.00%             | 2027-09-15      | Fixed         | 9.49%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1712201.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       758 | PA      | $34.32        | 0.00%             | 2026-09-14      | Fixed         | 18.94%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2634087.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       581 | PA      | $571.81       | 0.00%             | 2027-02-15      | Fixed         | 29.37%                | No            |                  3 | On Loan: No      |
| Provident Funding Associates LLP                                                | Provident Funding Associates LLP, Series 2021-J1, Class A3                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | US        |   1490407 | PA      | $1332364.99   | 0.05%             | 2049-02-20      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31406XQ47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9216 | PA      | $9535.90      | 0.00%             | 2035-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8992162.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2777 | PA      | $2620.21      | 0.00%             | 2026-10-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| WFRBS Commercial Mortgage Trust                                                 | WFRBS Commercial Mortgage Trust, Series 2014-C23, Class B                                         | CUSIP: 92939HBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1881000 | PA      | $1826134.99   | 0.07%             | 2057-10-15      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8492444.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2403 | PA      | $2297.40      | 0.00%             | 2026-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6967741.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1401 | PA      | $4.07         | 0.00%             | 2035-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4750103.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8831 | PA      | $0.00         | 0.00%             | 2033-05-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8604154.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29307 | PA      | $19852.34     | 0.00%             | 2026-07-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2635941.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2262 | PA      | $164.01       | 0.00%             | 2027-02-15      | Fixed         | 25.09%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991607820.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-12-15      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5854311.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       663 | PA      | $0.24         | 0.00%             | 2034-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2005584.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4097 | PA      | $4008.43      | 0.00%             | 2026-11-09      | Fixed         | 8.98%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1667757.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3885 | PA      | $3951.72      | 0.00%             | 2026-11-12      | Fixed         | 18.25%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8633174.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1555 | PA      | $824.01       | 0.00%             | 2026-07-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1645223.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2196 | PA      | $2199.23      | 0.00%             | 2026-10-27      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8679117.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       924 | PA      | $868.99       | 0.00%             | 2026-07-31      | 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        |   2125000 | PA      | $1994459.78   | 0.08%             | 2030-05-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8633413.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2278 | PA      | $2026.05      | 0.00%             | 2026-07-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Acrisure LLC                                                                    | Acrisure LLC, First Lien, 2025 Refinancing CME Term Loan, B                                       | CUSIP: 00488PAX3<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |    291241 | PA      | $291939.85    | 0.01%             | 2032-06-21      | Variable      | 7.21%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6470092.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3576 | PA      | $0.38         | 0.00%             | 2034-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7165931.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1875 | PA      | $10.39        | 0.00%             | 2035-04-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5954440.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7514 | PA      | $0.33         | 0.00%             | 2034-03-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7776723.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       362 | PA      | $288.03       | 0.00%             | 2035-11-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8381919.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1506 | PA      | $21.30        | 0.00%             | 2026-05-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2009188.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6303 | PA      | $6190.19      | 0.00%             | 2026-11-09      | Fixed         | 10.68%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12158633.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7965 | PA      | $8267.65      | 0.00%             | 2027-03-02      | Fixed         | 23.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2007026.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       599 | PA      | $588.03       | 0.00%             | 2026-11-09      | Fixed         | 25.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7810803.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       514 | PA      | $354.41       | 0.00%             | 2035-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31410GRK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41830 | PA      | $44403.61     | 0.00%             | 2037-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8014533.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1935 | PA      | $1685.06      | 0.00%             | 2026-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2202220.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11382 | PA      | $6141.07      | 0.00%             | 2027-05-08      | Fixed         | 20.45%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-16719236.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4392 | PA      | $4436.85      | 0.00%             | 2026-09-04      | Fixed         | 10.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7586206.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       237 | PA      | $107.81       | 0.00%             | 2035-09-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5663245.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       500 | PA      | $0.09         | 0.00%             | 2034-01-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8520777.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4904 | PA      | $4615.03      | 0.00%             | 2026-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-17319474.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10453 | PA      | $1675.00      | 0.00%             | 2027-08-07      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2413654.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2769 | PA      | $195.92       | 0.00%             | 2027-01-12      | Fixed         | 25.91%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7869186.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1421 | PA      | $924.08       | 0.00%             | 2025-12-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4878103.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       627 | PA      | $0.02         | 0.00%             | 2033-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Voya CLO Ltd.                                                                   | Voya CLO Ltd., Series 2013-2A, Class BR                                                           | CUSIP: 92916WAG4<br>LEI: 5493007ASGBOUR3XJY69 | Long             | ABS-CBDO         | CORP              | KY        |   5770000 | PA      | $5794508.75   | 0.23%             | 2031-04-25      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7581762.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       384 | PA      | $7.94         | 0.00%             | 2035-09-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5950686.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       810 | PA      | $0.02         | 0.00%             | 2034-03-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1874369.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2097 | PA      | $2072.90      | 0.00%             | 2026-10-18      | Fixed         | 14.32%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6633231.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       238 | PA      | $0.12         | 0.00%             | 2034-11-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8937064.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1428 | PA      | $1149.95      | 0.00%             | 2026-10-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7173920.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       251 | PA      | $21.39        | 0.00%             | 2035-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4889268.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       524 | PA      | $0.00         | 0.00%             | 2033-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6668780.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9273 | PA      | $0.00         | 0.00%             | 2034-11-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Trinitas CLO XVIII Ltd.                                                         | Trinitas CLO XVIII Ltd., Series 2021-18A, Class A1R                                               | CUSIP: 89640LAL6<br>LEI: 2549005HDP7QU1IK5W96 | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $10012211.09  | 0.39%             | 2035-01-20      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies CLO Ltd.                                       | Carlyle Global Market Strategies CLO Ltd., Series 2014-2RA, Class B                               | CUSIP: 14314LAJ4<br>LEI: 549300K65HYRGER5BW54 | Long             | ABS-CBDO         | CORP              | KY        |    580000 | PA      | $581465.69    | 0.02%             | 2031-05-15      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7987316.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9983 | PA      | $7057.86      | 0.00%             | 2026-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1873975.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1671 | PA      | $1643.19      | 0.00%             | 2026-10-18      | Fixed         | 13.55%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6185954.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1742 | PA      | $0.00         | 0.00%             | 2034-06-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2005538.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1754 | PA      | $1723.74      | 0.00%             | 2026-11-09      | Fixed         | 18.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6372961.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     57137 | PA      | $0.00         | 0.00%             | 2034-07-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7679612.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2603 | PA      | $1081.09      | 0.00%             | 2035-10-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2412100.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2050 | PA      | $2010.64      | 0.00%             | 2027-01-11      | Fixed         | 13.07%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8470281.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4030 | PA      | $3606.42      | 0.00%             | 2026-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5333772.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       967 | PA      | $0.00         | 0.00%             | 2033-11-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Cornerstone Building Brands, Inc.                                               | Cornerstone Building Brands, Inc., First Lien, CME Term Loan, C                                   | CUSIP: 72431HAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1139178 | PA      | $1004618.37   | 0.04%             | 2031-05-15      | Variable      | 8.53%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2204377.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2935 | PA      | $2894.52      | 0.00%             | 2028-12-08      | Fixed         | 25.94%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8933822.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4283 | PA      | $4193.92      | 0.00%             | 2026-10-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5059326.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13048 | PA      | $0.28         | 0.00%             | 2033-09-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8924153.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25240 | PA      | $24783.19     | 0.00%             | 2026-10-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8215602.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1065 | PA      | $509.00       | 0.00%             | 2026-03-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7483959.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2817 | PA      | $23.95        | 0.00%             | 2035-08-11      | 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        |    700252 | PA      | $703185.60    | 0.03%             | 2031-10-31      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6278139.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       931 | PA      | $0.04         | 0.00%             | 2034-07-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Phoenix Guarantor, Inc.                                                         | Phoenix Guarantor, Inc., First Lien, CME Term Loan, B5                                            | CUSIP: 71913BAK8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    345632 | PA      | $347072.87    | 0.01%             | 2031-02-21      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7723470.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       453 | PA      | $251.30       | 0.00%             | 2035-10-25      | 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        |   1214025 | PA      | $1223380.54   | 0.05%             | 2063-12-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4831001.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       847 | PA      | $0.26         | 0.00%             | 2033-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5588173.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3545 | PA      | $0.00         | 0.00%             | 2033-12-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8485522.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13205 | PA      | $258.02       | 0.00%             | 2026-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31403DWG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16753 | PA      | $17453.92     | 0.00%             | 2036-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7180850.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2462 | PA      | $11.50        | 0.00%             | 2035-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8905771.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1996 | PA      | $1717.56      | 0.00%             | 2026-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2417990.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14255 | PA      | $13924.58     | 0.00%             | 2027-01-12      | Fixed         | 7.34%                 | No            |                  3 | On Loan: No      |
| Ashton Woods USA LLC / Ashton Woods Finance Co.                                 | Ashton Woods USA LLC / Ashton Woods Finance Co.                                                   | CUSIP: 045086AR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    940000 | PA      | $943070.04    | 0.04%             | 2033-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1677269.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2799 | PA      | $72.60        | 0.00%             | 2026-12-22      | Fixed         | 25.90%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2417049.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       737 | PA      | $724.78       | 0.00%             | 2027-01-12      | Fixed         | 6.60%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6903284.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3163 | PA      | $4.61         | 0.00%             | 2035-02-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8205825.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       609 | PA      | $199.36       | 0.00%             | 2026-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6134462.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5519 | PA      | $0.52         | 0.00%             | 2034-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1711626.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4772 | PA      | $4692.44      | 0.00%             | 2026-09-14      | Fixed         | 13.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8673554.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1068 | PA      | $1044.06      | 0.00%             | 2026-07-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2196542.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3986 | PA      | $1977.70      | 0.00%             | 2027-05-07      | Fixed         | 14.21%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1873350.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3641 | PA      | $1133.13      | 0.00%             | 2026-10-18      | Fixed         | 19.42%                | No            |                  3 | On Loan: No      |
| Southern Co. (The)                                                              | Southern Co. (The)                                                                                | CUSIP: 842587CX3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4288169.00   | 0.17%             | 2046-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5624299.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6091 | PA      | $0.00         | 0.00%             | 2034-01-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Ecopetrol SA                                                                    | Ecopetrol SA                                                                                      | CUSIP: 279158AP4<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |    800000 | PA      | $718136.40    | 0.03%             | 2031-11-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8870744.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2609 | PA      | $2567.14      | 0.00%             | 2026-09-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Dominican Republic                                                              | Dominican Republic Government Bond                                                                | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |   1520000 | PA      | $1544016.00   | 0.06%             | 2027-01-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                              | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2013-C10, Class B                      | CUSIP: 61762MBZ3<br>LEI: 549300P1YQ48837ZOI22 | Long             | ABS-MBS          | CORP              | US        |   3247801 | PA      | $3085441.31   | 0.12%             | 2046-07-15      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8527075.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10718 | PA      | $9253.60      | 0.00%             | 2026-06-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Sunoco LP / Sunoco Finance Corp.                                                | Sunoco LP / Sunoco Finance Corp.                                                                  | CUSIP: 86765LAT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2944047.00   | 0.12%             | 2029-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5535547.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4404 | PA      | $0.00         | 0.00%             | 2033-12-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7071948.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       631 | PA      | $1.49         | 0.00%             | 2035-04-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8476347.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2050 | PA      | $2016.95      | 0.00%             | 2026-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6149268.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3411 | PA      | $0.05         | 0.00%             | 2034-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8684314.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6245 | PA      | $6120.13      | 0.00%             | 2026-08-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12116526.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4857 | PA      | $4973.45      | 0.00%             | 2027-01-05      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8694466.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2888 | PA      | $2846.65      | 0.00%             | 2026-08-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1868602.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       758 | PA      | $747.06       | 0.00%             | 2026-10-18      | Fixed         | 18.18%                | No            |                  3 | On Loan: No      |
| Federative Republic of Brazil                                                   | Brazil Government Bond                                                                            | CUSIP: 105756CC2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   2730000 | PA      | $2624622.00   | 0.10%             | 2030-06-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2199726.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1912 | PA      | $1886.96      | 0.00%             | 2026-12-07      | Fixed         | 18.10%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1872814.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3852 | PA      | $3809.07      | 0.00%             | 2026-10-18      | Fixed         | 16.38%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2205692.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4642 | PA      | $4538.22      | 0.00%             | 2026-12-08      | Fixed         | 10.33%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5332017.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3457 | PA      | $0.00         | 0.00%             | 2033-11-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8020017.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       139 | PA      | $64.65        | 0.00%             | 2026-01-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8223240.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       801 | PA      | $611.95       | 0.00%             | 2026-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5594180.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       732 | PA      | $0.03         | 0.00%             | 2033-12-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1977043.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1441 | PA      | $1414.73      | 0.00%             | 2026-11-09      | Fixed         | 11.43%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8704218.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2985 | PA      | $2892.14      | 0.00%             | 2026-08-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991764409.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 172752552.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       573 | PA      | $573.24       | 0.00%             | 2025-12-10      | Fixed         | 16.08%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991782660.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2029-01-17      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8348640.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1183 | PA      | $884.62       | 0.00%             | 2026-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7740921.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11985 | PA      | $547.77       | 0.00%             | 2035-10-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8843311.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4000 | PA      | $3681.33      | 0.00%             | 2026-09-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8558468.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2395 | PA      | $1994.05      | 0.00%             | 2026-07-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4642502.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       696 | PA      | $0.00         | 0.00%             | 2033-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2202534.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4459 | PA      | $4376.15      | 0.00%             | 2026-12-08      | Fixed         | 13.68%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2411840.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10268 | PA      | $2942.70      | 0.00%             | 2027-01-11      | Fixed         | 17.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8553509.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       439 | PA      | $432.49       | 0.00%             | 2026-07-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8449646.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       670 | PA      | $626.83       | 0.00%             | 2026-06-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6908001.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23167 | PA      | $16.67        | 0.00%             | 2035-02-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8963717.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4917 | PA      | $3413.51      | 0.00%             | 2026-10-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7050197.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13025 | PA      | $32.40        | 0.00%             | 2035-03-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5827842.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7668 | PA      | $0.20         | 0.00%             | 2034-02-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8020710.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5242 | PA      | $2865.06      | 0.00%             | 2026-01-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5619959.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2374 | PA      | $0.00         | 0.00%             | 2034-01-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 20 Year                                                                          | CUSIP: 3128P7NU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10979 | PA      | $11125.01     | 0.00%             | 2030-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 9013118.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2638 | PA      | $2415.44      | 0.00%             | 2026-10-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8094844.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       118 | PA      | $102.74       | 0.00%             | 2026-02-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8540626.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1157 | PA      | $1146.74      | 0.00%             | 2026-06-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8083196.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5807 | PA      | $3894.67      | 0.00%             | 2026-02-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                             | Euro-Bund                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |       -21 | NC      | $-8231.72     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8981056.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1665 | PA      | $1643.10      | 0.00%             | 2026-10-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6424176.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22930 | PA      | $1.80         | 0.00%             | 2034-08-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2203340.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1861 | PA      | $1819.69      | 0.00%             | 2027-05-08      | Fixed         | 21.11%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8869193.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4591 | PA      | $4505.44      | 0.00%             | 2026-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8348402.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       517 | PA      | $253.48       | 0.00%             | 2026-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Republic of South Africa                                                        | South Africa Government Bond                                                                      | CUSIP: 836205BC7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   1530000 | PA      | $1578490.24   | 0.06%             | 2032-04-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8956353.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     38123 | PA      | $36987.42     | 0.00%             | 2026-10-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2631893.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1383 | PA      | $1360.04      | 0.00%             | 2027-02-15      | Fixed         | 25.41%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8996192.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     37571 | PA      | $36947.79     | 0.00%             | 2026-10-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2202975.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2468 | PA      | $1190.81      | 0.00%             | 2027-10-08      | Fixed         | 30.20%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991716805.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       359 | PA      | $363.48       | 0.00%             | 2027-11-08      | Fixed         | 22.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2006518.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       818 | PA      | $803.22       | 0.00%             | 2026-11-09      | Fixed         | 11.38%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7822474.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1642 | PA      | $1173.90      | 0.00%             | 2035-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8646210.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1372 | PA      | $1327.02      | 0.00%             | 2026-07-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upgrade, Inc.                                                                   | Upgrade, Inc., 24468287.UG.FTS.B                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17864 | PA      | $1374.10      | 0.00%             | 2029-11-26      | Fixed         | 29.69%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6496050.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2621 | PA      | $0.03         | 0.00%             | 2034-09-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7944955.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24782 | PA      | $516.22       | 0.00%             | 2026-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6237213.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       994 | PA      | $0.00         | 0.00%             | 2034-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991577337.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7763863.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       361 | PA      | $6.58         | 0.00%             | 2035-11-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Rain Carbon, Inc.                                                               | Rain Carbon, Inc.                                                                                 | CUSIP: 75079LAB7<br>LEI: 25490038N6JQH7QXUK52 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2132322.00   | 0.08%             | 2029-09-01      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8283179.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6353 | PA      | $1953.70      | 0.00%             | 2026-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8539477.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18887 | PA      | $18221.44     | 0.00%             | 2026-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7766481.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4415 | PA      | $3324.38      | 0.00%             | 2035-11-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8839647.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15952 | PA      | $14826.73     | 0.00%             | 2026-09-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6404033.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2159 | PA      | $0.00         | 0.00%             | 2034-08-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8489971.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4379 | PA      | $3972.19      | 0.00%             | 2026-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2202542.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2674 | PA      | $2625.69      | 0.00%             | 2027-05-08      | Fixed         | 24.64%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2009631.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3413 | PA      | $3363.47      | 0.00%             | 2027-09-09      | Fixed         | 16.91%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7101698.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1010 | PA      | $2.60         | 0.00%             | 2035-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8626261.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2115 | PA      | $2010.37      | 0.00%             | 2026-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8995233.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1026 | PA      | $993.20       | 0.00%             | 2026-10-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2203172.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3031 | PA      | $2974.55      | 0.00%             | 2026-12-08      | Fixed         | 14.86%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7484428.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4409 | PA      | $70.57        | 0.00%             | 2035-08-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8827317.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5924 | PA      | $5800.01      | 0.00%             | 2026-09-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8869821.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       831 | PA      | $804.83       | 0.00%             | 2026-09-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8592557.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2028 | PA      | $1493.51      | 0.00%             | 2026-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6655130.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       974 | PA      | $0.00         | 0.00%             | 2034-11-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8431964.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       541 | PA      | $535.79       | 0.00%             | 2026-05-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8551915.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2613 | PA      | $2584.47      | 0.00%             | 2026-07-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6984708.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1263 | PA      | $1.50         | 0.00%             | 2035-03-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4626514.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2949 | PA      | $0.49         | 0.00%             | 2033-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2412890.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3607 | PA      | $3536.26      | 0.00%             | 2027-01-11      | Fixed         | 20.68%                | No            |                  3 | On Loan: No      |
| Iliad Holding SAS                                                               | Iliad Holding SAS                                                                                 | CUSIP: 449691AC8<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |   2000000 | PA      | $2031102.00   | 0.08%             | 2028-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5537953.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4030 | PA      | $0.10         | 0.00%             | 2033-12-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5533995.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       813 | PA      | $0.00         | 0.00%             | 2033-12-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2415990.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9614 | PA      | $5318.45      | 0.00%             | 2027-01-12      | Fixed         | 9.90%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8217705.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1790 | PA      | $1541.47      | 0.00%             | 2026-03-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1710250.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1770 | PA      | $1738.95      | 0.00%             | 2026-09-14      | Fixed         | 9.72%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2415024.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3029 | PA      | $2972.32      | 0.00%             | 2027-01-12      | Fixed         | 19.94%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2633029.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       471 | PA      | $460.09       | 0.00%             | 2027-02-15      | Fixed         | 9.57%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8392372.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3862 | PA      | $2700.58      | 0.00%             | 2026-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8886794.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15816 | PA      | $13760.51     | 0.00%             | 2026-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5893541.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4112 | PA      | $0.00         | 0.00%             | 2034-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2206114.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       641 | PA      | $632.91       | 0.00%             | 2026-12-08      | Fixed         | 17.92%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4831653.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2099 | PA      | $0.00         | 0.00%             | 2033-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6351823.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1939 | PA      | $0.07         | 0.00%             | 2034-07-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 36202DQ20<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3221 | PA      | $3374.19      | 0.00%             | 2031-12-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8740399.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8454 | PA      | $2681.79      | 0.00%             | 2026-08-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5534121.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5159 | PA      | $0.00         | 0.00%             | 2033-12-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8979562.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8687 | PA      | $903.38       | 0.00%             | 2026-10-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8888248.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1470 | PA      | $1110.28      | 0.00%             | 2026-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7886251.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11473 | PA      | $5421.76      | 0.00%             | 2025-12-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2008551.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6660 | PA      | $6529.84      | 0.00%             | 2026-11-09      | Fixed         | 20.27%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7287176.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5152 | PA      | $34.59        | 0.00%             | 2035-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4606335.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2103 | PA      | $0.00         | 0.00%             | 2033-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6970716.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1583 | PA      | $215.97       | 0.00%             | 2035-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8813700.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14717 | PA      | $13934.36     | 0.00%             | 2026-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4976561.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2306 | PA      | $0.04         | 0.00%             | 2033-08-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Verizon Communications, Inc.                                                    | Verizon Communications, Inc.                                                                      | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   8400000 | PA      | $7347826.75   | 0.29%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                | Boeing Co. (The)                                                                                  | CUSIP: 097023AX3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2956661.29   | 0.12%             | 2039-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UGI Energy Services LLC                                                         | UGI Energy Services LLC, First Lien, Initial CME Term Loan                                        | CUSIP: 90276DAE9<br>LEI: 5493001O7RUKEUP5XR11 | Long             | LON              | CORP              | US        |    520146 | PA      | $523506.34    | 0.02%             | 2030-02-22      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6978952.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     51353 | PA      | $1581.35      | 0.00%             | 2035-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8396180.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1271 | PA      | $18.37        | 0.00%             | 2026-05-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7793111.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       109 | PA      | $88.67        | 0.00%             | 2035-11-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-17464221.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3567 | PA      | $3664.83      | 0.00%             | 2026-09-15      | Fixed         | 16.74%                | No            |                  3 | On Loan: No      |
| Benchmark Mortgage Trust                                                        | Benchmark Mortgage Trust, Series 2019-B13, Class A2                                               | CUSIP: 08162DAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5285807 | PA      | $5097183.49   | 0.20%             | 2057-08-15      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12029572.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2414 | PA      | $2439.98      | 0.00%             | 2027-02-24      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1873077.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       930 | PA      | $916.76       | 0.00%             | 2026-10-18      | Fixed         | 25.29%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2419563.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9348 | PA      | $9178.67      | 0.00%             | 2027-01-12      | Fixed         | 14.64%                | No            |                  3 | On Loan: No      |
| Corebridge Financial, Inc.                                                      | Corebridge Financial, Inc.                                                                        | CUSIP: 21871XAR0<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   4900000 | PA      | $5233217.84   | 0.20%             | 2033-09-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5047321.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5110 | PA      | $0.00         | 0.00%             | 2033-08-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1872975.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1693 | PA      | $1651.73      | 0.00%             | 2027-03-18      | Fixed         | 32.03%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8867560.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2317 | PA      | $2224.69      | 0.00%             | 2026-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Chariot Buyer LLC                                                               | Chariot Buyer LLC, First Lien, Amendment No. 5 Incremental CME Term Loan                          | CUSIP: 15963CAE6<br>LEI: 25490092IFNOZBRVE539 | Long             | LON              | CORP              | US        |     91875 | PA      | $92276.95     | 0.00%             | 2032-09-08      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991576670.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2025-01-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7755761.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8935 | PA      | $250.53       | 0.00%             | 2035-11-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8480123.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       825 | PA      | $814.08       | 0.00%             | 2026-06-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8451575.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20874 | PA      | $17924.97     | 0.00%             | 2026-06-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2412374.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4192 | PA      | $4106.98      | 0.00%             | 2027-01-11      | Fixed         | 19.25%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4862443.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7578 | PA      | $0.14         | 0.00%             | 2033-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2009234.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3318 | PA      | $3262.21      | 0.00%             | 2026-11-09      | Fixed         | 14.43%                | No            |                  3 | On Loan: No      |
| N/A                                                                             | U.S. Treasury 10 Year Notes                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      -408 | NC      | $-45183.96    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8617158.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7020 | PA      | $6090.51      | 0.00%             | 2026-07-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2412345.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1134 | PA      | $681.85       | 0.00%             | 2027-01-11      | Fixed         | 18.51%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2414553.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6457 | PA      | $6339.32      | 0.00%             | 2027-01-12      | Fixed         | 14.38%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6488356.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3633 | PA      | $0.00         | 0.00%             | 2034-09-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6981964.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13283 | PA      | $5.81         | 0.00%             | 2035-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| White Cap Supply Holdings LLC                                                   | White Cap Supply Holdings LLC, First Lien, CME Term Loan, C                                       | CUSIP: 96350TAH3<br>LEI: 254900L2N0T6GULCL366 | Long             | LON              | CORP              | US        |    521349 | PA      | $523218.40    | 0.02%             | 2029-10-19      | Variable      | 7.21%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2197670.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1416 | PA      | $866.43       | 0.00%             | 2027-05-07      | Fixed         | 22.54%                | No            |                  3 | On Loan: No      |
| Imperial Fund Mortgage Trust                                                    | Imperial Fund Mortgage Trust, Series 2023-NQM1, Class A1                                          | CUSIP: 45290BAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1908358 | PA      | $1907811.83   | 0.07%             | 2068-02-25      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2009034.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1520 | PA      | $1490.44      | 0.00%             | 2026-11-09      | Fixed         | 22.22%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7968350.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1919 | PA      | $32.44        | 0.00%             | 2026-01-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5873819.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1232 | PA      | $0.06         | 0.00%             | 2034-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6914678.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3385 | PA      | $7.17         | 0.00%             | 2035-02-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                    | Mizuho Financial Group, Inc.                                                                      | CUSIP: 60687YCZ0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   5100000 | PA      | $5306399.96   | 0.21%             | 2029-07-06      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7858486.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       814 | PA      | $11.58        | 0.00%             | 2025-12-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8465101.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1054 | PA      | $1043.35      | 0.00%             | 2026-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7794575.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17650 | PA      | $880.31       | 0.00%             | 2035-11-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2202084.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       541 | PA      | $531.35       | 0.00%             | 2026-12-08      | Fixed         | 28.33%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2201210.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       582 | PA      | $570.97       | 0.00%             | 2026-12-08      | Fixed         | 12.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991769449.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                                           | Alexandria Real Estate Equities, Inc.                                                             | CUSIP: 015271AV1<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |   6400000 | PA      | $5233333.06   | 0.20%             | 2033-02-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11687753.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1252 | PA      | $1259.16      | 0.00%             | 2026-01-25      | Fixed         | 13.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5111024.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       873 | PA      | $0.07         | 0.00%             | 2033-09-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| RR Donnelley & Sons Co.                                                         | RR Donnelley & Sons Co.                                                                           | CUSIP: 257867BJ9<br>LEI: SU4X0P4WWRGOQDTSV032 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3078510.00   | 0.12%             | 2029-08-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5154314.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2780 | PA      | $0.00         | 0.00%             | 2033-10-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5917707.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3053 | PA      | $0.00         | 0.00%             | 2034-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5109145.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1195 | PA      | $0.06         | 0.00%             | 2033-09-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8793972.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       514 | PA      | $497.82       | 0.00%             | 2026-09-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2402757.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1828 | PA      | $1779.05      | 0.00%             | 2027-01-12      | Fixed         | 6.51%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6849498.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5530 | PA      | $5.48         | 0.00%             | 2035-01-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7793136.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        64 | PA      | $55.59        | 0.00%             | 2035-11-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6300866.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       274 | PA      | $0.05         | 0.00%             | 2034-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6319056.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       430 | PA      | $0.00         | 0.00%             | 2034-07-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8873707.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       722 | PA      | $701.82       | 0.00%             | 2026-09-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8485124.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       655 | PA      | $543.89       | 0.00%             | 2026-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2411740.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       601 | PA      | $591.03       | 0.00%             | 2027-01-12      | Fixed         | 25.36%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8329865.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15547 | PA      | $13898.58     | 0.00%             | 2026-04-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 20 Year                                                                                     | CUSIP: 31371NTK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3348 | PA      | $3341.10      | 0.00%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12345892.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4717 | PA      | $4780.32      | 0.00%             | 2027-04-22      | Fixed         | 13.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1709507.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2677 | PA      | $2691.05      | 0.00%             | 2027-03-15      | Fixed         | 13.50%                | No            |                  3 | On Loan: No      |
| Wayfair LLC                                                                     | Wayfair LLC                                                                                       | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4664565.00   | 0.18%             | 2029-10-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8050565.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6532 | PA      | $107.47       | 0.00%             | 2026-02-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5016072.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5014 | PA      | $0.07         | 0.00%             | 2033-08-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2634760.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2363 | PA      | $2324.56      | 0.00%             | 2027-02-15      | Fixed         | 26.38%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6966621.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1752 | PA      | $19.27        | 0.00%             | 2035-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8518810.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       657 | PA      | $651.93       | 0.00%             | 2026-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                 | Goldman Sachs Group, Inc. (The)                                                                   | CUSIP: 38141GZT4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3400000 | PA      | $3401260.92   | 0.13%             | 2027-06-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| INEOS US Finance LLC                                                            | INEOS US Finance LLC, First Lien, 2030 Dollar CME Term Loan                                       | CUSIP: G4768PAN1<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |    797703 | PA      | $687149.23    | 0.03%             | 2030-02-18      | Variable      | 7.21%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6664005.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3617 | PA      | $0.22         | 0.00%             | 2034-11-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2407955.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3558 | PA      | $254.81       | 0.00%             | 2027-08-11      | Fixed         | 27.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7598949.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4407 | PA      | $2927.56      | 0.00%             | 2035-09-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7830496.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       311 | PA      | $163.40       | 0.00%             | 2035-11-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| KazMunayGas National Co. JSC                                                    | KazMunayGas National Co. JSC                                                                      | CUSIP: N/A<br>LEI: 2138001H1M69RFJCSH88       | Long             | DBT              | CORP              | KZ        |   1120000 | PA      | $1152091.18   | 0.05%             | 2030-04-24      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7551251.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       269 | PA      | $139.20       | 0.00%             | 2035-09-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8646278.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5303 | PA      | $5020.99      | 0.00%             | 2026-07-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Gartner, Inc.                                                                   | Gartner, Inc.                                                                                     | CUSIP: 366651AG2<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |   3800000 | PA      | $3649094.70   | 0.14%             | 2029-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2205529.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2503 | PA      | $2456.62      | 0.00%             | 2026-12-08      | Fixed         | 25.96%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4661015.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2307 | PA      | $0.00         | 0.00%             | 2033-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4841116.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11234 | PA      | $0.18         | 0.00%             | 2033-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5755879.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2751 | PA      | $0.53         | 0.00%             | 2034-01-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8321877.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       669 | PA      | $665.65       | 0.00%             | 2026-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC STACR REMIC Trust, Series 2025-DNA3, Class M1                                               | CUSIP: 35564UAR8<br>LEI: 5299009HC4IGFM6RXF30 | Long             | ABS-MBS          | CORP              | US        |   4359055 | PA      | $4364590.88   | 0.17%             | 2045-09-25      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5397535.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5543 | PA      | $0.00         | 0.00%             | 2033-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 9006269.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20237 | PA      | $7303.33      | 0.00%             | 2026-10-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8995697.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13065 | PA      | $9463.12      | 0.00%             | 2026-10-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8363676.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       322 | PA      | $297.01       | 0.00%             | 2026-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8390042.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2235 | PA      | $1390.44      | 0.00%             | 2026-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Herc Holdings, Inc.                                                             | Herc Holdings, Inc., First Lien, Initial CME Term Loan                                            | CUSIP: 42705FAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    464164 | PA      | $467016.01    | 0.02%             | 2032-06-02      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC, Series 5365                                                                                | CUSIP: 3137HB4N1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  48088825 | PA      | $7744623.58   | 0.30%             | 2051-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace, Inc.                                                          | Howmet Aerospace, Inc.                                                                            | CUSIP: 443201AC2<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2157256.79   | 0.08%             | 2031-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| MPT Operating Partnership LP / MPT Finance Corp.                                | MPT Operating Partnership LP / MPT Finance Corp.                                                  | CUSIP: 55342UAQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $629194.80    | 0.02%             | 2032-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8786222.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1133 | PA      | $915.34       | 0.00%             | 2026-08-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8734472.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3490 | PA      | $44.49        | 0.00%             | 2026-08-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8738312.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6129 | PA      | $48.94        | 0.00%             | 2026-08-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8545133.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4141 | PA      | $4021.37      | 0.00%             | 2026-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8980427.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       495 | PA      | $465.46       | 0.00%             | 2026-10-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 36202DNY3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1461 | PA      | $1525.54      | 0.00%             | 2031-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8955329.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       576 | PA      | $458.08       | 0.00%             | 2026-10-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7686665.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2104 | PA      | $51.50        | 0.00%             | 2035-10-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4977248.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23393 | PA      | $0.55         | 0.00%             | 2033-08-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6871155.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3560 | PA      | $2.00         | 0.00%             | 2035-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Benchmark Mortgage Trust                                                        | Benchmark Mortgage Trust, Series 2020-B20, Class XA                                               | CUSIP: 08162XBJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  36906717 | PA      | $1879784.57   | 0.07%             | 2053-10-15      | Variable      | 1.52%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8988691.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5054 | PA      | $4989.30      | 0.00%             | 2026-10-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Exelon Corp.                                                                    | Exelon Corp.                                                                                      | CUSIP: 30161NAV3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1200015.68   | 0.05%             | 2046-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1649791.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7139 | PA      | $7211.34      | 0.00%             | 2026-10-31      | Fixed         | 15.10%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8889438.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       914 | PA      | $864.75       | 0.00%             | 2026-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Mineral Resources Ltd.                                                          | Mineral Resources Ltd.                                                                            | CUSIP: 603051AF0<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    685000 | PA      | $709608.63    | 0.03%             | 2031-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6731838.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5855 | PA      | $2.17         | 0.00%             | 2034-12-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8896310.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       930 | PA      | $907.83       | 0.00%             | 2026-09-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7756617.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1770 | PA      | $972.05       | 0.00%             | 2035-11-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8803185.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6688 | PA      | $125.21       | 0.00%             | 2026-09-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5267302.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       212 | PA      | $0.03         | 0.00%             | 2033-11-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2414777.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       506 | PA      | $497.33       | 0.00%             | 2027-01-12      | Fixed         | 25.43%                | No            |                  3 | On Loan: No      |
| Element Solutions, Inc.                                                         | Element Solutions, Inc.                                                                           | CUSIP: 28618MAA4<br>LEI: 549300FLGN6P5CU20J91 | Long             | DBT              | CORP              | US        |   3800000 | PA      | $3680661.38   | 0.14%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2200110.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2889 | PA      | $2122.61      | 0.00%             | 2026-12-16      | Fixed         | 25.93%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5898769.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2169 | PA      | $0.00         | 0.00%             | 2034-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6217699.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3192 | PA      | $0.00         | 0.00%             | 2034-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4879728.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2694 | PA      | $0.00         | 0.00%             | 2033-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8867659.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3059 | PA      | $2990.14      | 0.00%             | 2026-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Republic of Guatemala                                                           | Guatemala Government Bond                                                                         | CUSIP: 401494AX7<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |   2740000 | PA      | $3036262.50   | 0.12%             | 2032-10-04      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX                                                         | LendingClub Corp. - LCX, 168006688.LC.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       124 | PA      | $123.46       | 0.00%             | 2035-11-21      | Fixed         | 8.19%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991730761.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        17 | PA      | $17.32        | 0.00%             | 2025-12-24      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8741832.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2912 | PA      | $2828.34      | 0.00%             | 2026-08-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8819198.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2405 | PA      | $2388.12      | 0.00%             | 2026-09-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7262532.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3144 | PA      | $17.53        | 0.00%             | 2035-05-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2019-137, Class PI                                                                   | CUSIP: 38382AYC3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  30387237 | PA      | $5847902.12   | 0.23%             | 2049-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6591444.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1914 | PA      | $0.02         | 0.00%             | 2034-10-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991573331.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        94 | PA      | $97.19        | 0.00%             | 2026-09-17      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12203395.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4826 | PA      | $2995.76      | 0.00%             | 2027-03-10      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8979331.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5653 | PA      | $4881.96      | 0.00%             | 2026-10-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 15 Year                                                                                     | CUSIP: 31418AGK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17576 | PA      | $17349.86     | 0.00%             | 2027-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                           | Foundry JV Holdco LLC                                                                             | CUSIP: 350930AD5<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   7400000 | PA      | $7883138.45   | 0.31%             | 2035-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8999639.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6431 | PA      | $5820.85      | 0.00%             | 2026-10-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2415306.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3990 | PA      | $3921.21      | 0.00%             | 2027-01-12      | Fixed         | 24.21%                | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 30 Year                                                                               | CUSIP: 3132DWD34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  32410056 | PA      | $30917181.06  | 1.21%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                              | Metropolitan Life Global Funding I                                                                | CUSIP: 59217GFD6<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3017115.96   | 0.12%             | 2029-08-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7786042.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7212 | PA      | $129.01       | 0.00%             | 2035-11-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8848908.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3180 | PA      | $3110.46      | 0.00%             | 2026-09-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8860458.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       541 | PA      | $532.28       | 0.00%             | 2026-09-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5075119.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1106 | PA      | $0.08         | 0.00%             | 2033-09-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5656207.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8733 | PA      | $0.67         | 0.00%             | 2034-01-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7137611.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10916 | PA      | $81.65        | 0.00%             | 2035-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991891982.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2025-02-07      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2198345.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7480 | PA      | $7379.74      | 0.00%             | 2026-12-07      | Fixed         | 17.18%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7430504.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     68115 | PA      | $329.47       | 0.00%             | 2035-07-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31403LR60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4205 | PA      | $4315.33      | 0.00%             | 2033-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 9004381.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6467 | PA      | $6233.75      | 0.00%             | 2026-10-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7815015.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3550 | PA      | $1902.98      | 0.00%             | 2035-11-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8913431.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1802 | PA      | $1786.99      | 0.00%             | 2026-10-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7983953.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7377 | PA      | $5081.76      | 0.00%             | 2026-01-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11595260.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1750 | PA      | $1771.98      | 0.00%             | 2027-01-30      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1658839.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4233 | PA      | $4225.89      | 0.00%             | 2026-11-09      | Fixed         | 14.68%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8166378.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1020 | PA      | $798.90       | 0.00%             | 2026-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8113190.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2143 | PA      | $60.65        | 0.00%             | 2026-02-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8519446.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2584 | PA      | $2554.09      | 0.00%             | 2026-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2640160.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7854 | PA      | $7711.11      | 0.00%             | 2027-02-16      | Fixed         | 14.88%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7289261.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1039 | PA      | $10.30        | 0.00%             | 2035-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8673280.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3961 | PA      | $3241.76      | 0.00%             | 2026-07-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| MPT Operating Partnership LP / MPT Finance Corp.                                | MPT Operating Partnership LP / MPT Finance Corp.                                                  | CUSIP: 55342UAM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2121451.80   | 0.08%             | 2031-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4923493.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       134 | PA      | $0.02         | 0.00%             | 2033-07-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7876109.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1093 | PA      | $877.63       | 0.00%             | 2025-12-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8734221.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3732 | PA      | $2638.43      | 0.00%             | 2026-08-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7201085.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1847 | PA      | $7.42         | 0.00%             | 2035-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31390RM26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4873 | PA      | $5039.49      | 0.00%             | 2032-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Whatabrands LLC                                                                 | Whatabrands LLC, First Lien, 2024-2 Refinancing CME Term Loan. B                                  | CUSIP: 96244UAJ6<br>LEI: 254900HMMX4HTWIP0085 | Long             | LON              | CORP              | US        |    623255 | PA      | $625339.37    | 0.02%             | 2028-08-03      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| FFCB                                                                            | FFCB                                                                                              | CUSIP: 3133EMRX2<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | UST               | US        |   7700000 | PA      | $6193630.67   | 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        |   1029361 | PA      | $24189.98     | 0.00%             | 2028-03-30      | Variable      | 13.07%                | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5333523.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       620 | PA      | $0.00         | 0.00%             | 2033-11-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Kinetik Holdings LP                                                             | Kinetik Holdings LP                                                                               | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5041170.00   | 0.20%             | 2030-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8993020.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3244 | PA      | $2923.79      | 0.00%             | 2026-10-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| OBX Trust                                                                       | OBX Trust, Series 2024-NQM3, Class A1                                                             | CUSIP: 67118KAA1<br>LEI: 2549001QDCO9VU0HH514 | Long             | ABS-MBS          | CORP              | US        |   1507118 | PA      | $1523717.41   | 0.06%             | 2063-12-25      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8744200.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3612 | PA      | $2327.30      | 0.00%             | 2026-08-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7316842.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4356 | PA      | $21.88        | 0.00%             | 2035-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8922557.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7598 | PA      | $7358.10      | 0.00%             | 2026-10-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8973042.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31000 | PA      | $30470.94     | 0.00%             | 2026-10-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8530595.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11746 | PA      | $166.62       | 0.00%             | 2026-06-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 20 Year                                                                          | CUSIP: 3128P7KF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3710 | PA      | $3729.82      | 0.00%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2197658.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1487 | PA      | $1458.98      | 0.00%             | 2026-12-07      | Fixed         | 13.72%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 9013090.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       234 | PA      | $220.91       | 0.00%             | 2026-10-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1720974.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7093 | PA      | $7217.46      | 0.00%             | 2027-02-15      | Fixed         | 18.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7249679.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       245 | PA      | $1.86         | 0.00%             | 2035-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11738196.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4268 | PA      | $4424.94      | 0.00%             | 2027-02-15      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2197655.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1662 | PA      | $1627.24      | 0.00%             | 2026-12-07      | Fixed         | 20.75%                | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 3128KDX67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     38646 | PA      | $39762.47     | 0.00%             | 2036-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8925868.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       558 | PA      | $354.03       | 0.00%             | 2026-10-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4583983.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3383 | PA      | $0.00         | 0.00%             | 2033-04-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8944900.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3547 | PA      | $3485.58      | 0.00%             | 2026-10-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8894126.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4659 | PA      | $689.02       | 0.00%             | 2026-09-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7836996.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2595 | PA      | $1293.96      | 0.00%             | 2035-11-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5084934.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33928 | PA      | $0.06         | 0.00%             | 2033-09-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8678400.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       326 | PA      | $315.01       | 0.00%             | 2026-07-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                                  | Morgan Stanley Residential Mortgage Loan Trust, Series 2024-NQM1, Class A1                        | CUSIP: 61775UAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2104695 | PA      | $2123956.03   | 0.08%             | 2068-12-25      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6024354.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7959 | PA      | $0.10         | 0.00%             | 2034-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8985623.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1613 | PA      | $1490.00      | 0.00%             | 2026-10-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8211762.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        72 | PA      | $71.81        | 0.00%             | 2026-03-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5913989.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1336 | PA      | $0.00         | 0.00%             | 2034-03-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC, Series 5206, Class IV                                                                      | CUSIP: 3137H6PY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  32720321 | PA      | $5401218.63   | 0.21%             | 2050-01-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2638017.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3478 | PA      | $3426.07      | 0.00%             | 2027-02-16      | Fixed         | 27.09%                | No            |                  3 | On Loan: No      |
| K2016470219 South Africa Ltd.                                                   | K2016470219 South Africa Ltd., Escrow Account, Class D                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | ZA        |    620001 | NS      | $9427.98      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8626992.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2908 | PA      | $2833.87      | 0.00%             | 2026-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2407824.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1534 | PA      | $1506.41      | 0.00%             | 2027-01-11      | Fixed         | 25.08%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2205436.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13386 | PA      | $6955.96      | 0.00%             | 2027-05-08      | Fixed         | 16.02%                | No            |                  3 | On Loan: No      |
| Dave & Buster's, Inc.                                                           | Dave & Buster's, Inc., First Lien, 2024 Refinancing CME Term Loan, B                              | CUSIP: 23833EAX2<br>LEI: 549300JAVWTAY1FT5Z45 | Long             | LON              | CORP              | US        |    321443 | PA      | $296238.76    | 0.01%             | 2029-06-29      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8436849.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       186 | PA      | $182.00       | 0.00%             | 2026-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2198880.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1466 | PA      | $106.78       | 0.00%             | 2026-12-07      | Fixed         | 16.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6314763.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       982 | PA      | $0.14         | 0.00%             | 2034-07-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1710981.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2632 | PA      | $2589.54      | 0.00%             | 2026-09-14      | Fixed         | 17.81%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2410081.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5919 | PA      | $1588.05      | 0.00%             | 2027-01-11      | Fixed         | 8.78%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8867824.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7658 | PA      | $7444.98      | 0.00%             | 2026-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| OBX Trust                                                                       | OBX Trust, Series 2021-J3, Class A4                                                               | CUSIP: 67448XAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    924527 | PA      | $830389.01    | 0.03%             | 2051-10-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2201365.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4360 | PA      | $4279.37      | 0.00%             | 2026-12-08      | Fixed         | 14.41%                | No            |                  3 | On Loan: No      |
| Wind River CLO Ltd.                                                             | Wind River CLO Ltd., Series 2021-4A, Class AR                                                     | CUSIP: 97316UAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6500000 | PA      | $6507933.67   | 0.25%             | 2035-01-20      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7603519.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       445 | PA      | $268.02       | 0.00%             | 2035-09-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7682366.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4325 | PA      | $104.84       | 0.00%             | 2035-10-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Sinclair Television Group, Inc.                                                 | Sinclair Television Group, Inc.                                                                   | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2805756.25   | 0.11%             | 2033-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2413345.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2706 | PA      | $94.40        | 0.00%             | 2027-01-11      | Fixed         | 22.45%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8995320.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2013 | PA      | $1974.70      | 0.00%             | 2026-10-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8942058.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30923 | PA      | $25481.95     | 0.00%             | 2026-10-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| NCL Corp. Ltd.                                                                  | NCL Corp. Ltd.                                                                                    | CUSIP: 62886HBZ3<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |   1680000 | PA      | $1700233.92   | 0.07%             | 2033-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                            | JPMorgan Chase & Co.                                                                              | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   9400000 | PA      | $8739105.18   | 0.34%             | 2031-04-22      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Rivers Enterprise Lender LLC / Rivers Enterprise Lender Corp.                   | Rivers Enterprise Lender LLC / Rivers Enterprise Lender Corp.                                     | CUSIP: 76884GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    645000 | PA      | $650660.20    | 0.03%             | 2030-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8958634.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7009 | PA      | $6873.97      | 0.00%             | 2026-10-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2634677.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1591 | PA      | $1564.99      | 0.00%             | 2027-02-15      | Fixed         | 25.78%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2195399.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1241 | PA      | $1217.67      | 0.00%             | 2027-05-22      | Fixed         | 29.81%                | No            |                  3 | On Loan: No      |
| Cerdia Finanz GmbH                                                              | Cerdia Finanz GmbH                                                                                | CUSIP: 15679GAC6<br>LEI: 391200KURNDJSX9GX570 | Long             | DBT              | CORP              | DE        |   2000000 | PA      | $2093627.14   | 0.08%             | 2031-10-03      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| FedEx Corp.                                                                     | FedEx Corp.                                                                                       | CUSIP: 31428XDU7<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $927507.26    | 0.04%             | 2048-02-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8660506.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1828 | PA      | $1800.04      | 0.00%             | 2026-07-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8818221.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8771 | PA      | $8605.50      | 0.00%             | 2026-09-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2632551.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3519 | PA      | $3414.93      | 0.00%             | 2027-02-15      | Fixed         | 5.37%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7281601.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1132 | PA      | $4.48         | 0.00%             | 2035-06-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4877534.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1841 | PA      | $0.10         | 0.00%             | 2033-06-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7014159.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1246 | PA      | $2.56         | 0.00%             | 2035-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 21H0326B1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  19960000 | PA      | $18274033.09  | 0.71%             | 2055-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8755767.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14236 | PA      | $13986.56     | 0.00%             | 2026-08-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Brunswick Corp.                                                                 | Brunswick Corp.                                                                                   | CUSIP: 117043AT6<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1131532.18   | 0.04%             | 2031-08-18      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6709316.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       108 | PA      | $0.07         | 0.00%             | 2034-11-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2202866.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       471 | PA      | $282.89       | 0.00%             | 2026-12-08      | Fixed         | 30.60%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1708544.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1189 | PA      | $1164.58      | 0.00%             | 2027-02-14      | Fixed         | 12.57%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4693423.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7056 | PA      | $0.00         | 0.00%             | 2033-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5832609.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2194 | PA      | $0.00         | 0.00%             | 2034-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8467364.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1423 | PA      | $1355.39      | 0.00%             | 2026-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6936990.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3340 | PA      | $3.24         | 0.00%             | 2035-02-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991871207.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2025-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8614374.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4354 | PA      | $4134.72      | 0.00%             | 2026-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Romania                                                                         | Romania Government Bond                                                                           | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |   1450000 | PA      | $1648650.90   | 0.06%             | 2036-02-22      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7970839.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2717 | PA      | $1757.51      | 0.00%             | 2026-01-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8073409.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1109 | PA      | $17.81        | 0.00%             | 2026-02-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                              | Venture Global Plaquemines LNG LLC                                                                | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    900000 | PA      | $990359.10    | 0.04%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6649660.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       121 | PA      | $0.00         | 0.00%             | 2034-11-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5273714.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2002 | PA      | $0.00         | 0.00%             | 2033-11-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7422446.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       438 | PA      | $109.06       | 0.00%             | 2035-07-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8819695.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3018 | PA      | $2746.85      | 0.00%             | 2026-09-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8783392.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2321 | PA      | $2263.22      | 0.00%             | 2026-08-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                   | Freedom Mortgage Holdings LLC                                                                     | CUSIP: 35641AAD0<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    830000 | PA      | $853396.04    | 0.03%             | 2033-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8869400.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2234 | PA      | $2201.07      | 0.00%             | 2026-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5319057.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2284 | PA      | $0.00         | 0.00%             | 2033-11-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8927719.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1174 | PA      | $1168.51      | 0.00%             | 2026-10-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31407XNP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40998 | PA      | $42707.89     | 0.00%             | 2035-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991852346.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2030-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8557229.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17883 | PA      | $17598.73     | 0.00%             | 2026-07-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-16335651.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4498 | PA      | $4554.14      | 0.00%             | 2026-09-15      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31418EVA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  20456830 | PA      | $20976505.68  | 0.82%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4983108.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       419 | PA      | $0.03         | 0.00%             | 2033-08-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2009511.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1801 | PA      | $1769.87      | 0.00%             | 2026-11-09      | Fixed         | 18.82%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7930175.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1301 | PA      | $893.78       | 0.00%             | 2025-12-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2411884.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5068 | PA      | $4949.09      | 0.00%             | 2027-01-11      | Fixed         | 6.20%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2201272.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1971 | PA      | $1927.87      | 0.00%             | 2027-05-08      | Fixed         | 16.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7855676.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2038 | PA      | $1564.87      | 0.00%             | 2025-12-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8799251.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2900 | PA      | $1635.39      | 0.00%             | 2026-09-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Eastern Energy Gas Holdings LLC                                                 | Eastern Energy Gas Holdings LLC                                                                   | CUSIP: 27636AAB8<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |   6700000 | PA      | $7070888.82   | 0.28%             | 2035-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2198053.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1817 | PA      | $1780.39      | 0.00%             | 2027-05-08      | Fixed         | 20.47%                | No            |                  3 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                              | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C27, Class AS                     | CUSIP: 61690AAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1118441 | PA      | $1111706.71   | 0.04%             | 2047-12-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| Forvia SE                                                                       | Forvia SE                                                                                         | CUSIP: 31209DAC9<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |    830000 | PA      | $842675.76    | 0.03%             | 2033-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2079089.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1796 | PA      | $1777.56      | 0.00%             | 2026-11-19      | Fixed         | 19.11%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5721102.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1302 | PA      | $0.00         | 0.00%             | 2034-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7215930.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13761 | PA      | $76.34        | 0.00%             | 2035-05-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2411299.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       677 | PA      | $665.48       | 0.00%             | 2027-01-11      | Fixed         | 30.92%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6724464.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9907 | PA      | $0.38         | 0.00%             | 2034-12-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2199924.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1949 | PA      | $1905.53      | 0.00%             | 2026-12-07      | Fixed         | 9.76%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2077136.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2913 | PA      | $2883.15      | 0.00%             | 2026-11-19      | Fixed         | 16.73%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1694608.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2721 | PA      | $2713.90      | 0.00%             | 2027-01-13      | Fixed         | 10.62%                | No            |                  3 | On Loan: No      |
| Zegona Finance plc                                                              | Zegona Finance plc                                                                                | CUSIP: 98927UAA5<br>LEI: 254900B3KC1SS7T2TE92 | Long             | DBT              | CORP              | GB        |   4000000 | PA      | $4261916.00   | 0.17%             | 2029-07-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7816946.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10878 | PA      | $4995.06      | 0.00%             | 2035-11-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31407X4T5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22364 | PA      | $23227.33     | 0.00%             | 2035-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8119612.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       949 | PA      | $868.56       | 0.00%             | 2026-02-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6679343.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3191 | PA      | $0.00         | 0.00%             | 2034-11-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8204610.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2461 | PA      | $53.38        | 0.00%             | 2026-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6993089.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       594 | PA      | $1.18         | 0.00%             | 2035-03-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LCM XVII LP                                                                     | LCM XVII LP, Series 17A, Class BRR                                                                | CUSIP: 50190AAR3<br>LEI: 549300K6S4MWQOINB710 | Long             | ABS-CBDO         | CORP              | KY        |   4590000 | PA      | $4606791.50   | 0.18%             | 2031-10-15      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2200250.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1477 | PA      | $1448.78      | 0.00%             | 2026-12-07      | Fixed         | 13.28%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8630593.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2054 | PA      | $2037.01      | 0.00%             | 2026-07-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 172156822.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       230 | PA      | $229.41       | 0.00%             | 2035-11-24      | Fixed         | 14.02%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5960434.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       375 | PA      | $0.00         | 0.00%             | 2034-04-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8271343.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       772 | PA      | $623.97       | 0.00%             | 2026-04-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Avient Corp.                                                                    | Avient Corp.                                                                                      | CUSIP: 05368VAB2<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1532724.98   | 0.06%             | 2031-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5861125.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       619 | PA      | $0.03         | 0.00%             | 2034-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Raizen Fuels Finance SA                                                         | Raizen Fuels Finance SA                                                                           | CUSIP: 75102XAF3<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |   1100000 | PA      | $936375.00    | 0.04%             | 2032-07-08      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4602285.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31712 | PA      | $0.00         | 0.00%             | 2033-04-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2009221.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4900 | PA      | $4817.64      | 0.00%             | 2026-11-12      | Fixed         | 30.79%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5856586.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       166 | PA      | $0.00         | 0.00%             | 2034-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Birch Permian Holdings, Inc.                                                    | Birch Permian Holdings, Inc.                                                                      | CUSIP: 09075C104<br>LEI: 5493008GXCEAUIZGCH60 | Long             | EC               | CORP              | US        |     46176 | NS      | $241500.48    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8329109.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5786 | PA      | $5707.33      | 0.00%             | 2026-04-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2008677.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2651 | PA      | $2601.24      | 0.00%             | 2026-11-23      | Fixed         | 10.77%                | No            |                  3 | On Loan: No      |
| TransDigm, Inc.                                                                 | TransDigm, Inc.                                                                                   | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   1925000 | PA      | $1996269.28   | 0.08%             | 2034-01-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2414282.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       734 | PA      | $721.25       | 0.00%             | 2027-01-12      | Fixed         | 23.79%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-16465567.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6582 | PA      | $6703.40      | 0.00%             | 2027-07-30      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2417948.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       478 | PA      | $33.25        | 0.00%             | 2027-06-12      | Fixed         | 8.36%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8826052.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10363 | PA      | $9688.42      | 0.00%             | 2026-09-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| VZ Secured Financing BV                                                         | VZ Secured Financing BV                                                                           | CUSIP: 91845AAB1<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |   1630000 | PA      | $1662774.30   | 0.07%             | 2033-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4878787.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4067 | PA      | $0.12         | 0.00%             | 2033-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5986027.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3601 | PA      | $0.00         | 0.00%             | 2034-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7447048.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     43825 | PA      | $313.78       | 0.00%             | 2035-07-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2644598.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4769 | PA      | $4698.40      | 0.00%             | 2027-03-01      | Fixed         | 29.38%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1688534.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7848 | PA      | $7821.32      | 0.00%             | 2027-01-16      | Fixed         | 12.90%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5855911.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2925 | PA      | $0.00         | 0.00%             | 2034-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| EMRLD Borrower LP                                                               | EMRLD Borrower LP, First Lien, Second Amendment Incremental CME Term Loan                         | CUSIP: 26872NAD1<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |    219679 | PA      | $219187.73    | 0.01%             | 2031-08-04      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7883810.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3158 | PA      | $2361.53      | 0.00%             | 2025-12-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7080510.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1437 | PA      | $3.56         | 0.00%             | 2035-04-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2198501.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1097 | PA      | $1072.22      | 0.00%             | 2026-12-07      | Fixed         | 8.94%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8076022.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6932 | PA      | $4446.76      | 0.00%             | 2026-02-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5898320.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8262 | PA      | $0.26         | 0.00%             | 2034-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8458102.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        17 | PA      | $14.61        | 0.00%             | 2026-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4820091.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1630 | PA      | $0.09         | 0.00%             | 2033-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5823345.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1884 | PA      | $0.00         | 0.00%             | 2034-02-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2645472.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8610 | PA      | $8468.71      | 0.00%             | 2027-07-17      | Fixed         | 26.31%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6581786.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       584 | PA      | $0.01         | 0.00%             | 2034-10-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7235145.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20605 | PA      | $96.85        | 0.00%             | 2035-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1708581.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1326 | PA      | $1304.22      | 0.00%             | 2027-02-14      | Fixed         | 23.53%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7164006.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         7 | PA      | $2.06         | 0.00%             | 2035-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8502376.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1123 | PA      | $1083.61      | 0.00%             | 2026-06-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5270825.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4533 | PA      | $0.00         | 0.00%             | 2033-11-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7829173.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5086 | PA      | $147.39       | 0.00%             | 2035-11-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8614012.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       227 | PA      | $219.08       | 0.00%             | 2026-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7542074.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5237 | PA      | $1076.52      | 0.00%             | 2035-08-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8904946.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2318 | PA      | $2290.64      | 0.00%             | 2026-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2417012.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       554 | PA      | $542.08       | 0.00%             | 2027-01-12      | Fixed         | 10.17%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8626509.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7943 | PA      | $7654.43      | 0.00%             | 2026-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1707201.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3721 | PA      | $3675.93      | 0.00%             | 2026-09-14      | Fixed         | 16.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1874238.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1881 | PA      | $1847.46      | 0.00%             | 2027-03-18      | Fixed         | 17.32%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4796651.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3524 | PA      | $0.00         | 0.00%             | 2033-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8539334.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1813 | PA      | $1791.79      | 0.00%             | 2026-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Owens Corning                                                                   | Owens Corning                                                                                     | CUSIP: 690742AP6<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |   7300000 | PA      | $7693663.23   | 0.30%             | 2034-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991554237.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2415490.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6318 | PA      | $6177.82      | 0.00%             | 2027-06-12      | Fixed         | 12.71%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8907376.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       465 | PA      | $460.57       | 0.00%             | 2026-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6038361.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2968 | PA      | $0.08         | 0.00%             | 2034-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7894731.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       226 | PA      | $218.59       | 0.00%             | 2025-12-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Notes                                                                               | CUSIP: 91282CKT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  43800000 | PA      | $45058394.59  | 1.76%             | 2029-05-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8122041.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       532 | PA      | $482.30       | 0.00%             | 2026-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1612140.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1679 | PA      | $1699.34      | 0.00%             | 2026-08-10      | Fixed         | 23.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8876249.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7304 | PA      | $7115.03      | 0.00%             | 2026-09-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8627433.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3190 | PA      | $570.66       | 0.00%             | 2026-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5936923.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9927 | PA      | $0.00         | 0.00%             | 2034-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8923741.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       694 | PA      | $668.81       | 0.00%             | 2026-10-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8902684.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5687 | PA      | $5572.94      | 0.00%             | 2026-09-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8940083.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     36539 | PA      | $32477.43     | 0.00%             | 2026-10-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| POSCO                                                                           | POSCO                                                                                             | CUSIP: 73730EAC7<br>LEI: 9884000N94NH7G6LQ816 | Long             | DBT              | CORP              | KR        |   7950000 | PA      | $7970127.33   | 0.31%             | 2026-01-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8999594.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1629 | PA      | $1200.10      | 0.00%             | 2026-10-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6682519.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       771 | PA      | $0.00         | 0.00%             | 2034-11-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7977115.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1089 | PA      | $18.63        | 0.00%             | 2026-01-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2638060.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1108 | PA      | $1092.62      | 0.00%             | 2027-02-16      | Fixed         | 31.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8934372.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7198 | PA      | $6989.13      | 0.00%             | 2026-10-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6531074.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24833 | PA      | $0.00         | 0.00%             | 2034-09-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5240546.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1371 | PA      | $0.01         | 0.00%             | 2033-10-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8193726.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14703 | PA      | $271.15       | 0.00%             | 2026-03-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Apidos CLO XXXIV                                                                | Apidos CLO XXXIV, Series 2020-34A, Class A1R                                                      | CUSIP: 03768WAL9<br>LEI: 5493001VH1Y9SEPJKZ47 | Long             | ABS-CBDO         | CORP              | KY        |   5210000 | PA      | $5216453.79   | 0.20%             | 2035-01-20      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8925270.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1154 | PA      | $1095.34      | 0.00%             | 2026-10-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1709045.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       938 | PA      | $923.56       | 0.00%             | 2026-09-14      | Fixed         | 31.04%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6729931.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5140 | PA      | $0.00         | 0.00%             | 2034-12-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991733288.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-12-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2406392.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3965 | PA      | $287.28       | 0.00%             | 2027-12-11      | Fixed         | 23.41%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1600466.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3565 | PA      | $3588.25      | 0.00%             | 2026-08-06      | Fixed         | 18.73%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2645571.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1606 | PA      | $1581.93      | 0.00%             | 2027-02-17      | Fixed         | 26.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2632724.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1799 | PA      | $1765.61      | 0.00%             | 2027-02-15      | Fixed         | 14.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6484336.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22221 | PA      | $1.40         | 0.00%             | 2034-09-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31401XC62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       572 | PA      | $583.00       | 0.00%             | 2033-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8439931.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1618 | PA      | $342.96       | 0.00%             | 2026-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991689281.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2025-02-04      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7742677.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5339 | PA      | $3079.55      | 0.00%             | 2035-11-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8520522.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       838 | PA      | $657.36       | 0.00%             | 2026-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2637807.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4995 | PA      | $4904.72      | 0.00%             | 2027-02-16      | Fixed         | 14.59%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8993397.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9310 | PA      | $9177.22      | 0.00%             | 2026-10-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2004971.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4084 | PA      | $3995.69      | 0.00%             | 2027-04-09      | Fixed         | 25.60%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7885173.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       636 | PA      | $286.95       | 0.00%             | 2025-12-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2411458.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       657 | PA      | $642.29       | 0.00%             | 2027-01-11      | Fixed         | 10.12%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7621404.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3184 | PA      | $582.62       | 0.00%             | 2035-09-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8797855.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2207 | PA      | $2194.81      | 0.00%             | 2026-09-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1680301.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1606 | PA      | $1633.18      | 0.00%             | 2026-12-16      | Fixed         | 18.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7921307.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       550 | PA      | $448.95       | 0.00%             | 2025-12-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8448998.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       298 | PA      | $289.33       | 0.00%             | 2026-06-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Kedrion SpA                                                                     | Kedrion SpA                                                                                       | CUSIP: 49272YAB9<br>LEI: 81560047FA58E1BEDF67 | Long             | DBT              | CORP              | IT        |   4000000 | PA      | $3912736.36   | 0.15%             | 2029-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2078831.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       553 | PA      | $402.59       | 0.00%             | 2026-11-19      | Fixed         | 11.67%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8944625.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3746 | PA      | $3673.39      | 0.00%             | 2026-10-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8846398.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3272 | PA      | $3163.54      | 0.00%             | 2026-09-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8846019.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1341 | PA      | $30.44        | 0.00%             | 2026-09-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Wells Fargo & Co.                                                               | Wells Fargo & Co.                                                                                 | CUSIP: 95000U3J0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   4400000 | PA      | $4528241.39   | 0.18%             | 2030-01-23      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8520403.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2494 | PA      | $1935.58      | 0.00%             | 2026-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8461445.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10912 | PA      | $10460.44     | 0.00%             | 2026-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4893066.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3265 | PA      | $0.00         | 0.00%             | 2033-07-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8544946.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1210 | PA      | $1172.80      | 0.00%             | 2026-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5903864.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2296 | PA      | $0.00         | 0.00%             | 2034-03-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2200668.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4392 | PA      | $4308.79      | 0.00%             | 2026-12-08      | Fixed         | 24.66%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8678683.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2892 | PA      | $2867.81      | 0.00%             | 2026-07-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7237806.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       768 | PA      | $8.21         | 0.00%             | 2035-05-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6037378.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       732 | PA      | $0.00         | 0.00%             | 2034-04-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2200624.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       681 | PA      | $669.11       | 0.00%             | 2026-12-08      | Fixed         | 22.50%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12155604.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2222 | PA      | $2230.36      | 0.00%             | 2027-03-08      | Fixed         | 11.24%                | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA I, Single-family, 30 Year                                                                    | CUSIP: 36201GU45<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3867 | PA      | $3941.53      | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5334919.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1216 | PA      | $0.02         | 0.00%             | 2033-11-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5378585.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       392 | PA      | $0.00         | 0.00%             | 2033-11-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8373109.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       771 | PA      | $712.06       | 0.00%             | 2026-05-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7085620.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8877 | PA      | $17.12        | 0.00%             | 2035-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| DT Midstream, Inc.                                                              | DT Midstream, Inc.                                                                                | CUSIP: 23345MAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6600000 | PA      | $6410530.70   | 0.25%             | 2031-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6185770.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2564 | PA      | $0.03         | 0.00%             | 2034-06-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4894101.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12955 | PA      | $1.35         | 0.00%             | 2033-07-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 9011818.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6297 | PA      | $6225.78      | 0.00%             | 2026-10-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| PK Alift Loan Funding 7 LP                                                      | PK Alift Loan Funding 7 LP, Series 2025-2, Class A                                                | CUSIP: 69291NAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1280000 | PA      | $1284448.77   | 0.05%             | 2043-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2076082.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5317 | PA      | $5241.97      | 0.00%             | 2026-11-19      | Fixed         | 20.04%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8316235.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6417 | PA      | $6118.05      | 0.00%             | 2026-04-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6570679.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15812 | PA      | $0.00         | 0.00%             | 2034-10-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA or FHLMC                                                                   | Uniform Mortgage-Backed Securities                                                                | CUSIP: 01F0526B3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  50590000 | PA      | $51118812.72  | 2.00%             | 2055-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8016541.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4399 | PA      | $87.41        | 0.00%             | 2026-01-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2414718.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1209 | PA      | $1185.85      | 0.00%             | 2027-01-12      | Fixed         | 10.85%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1873528.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3387 | PA      | $3331.27      | 0.00%             | 2027-03-28      | Fixed         | 25.71%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2198446.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14947 | PA      | $14745.93     | 0.00%             | 2026-12-07      | Fixed         | 16.58%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5959931.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1644 | PA      | $0.00         | 0.00%             | 2034-04-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Sammons Financial Group, Inc.                                                   | Sammons Financial Group, Inc.                                                                     | CUSIP: 79588TAF7<br>LEI: 254900SHCOQLVJ21CT59 | Long             | DBT              | CORP              | US        |   3700000 | PA      | $4077313.46   | 0.16%             | 2034-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2640044.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1791 | PA      | $1750.24      | 0.00%             | 2027-02-16      | Fixed         | 9.77%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8801758.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9729 | PA      | $9526.40      | 0.00%             | 2026-09-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8523082.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3415 | PA      | $57.11        | 0.00%             | 2026-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11694211.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16258 | PA      | $16523.89     | 0.00%             | 2027-02-04      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| Enel Finance International NV                                                   | Enel Finance International NV                                                                     | CUSIP: 29278GBG2<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   2770000 | PA      | $2753535.06   | 0.11%             | 2030-09-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31403MMN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10937 | PA      | $11058.02     | 0.00%             | 2033-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                           | OneMain Finance Corp.                                                                             | CUSIP: 682691AM2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    665000 | PA      | $664156.17    | 0.03%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                            | Clear Channel Outdoor Holdings, Inc.                                                              | CUSIP: 18453HAH9<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |   3700000 | PA      | $3872601.30   | 0.15%             | 2033-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8856723.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20422 | PA      | $20073.35     | 0.00%             | 2026-09-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6122683.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9407 | PA      | $0.00         | 0.00%             | 2034-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7755332.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       392 | PA      | $242.44       | 0.00%             | 2035-11-03      | 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      | $773309.35    | 0.03%             | 2032-01-28      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5737632.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5796 | PA      | $0.19         | 0.00%             | 2034-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7571507.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2659 | PA      | $43.61        | 0.00%             | 2035-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 173301532.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2187 | PA      | $2190.84      | 0.00%             | 2026-01-06      | Fixed         | 17.30%                | 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        |    300000 | PA      | $300610.50    | 0.01%             | 2030-07-19      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2004813.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3310 | PA      | $1658.72      | 0.00%             | 2027-09-09      | Fixed         | 23.68%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8840448.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1877 | PA      | $1854.01      | 0.00%             | 2026-09-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8861563.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10882 | PA      | $10299.44     | 0.00%             | 2026-09-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12461150.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8625 | PA      | $1218.67      | 0.00%             | 2027-04-18      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8801071.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3140 | PA      | $3027.56      | 0.00%             | 2026-09-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8790780.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6973 | PA      | $6841.79      | 0.00%             | 2026-09-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2199867.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7380 | PA      | $7222.75      | 0.00%             | 2027-05-23      | Fixed         | 13.82%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8598520.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8078 | PA      | $7770.31      | 0.00%             | 2026-07-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                               | Venture Global Calcasieu Pass LLC                                                                 | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2405801.58   | 0.09%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7874816.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1137 | PA      | $517.24       | 0.00%             | 2025-12-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5159643.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1281 | PA      | $0.03         | 0.00%             | 2033-10-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Amphenol Corp.                                                                  | Amphenol Corp.                                                                                    | CUSIP: 032095AZ4<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |   2845000 | PA      | $2814135.99   | 0.11%             | 2033-02-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8444330.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       279 | PA      | $269.81       | 0.00%             | 2026-06-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| HSBC Holdings plc                                                               | HSBC Holdings plc                                                                                 | CUSIP: 404280CH0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   8300000 | PA      | $7738253.59   | 0.30%             | 2031-06-04      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8723864.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9920 | PA      | $2013.85      | 0.00%             | 2026-08-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11693245.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8261 | PA      | $927.52       | 0.00%             | 2026-12-18      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5223636.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2509 | PA      | $0.06         | 0.00%             | 2033-10-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7508856.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3854 | PA      | $57.74        | 0.00%             | 2035-08-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8918756.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5830 | PA      | $5439.30      | 0.00%             | 2026-10-02      | 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        |   1279000 | PA      | $1299990.44   | 0.05%             | 2050-05-25      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8767832.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2213 | PA      | $2169.94      | 0.00%             | 2026-08-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5852027.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       628 | PA      | $0.00         | 0.00%             | 2034-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1711888.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2954 | PA      | $2917.15      | 0.00%             | 2027-07-14      | Fixed         | 15.29%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991648817.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-10-17      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 9006869.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     43538 | PA      | $42784.63     | 0.00%             | 2026-10-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2643245.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7516 | PA      | $7381.12      | 0.00%             | 2027-02-16      | Fixed         | 15.83%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12050159.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11727 | PA      | $11891.01     | 0.00%             | 2027-03-07      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2412142.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5318 | PA      | $5190.00      | 0.00%             | 2027-01-26      | Fixed         | 8.74%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8789146.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2107 | PA      | $2039.00      | 0.00%             | 2026-09-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2418100.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6373 | PA      | $6267.96      | 0.00%             | 2027-01-12      | Fixed         | 20.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2200929.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       904 | PA      | $553.82       | 0.00%             | 2026-12-08      | Fixed         | 23.61%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8180951.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       790 | PA      | $773.05       | 0.00%             | 2026-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8798528.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19696 | PA      | $197.37       | 0.00%             | 2026-09-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991657182.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2030-01-24      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2006397.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2775 | PA      | $2724.87      | 0.00%             | 2026-11-09      | Fixed         | 13.66%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2639752.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19128 | PA      | $18838.74     | 0.00%             | 2027-02-16      | Fixed         | 22.85%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6451818.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     32683 | PA      | $0.71         | 0.00%             | 2034-08-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5945082.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2500 | PA      | $0.08         | 0.00%             | 2034-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5703401.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1653 | PA      | $0.00         | 0.00%             | 2034-01-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8867817.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       580 | PA      | $15.56        | 0.00%             | 2026-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2077345.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       332 | PA      | $327.48       | 0.00%             | 2026-11-19      | Fixed         | 16.52%                | No            |                  3 | On Loan: No      |
| Star Holding LLC                                                                | Star Holding LLC, First Lien, CME Term Loan, B                                                    | CUSIP: 85512FAC2<br>LEI: 254900BDGPE9N1WAKD59 | Long             | LON              | CORP              | US        |    398866 | PA      | $387078.00    | 0.02%             | 2031-07-18      | Variable      | 8.46%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7623781.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1952 | PA      | $35.46        | 0.00%             | 2035-09-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7091540.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10017 | PA      | $48.04        | 0.00%             | 2035-04-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2201480.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2275 | PA      | $2246.26      | 0.00%             | 2026-12-08      | Fixed         | 19.28%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8209177.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4860 | PA      | $102.07       | 0.00%             | 2026-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8781395.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       943 | PA      | $921.35       | 0.00%             | 2026-08-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7426750.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1835 | PA      | $20.19        | 0.00%             | 2035-07-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2203014.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1770 | PA      | $1737.06      | 0.00%             | 2026-12-08      | Fixed         | 25.25%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991705543.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2025-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Republic of Indonesia                                                           | Indonesia Government Bond                                                                         | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |   2840000 | PA      | $2853268.85   | 0.11%             | 2027-01-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7705651.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10850 | PA      | $6434.02      | 0.00%             | 2035-10-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1709237.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1560 | PA      | $1536.95      | 0.00%             | 2026-09-14      | Fixed         | 31.24%                | No            |                  3 | On Loan: No      |
| Upgrade, Inc.                                                                   | Upgrade, Inc., 25595802.UG.FTS.B                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1345 | PA      | $1375.55      | 0.00%             | 2026-01-22      | Fixed         | 28.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5983705.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4402 | PA      | $0.03         | 0.00%             | 2034-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6689856.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4087 | PA      | $0.00         | 0.00%             | 2034-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2636195.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5975 | PA      | $5876.91      | 0.00%             | 2027-02-15      | Fixed         | 25.92%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11579289.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       565 | PA      | $565.46       | 0.00%             | 2025-12-05      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8841612.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1865 | PA      | $1831.28      | 0.00%             | 2026-09-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5030831.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5213 | PA      | $0.14         | 0.00%             | 2033-08-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4661890.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2289 | PA      | $0.01         | 0.00%             | 2033-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8373371.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3913 | PA      | $68.27        | 0.00%             | 2026-05-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1694572.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6677 | PA      | $6663.45      | 0.00%             | 2027-01-13      | Fixed         | 11.60%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8624623.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1687 | PA      | $1584.15      | 0.00%             | 2026-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31385XQ91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11238 | PA      | $11540.01     | 0.00%             | 2033-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1874163.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1899 | PA      | $1870.20      | 0.00%             | 2026-10-18      | Fixed         | 17.64%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6464078.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       818 | PA      | $0.00         | 0.00%             | 2034-09-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8037317.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1493 | PA      | $1204.33      | 0.00%             | 2026-01-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNC Holdings, Inc.                                                              | GNC Holdings, Inc., Second Lien, CME Term Loan                                                    | CUSIP: 36260UAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3025172 | PA      | $2117620.40   | 0.08%             | 2026-10-07      | Variable      | 10.26%                | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2639355.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1857 | PA      | $1228.14      | 0.00%             | 2027-07-16      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2636740.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       379 | PA      | $372.56       | 0.00%             | 2027-02-15      | Fixed         | 22.15%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8659412.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7301 | PA      | $2982.48      | 0.00%             | 2026-07-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5114206.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       572 | PA      | $0.00         | 0.00%             | 2033-09-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8193577.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       477 | PA      | $393.88       | 0.00%             | 2026-03-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31412S5S0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     73313 | PA      | $77283.56     | 0.00%             | 2038-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12050224.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13936 | PA      | $14089.05     | 0.00%             | 2027-03-01      | Fixed         | 11.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2645397.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1315 | PA      | $877.50       | 0.00%             | 2027-08-19      | Fixed         | 26.19%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8941415.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9860 | PA      | $9574.45      | 0.00%             | 2026-10-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8860699.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2170 | PA      | $2150.52      | 0.00%             | 2026-09-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| BPCE SA                                                                         | BPCE SA                                                                                           | CUSIP: 05583JAK8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   7900000 | PA      | $7732605.64   | 0.30%             | 2027-10-19      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| American Trailer World Corp.                                                    | American Trailer World Corp., First Lien, CME Term Loan, B                                        | CUSIP: 03028BAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    377173 | PA      | $335448.13    | 0.01%             | 2028-03-03      | Variable      | 7.81%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7781183.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7217 | PA      | $4254.46      | 0.00%             | 2035-11-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8362642.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6766 | PA      | $5916.15      | 0.00%             | 2026-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5189604.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4636 | PA      | $0.11         | 0.00%             | 2033-10-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2407206.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1902 | PA      | $1865.84      | 0.00%             | 2027-01-11      | Fixed         | 13.82%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1711610.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6308 | PA      | $6206.98      | 0.00%             | 2026-09-14      | Fixed         | 17.32%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2007707.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3921 | PA      | $3850.11      | 0.00%             | 2026-11-09      | Fixed         | 12.19%                | No            |                  3 | On Loan: No      |
| Hyundai Capital America                                                         | Hyundai Capital America                                                                           | CUSIP: 44891ADH7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6035843.22   | 0.24%             | 2031-09-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5296246.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1628 | PA      | $0.00         | 0.00%             | 2033-11-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 21H0606B2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  81518000 | PA      | $82973741.92  | 3.24%             | 2055-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4863238.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2993 | PA      | $0.18         | 0.00%             | 2033-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4701939.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1446 | PA      | $0.00         | 0.00%             | 2033-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4989442.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       717 | PA      | $0.00         | 0.00%             | 2033-08-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5862630.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5065 | PA      | $0.26         | 0.00%             | 2034-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8016630.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       296 | PA      | $208.23       | 0.00%             | 2026-01-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6764489.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21402 | PA      | $0.00         | 0.00%             | 2034-12-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7600486.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       645 | PA      | $5.87         | 0.00%             | 2035-09-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-17504832.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3377 | PA      | $3398.63      | 0.00%             | 2027-09-27      | Fixed         | 13.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8674429.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       544 | PA      | $500.01       | 0.00%             | 2026-07-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7102932.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1825 | PA      | $6.87         | 0.00%             | 2035-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4632596.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       848 | PA      | $0.01         | 0.00%             | 2033-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8010484.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       113 | PA      | $93.81        | 0.00%             | 2026-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4604615.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13726 | PA      | $0.07         | 0.00%             | 2033-04-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8779555.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       615 | PA      | $609.52       | 0.00%             | 2026-08-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5515187.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4692 | PA      | $0.00         | 0.00%             | 2033-12-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6871369.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       499 | PA      | $0.34         | 0.00%             | 2035-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5067403.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2045 | PA      | $0.05         | 0.00%             | 2033-09-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8521459.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7459 | PA      | $7294.41      | 0.00%             | 2026-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2200446.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       428 | PA      | $66.18        | 0.00%             | 2026-12-08      | Fixed         | 20.19%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8616679.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2615 | PA      | $2588.28      | 0.00%             | 2026-07-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1873820.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       999 | PA      | $983.98       | 0.00%             | 2026-10-18      | Fixed         | 21.93%                | No            |                  3 | On Loan: No      |
| Cheniere Energy, Inc.                                                           | Cheniere Energy, Inc.                                                                             | CUSIP: 16411RAN9<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1655528.61   | 0.06%             | 2034-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8674492.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       917 | PA      | $904.74       | 0.00%             | 2026-07-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8821939.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1057 | PA      | $1034.19      | 0.00%             | 2026-09-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991693368.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2028-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                              | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2025-5C2, Class AS                     | CUSIP: 61779RBZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4968000 | PA      | $5101652.12   | 0.20%             | 2030-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8918904.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5649 | PA      | $2399.66      | 0.00%             | 2026-10-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7628789.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3550 | PA      | $2049.16      | 0.00%             | 2035-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8844260.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8477 | PA      | $7643.14      | 0.00%             | 2026-09-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Zebra Technologies Corp.                                                        | Zebra Technologies Corp.                                                                          | CUSIP: 989207AD7<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2074514.00   | 0.08%             | 2032-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2202215.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9800 | PA      | $9624.43      | 0.00%             | 2026-12-08      | Fixed         | 9.76%                 | 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        |   1608865 | PA      | $1612296.35   | 0.06%             | 2045-05-25      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12033253.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5816 | PA      | $6089.69      | 0.00%             | 2027-04-24      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6503201.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1828 | PA      | $0.09         | 0.00%             | 2034-09-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1710242.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1635 | PA      | $1608.00      | 0.00%             | 2028-09-14      | Fixed         | 16.42%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12408935.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       816 | PA      | $817.32       | 0.00%             | 2027-04-17      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2007936.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1469 | PA      | $1444.35      | 0.00%             | 2026-11-09      | Fixed         | 30.89%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8340531.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28004 | PA      | $19055.07     | 0.00%             | 2026-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1721439.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       984 | PA      | $980.25       | 0.00%             | 2027-02-15      | Fixed         | 12.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5810852.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3602 | PA      | $0.13         | 0.00%             | 2034-02-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7685699.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       968 | PA      | $22.03        | 0.00%             | 2035-10-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8688608.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       796 | PA      | $789.78       | 0.00%             | 2026-08-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Terex Corp.                                                                     | Terex Corp.                                                                                       | CUSIP: 880779BB8<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2030628.00   | 0.08%             | 2032-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8391872.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       577 | PA      | $573.03       | 0.00%             | 2026-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Opal Bidco SAS                                                                  | Opal Bidco SAS                                                                                    | CUSIP: 68348BAA1<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |   3175000 | PA      | $3272785.52   | 0.13%             | 2032-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31404NF27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10645 | PA      | $10805.06     | 0.00%             | 2034-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7022730.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3666 | PA      | $9.99         | 0.00%             | 2035-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7970501.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2363 | PA      | $1322.70      | 0.00%             | 2026-01-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6541353.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       727 | PA      | $0.00         | 0.00%             | 2034-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8194976.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11675 | PA      | $10399.36     | 0.00%             | 2026-03-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Dominion Energy, Inc.                                                           | Dominion Energy, Inc., Series C                                                                   | CUSIP: 25746UDG1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   7800000 | PA      | $7501169.91   | 0.29%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4881625.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1074 | PA      | $0.02         | 0.00%             | 2033-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Republic of Turkiye (The)                                                       | Turkiye Government Bond                                                                           | CUSIP: 900123DA5<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   2260000 | PA      | $2263086.21   | 0.09%             | 2031-01-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5813253.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7311 | PA      | $0.00         | 0.00%             | 2034-02-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8706579.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11199 | PA      | $8529.20      | 0.00%             | 2026-08-07      | 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        |    440000 | PA      | $461158.72    | 0.02%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2642235.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       595 | PA      | $585.54       | 0.00%             | 2027-02-16      | Fixed         | 24.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5757607.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9346 | PA      | $0.00         | 0.00%             | 2034-01-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2410751.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2063 | PA      | $2052.11      | 0.00%             | 2027-01-11      | Fixed         | 34.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8322385.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1792 | PA      | $1517.10      | 0.00%             | 2026-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2406986.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1656 | PA      | $1635.35      | 0.00%             | 2027-01-11      | Fixed         | 16.62%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4961597.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6826 | PA      | $0.00         | 0.00%             | 2033-07-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5035669.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3399 | PA      | $0.00         | 0.00%             | 2033-08-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-17112272.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5402 | PA      | $5460.73      | 0.00%             | 2026-09-25      | Fixed         | 14.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1860167.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       447 | PA      | $441.94       | 0.00%             | 2026-10-18      | Fixed         | 14.86%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31371HYB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1141 | PA      | $1173.80      | 0.00%             | 2029-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8117071.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        57 | PA      | $56.08        | 0.00%             | 2026-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6774551.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17810 | PA      | $4.29         | 0.00%             | 2034-12-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8180242.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       760 | PA      | $744.01       | 0.00%             | 2026-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8388312.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       876 | PA      | $692.80       | 0.00%             | 2026-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6662849.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4461 | PA      | $0.00         | 0.00%             | 2034-11-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5393796.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        95 | PA      | $0.07         | 0.00%             | 2033-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6465421.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1180 | PA      | $0.08         | 0.00%             | 2034-09-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6173109.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       732 | PA      | $0.00         | 0.00%             | 2034-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8400582.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        72 | PA      | $70.86        | 0.00%             | 2026-05-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1611384.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2183 | PA      | $2179.42      | 0.00%             | 2026-08-09      | Fixed         | 13.88%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6880856.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1568 | PA      | $1.91         | 0.00%             | 2035-01-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5959978.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1182 | PA      | $0.16         | 0.00%             | 2034-04-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8674088.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2280 | PA      | $2230.13      | 0.00%             | 2026-07-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2009167.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3357 | PA      | $3296.71      | 0.00%             | 2026-11-09      | Fixed         | 26.14%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1709668.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       434 | PA      | $427.12       | 0.00%             | 2026-09-14      | Fixed         | 25.91%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8334093.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8384 | PA      | $5769.53      | 0.00%             | 2026-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LaserShip, Inc.                                                                 | LaserShip, Inc., First Lien, CME Term Loan, D                                                     | CUSIP: 51809EAP0<br>LEI: 254900NGHREGOQUFUT53 | Long             | LON              | CORP              | US        |    248661 | PA      | $72111.70     | 0.00%             | 2029-08-10      | Variable      | 5.76%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                              | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2013-C9, Class C                       | CUSIP: 61762DBB6<br>LEI: 549300PFVBG5704L7K74 | Long             | ABS-MBS          | CORP              | US        |   3888000 | PA      | $3617764.17   | 0.14%             | 2046-05-15      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| Viavi Solutions, Inc.                                                           | Viavi Solutions, Inc., First Lien, CME Term Loan                                                  | CUSIP: 92555BAD3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    207612 | PA      | $208174.99    | 0.01%             | 2032-10-18      | Variable      | 6.39%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1694605.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       681 | PA      | $684.61       | 0.00%             | 2027-01-13      | Fixed         | 15.20%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6662189.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       858 | PA      | $0.00         | 0.00%             | 2034-11-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2406988.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1942 | PA      | $1907.85      | 0.00%             | 2027-01-11      | Fixed         | 27.86%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8649457.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1305 | PA      | $1250.03      | 0.00%             | 2026-07-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1675265.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6489 | PA      | $6481.55      | 0.00%             | 2026-12-20      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11595106.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4237 | PA      | $4298.75      | 0.00%             | 2027-01-26      | Fixed         | 13.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2638887.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       786 | PA      | $773.55       | 0.00%             | 2027-02-16      | Fixed         | 24.84%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2419104.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3301 | PA      | $240.77       | 0.00%             | 2027-01-12      | Fixed         | 11.58%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2005066.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4117 | PA      | $4040.78      | 0.00%             | 2026-11-09      | Fixed         | 12.51%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2637603.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2174 | PA      | $2133.59      | 0.00%             | 2027-02-15      | Fixed         | 14.83%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5093863.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9864 | PA      | $0.34         | 0.00%             | 2033-09-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2413229.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7723 | PA      | $7547.52      | 0.00%             | 2027-06-11      | Fixed         | 11.26%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2206862.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1812 | PA      | $1779.62      | 0.00%             | 2026-12-08      | Fixed         | 29.87%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8630161.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       844 | PA      | $125.52       | 0.00%             | 2026-07-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1709217.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11193 | PA      | $11007.65     | 0.00%             | 2027-02-14      | Fixed         | 25.78%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2408774.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1283 | PA      | $1266.48      | 0.00%             | 2027-01-11      | Fixed         | 14.55%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8983809.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1092 | PA      | $1054.41      | 0.00%             | 2026-10-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8871924.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1479 | PA      | $1433.55      | 0.00%             | 2026-09-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5623363.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10990 | PA      | $0.00         | 0.00%             | 2034-01-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8302044.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       530 | PA      | $526.09       | 0.00%             | 2026-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7519968.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10143 | PA      | $173.19       | 0.00%             | 2035-08-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2197891.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1488 | PA      | $1458.18      | 0.00%             | 2027-05-07      | Fixed         | 23.80%                | No            |                  3 | On Loan: No      |
| Societe Generale SA                                                             | Societe Generale SA                                                                               | CUSIP: 83368RBD3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   7500000 | PA      | $6748395.45   | 0.26%             | 2032-06-09      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6756294.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2296 | PA      | $69.85        | 0.00%             | 2034-12-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7028537.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     66996 | PA      | $157.03       | 0.00%             | 2035-03-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Toll Brothers Finance Corp.                                                     | Toll Brothers Finance Corp.                                                                       | CUSIP: 88947EAU4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4900000 | PA      | $4806181.95   | 0.19%             | 2029-11-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Qnity Electronics, Inc.                                                         | Qnity Electronics, Inc.                                                                           | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |    320000 | PA      | $329026.88    | 0.01%             | 2033-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Paradigm Parent LLC                                                             | Paradigm Parent LLC, First Lien, Initial CME Term Loan                                            | CUSIP: 69902BAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    250000 | PA      | $223750.00    | 0.01%             | 2032-04-16      | Variable      | 8.55%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1739157.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13864 | PA      | $11735.59     | 0.00%             | 2027-03-18      | Fixed         | 11.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5616216.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5841 | PA      | $1.22         | 0.00%             | 2034-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7850420.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2069 | PA      | $1294.39      | 0.00%             | 2025-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8674767.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2746 | PA      | $2701.19      | 0.00%             | 2026-07-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8495866.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3735 | PA      | $3599.41      | 0.00%             | 2026-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8614627.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       147 | PA      | $143.97       | 0.00%             | 2026-07-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991579043.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1316 | PA      | $1029.93      | 0.00%             | 2026-11-17      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8652314.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1808 | PA      | $1376.79      | 0.00%             | 2026-07-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2204149.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2090 | PA      | $151.45       | 0.00%             | 2026-12-08      | Fixed         | 19.13%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31407FKN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6192 | PA      | $6431.27      | 0.00%             | 2035-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5163000.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6619 | PA      | $0.00         | 0.00%             | 2033-10-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5647775.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1305 | PA      | $0.09         | 0.00%             | 2034-01-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| IQVIA, Inc.                                                                     | IQVIA, Inc.                                                                                       | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |   3700000 | PA      | $3861009.20   | 0.15%             | 2032-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7986712.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2345 | PA      | $907.76       | 0.00%             | 2026-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                                           | Clydesdale Acquisition Holdings, Inc., First Lien, 2025 Incremental Closing Date CME Term Loan, B | CUSIP: 18972FAE2<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |    579827 | PA      | $579215.74    | 0.02%             | 2032-04-01      | Variable      | 7.21%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6577981.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10021 | PA      | $0.00         | 0.00%             | 2034-10-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4898852.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2213 | PA      | $0.00         | 0.00%             | 2033-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4881632.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5202 | PA      | $0.03         | 0.00%             | 2033-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Jane Street Group LLC                                                           | Jane Street Group LLC, First Lien, Extended CME Term Loan                                         | CUSIP: 47077DAM2<br>LEI: 5493002N1IVX6KHGYO08 | Long             | LON              | CORP              | US        |    499398 | PA      | $495370.30    | 0.02%             | 2031-12-15      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6836269.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       758 | PA      | $0.69         | 0.00%             | 2035-01-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8739327.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10405 | PA      | $2327.04      | 0.00%             | 2026-08-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5289917.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       702 | PA      | $0.00         | 0.00%             | 2033-11-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8865647.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1510 | PA      | $1411.08      | 0.00%             | 2026-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8841813.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13030 | PA      | $12106.26     | 0.00%             | 2026-09-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8951516.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3059 | PA      | $2961.89      | 0.00%             | 2026-10-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8824912.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9009 | PA      | $4602.36      | 0.00%             | 2026-09-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6265153.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11421 | PA      | $0.00         | 0.00%             | 2034-06-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Pfizer Investment Enterprises Pte. Ltd.                                         | Pfizer Investment Enterprises Pte. Ltd.                                                           | CUSIP: 716973AE2<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   3500000 | PA      | $3543439.55   | 0.14%             | 2033-05-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7282811.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       529 | PA      | $54.77        | 0.00%             | 2035-06-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8957334.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6448 | PA      | $6307.65      | 0.00%             | 2026-10-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7328914.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10484 | PA      | $89.76        | 0.00%             | 2035-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8957587.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3997 | PA      | $3901.13      | 0.00%             | 2026-10-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6826532.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3960 | PA      | $1.51         | 0.00%             | 2035-01-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7741160.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       450 | PA      | $317.79       | 0.00%             | 2035-10-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991757963.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-12-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| BX Commercial Mortgage Trust                                                    | BX Commercial Mortgage Trust, Series 2022-LP2, Class A                                            | CUSIP: 05610HAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2312732 | PA      | $2311196.02   | 0.09%             | 2039-02-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Advantage Sales & Marketing, Inc.                                               | Advantage Sales & Marketing, Inc., First Lien, CME Term Loan, B1                                  | CUSIP: 00769EBA7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    299096 | PA      | $264679.09    | 0.01%             | 2027-10-28      | Variable      | 8.45%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5837252.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1427 | PA      | $0.00         | 0.00%             | 2034-02-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2076263.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1012 | PA      | $1002.91      | 0.00%             | 2026-11-19      | Fixed         | 24.18%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8633778.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1468 | PA      | $1455.78      | 0.00%             | 2026-07-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8916567.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       695 | PA      | $416.07       | 0.00%             | 2026-10-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1873001.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2005 | PA      | $1473.31      | 0.00%             | 2026-10-18      | Fixed         | 11.14%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7816821.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3477 | PA      | $1508.96      | 0.00%             | 2035-11-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8926850.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4233 | PA      | $4155.06      | 0.00%             | 2026-10-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8085601.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7484 | PA      | $5576.49      | 0.00%             | 2026-02-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7994628.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2810 | PA      | $2077.65      | 0.00%             | 2026-01-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8633627.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       312 | PA      | $310.96       | 0.00%             | 2026-07-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Deep Blue Operating I LLC                                                       | Deep Blue Operating I LLC, First Lien, Initial CME Term Loan                                      | CUSIP: 24369TAD3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    124304 | PA      | $124848.41    | 0.00%             | 2032-10-01      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8749192.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6731 | PA      | $6667.29      | 0.00%             | 2026-08-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7423387.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1914 | PA      | $194.97       | 0.00%             | 2035-07-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8928321.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9268 | PA      | $9089.24      | 0.00%             | 2026-10-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6920447.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24973 | PA      | $54.08        | 0.00%             | 2035-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1709591.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        52 | PA      | $0.00         | 0.00%             | 2026-01-16      | Fixed         | 22.60%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8609898.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2360 | PA      | $1823.61      | 0.00%             | 2026-07-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8347538.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3317 | PA      | $2713.08      | 0.00%             | 2026-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4874535.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       977 | PA      | $0.08         | 0.00%             | 2033-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2198050.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2602 | PA      | $188.83       | 0.00%             | 2026-12-07      | Fixed         | 25.44%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1652300.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3833 | PA      | $3869.22      | 0.00%             | 2026-11-08      | Fixed         | 21.18%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5611517.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2001 | PA      | $0.00         | 0.00%             | 2033-12-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8955300.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       819 | PA      | $570.85       | 0.00%             | 2026-10-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6644191.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     32363 | PA      | $0.00         | 0.00%             | 2034-11-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7370851.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       664 | PA      | $8.12         | 0.00%             | 2035-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8881961.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8640 | PA      | $7129.02      | 0.00%             | 2026-09-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7040179.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9497 | PA      | $1243.62      | 0.00%             | 2035-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2411466.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       674 | PA      | $665.74       | 0.00%             | 2027-01-11      | Fixed         | 17.75%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7858606.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11300 | PA      | $300.58       | 0.00%             | 2025-12-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2408660.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1976 | PA      | $1930.19      | 0.00%             | 2027-01-11      | Fixed         | 7.61%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2641584.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21061 | PA      | $14663.12     | 0.00%             | 2027-02-16      | Fixed         | 21.92%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2418092.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       762 | PA      | $749.49       | 0.00%             | 2027-06-12      | Fixed         | 30.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2010117.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1336 | PA      | $1311.43      | 0.00%             | 2026-11-23      | Fixed         | 24.96%                | No            |                  3 | On Loan: No      |
| Klockner Pentaplast of America, Inc.                                            | Klockner Pentaplast of America, Inc., First Lien, USD CME Term Loan, B                            | CUSIP: 49865NAT7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1390971 | PA      | $614642.06    | 0.02%             | 2026-02-12      | Variable      | 9.04%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 173821408.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1238 | PA      | $1245.99      | 0.00%             | 2026-01-19      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5230601.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5805 | PA      | $0.09         | 0.00%             | 2033-10-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| US Anesthesia Partners, Inc.                                                    | US Anesthesia Partners, Inc., First Lien, Initial CME Term Loan                                   | CUSIP: 90350HAL3<br>LEI: 549300J001GMNRO7SQ51 | Long             | LON              | CORP              | US        |    474782 | PA      | $475845.35    | 0.02%             | 2028-10-02      | Variable      | 8.50%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12337990.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2810 | PA      | $2845.68      | 0.00%             | 2027-02-07      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5672653.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       966 | PA      | $0.00         | 0.00%             | 2034-01-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8789099.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1196 | PA      | $1098.80      | 0.00%             | 2026-09-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8557100.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2142 | PA      | $407.82       | 0.00%             | 2026-07-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6370285.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1998 | PA      | $0.00         | 0.00%             | 2034-07-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8139332.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       464 | PA      | $250.38       | 0.00%             | 2026-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Benchmark Mortgage Trust                                                        | Benchmark Mortgage Trust, Series 2020-B22, Class XA                                               | CUSIP: 08163BBF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  26372630 | PA      | $1630450.92   | 0.06%             | 2054-01-15      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4663916.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24742 | PA      | $0.55         | 0.00%             | 2033-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5337318.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1470 | PA      | $0.00         | 0.00%             | 2033-11-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7935066.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       208 | PA      | $99.09        | 0.00%             | 2025-12-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5910869.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2092 | PA      | $0.43         | 0.00%             | 2034-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1650901.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4129 | PA      | $4136.75      | 0.00%             | 2026-10-29      | Fixed         | 11.20%                | No            |                  3 | On Loan: No      |
| Univision Communications, Inc.                                                  | Univision Communications, Inc.                                                                    | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    720000 | PA      | $760775.57    | 0.03%             | 2032-08-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8497694.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4022 | PA      | $3838.75      | 0.00%             | 2026-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1708451.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       727 | PA      | $723.83       | 0.00%             | 2027-02-15      | Fixed         | 10.26%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7851585.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1148 | PA      | $551.36       | 0.00%             | 2025-12-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8391986.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5055 | PA      | $3956.22      | 0.00%             | 2026-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8250977.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3638 | PA      | $2824.72      | 0.00%             | 2026-04-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7508686.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2765 | PA      | $46.89        | 0.00%             | 2035-08-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8971413.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1410 | PA      | $1300.35      | 0.00%             | 2026-10-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6147775.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1022 | PA      | $0.00         | 0.00%             | 2034-05-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2198942.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8983 | PA      | $6167.07      | 0.00%             | 2027-05-18      | Fixed         | 24.77%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8673390.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1285 | PA      | $1251.72      | 0.00%             | 2026-07-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8817311.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6638 | PA      | $6296.53      | 0.00%             | 2026-09-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11694985.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4377 | PA      | $4439.10      | 0.00%             | 2027-01-21      | Fixed         | 12.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7335932.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8474 | PA      | $85.61        | 0.00%             | 2035-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6770530.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1058 | PA      | $0.00         | 0.00%             | 2034-12-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8987256.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5435 | PA      | $5293.71      | 0.00%             | 2026-10-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Bank of America Corp.                                                           | Bank of America Corp.                                                                             | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1434000 | PA      | $1345979.03   | 0.05%             | 2037-03-08      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5889597.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1085 | PA      | $0.00         | 0.00%             | 2034-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7769040.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       926 | PA      | $461.22       | 0.00%             | 2035-11-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5287039.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8749 | PA      | $0.00         | 0.00%             | 2033-11-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7359006.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2767 | PA      | $19.00        | 0.00%             | 2035-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2631819.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8666 | PA      | $8521.88      | 0.00%             | 2027-02-16      | Fixed         | 22.11%                | No            |                  3 | On Loan: No      |
| UTEX Industries, Inc.                                                           | UTEX Industries, Inc.                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     16788 | NS      | $871268.26    | 0.03%             |  |  |  | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5539948.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1314 | PA      | $0.00         | 0.00%             | 2033-12-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2008272.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5871 | PA      | $5794.77      | 0.00%             | 2026-11-09      | Fixed         | 17.06%                | No            |                  3 | On Loan: No      |
| Axon Enterprise, Inc.                                                           | Axon Enterprise, Inc.                                                                             | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1029538.02   | 0.04%             | 2030-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2413044.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2503 | PA      | $2453.97      | 0.00%             | 2027-01-11      | Fixed         | 11.78%                | No            |                  3 | On Loan: No      |
| Prologis Targeted US Logistics Fund LP                                          | Prologis Targeted US Logistics Fund LP                                                            | CUSIP: 74350LAA2<br>LEI: 5493004DTBWUQ9F2VJ87 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2476077.43   | 0.10%             | 2029-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Smyrna Ready Mix Concrete LLC                                                   | Smyrna Ready Mix Concrete LLC, First Lien, 2025 CME Term Loan                                     | CUSIP: 83283EAK9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     70080 | PA      | $70255.37     | 0.00%             | 2029-03-30      | Variable      | 6.98%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8327713.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1721 | PA      | $1392.90      | 0.00%             | 2026-04-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7578877.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        61 | PA      | $12.04        | 0.00%             | 2035-09-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4657373.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3122 | PA      | $0.00         | 0.00%             | 2033-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7900211.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1260 | PA      | $21.70        | 0.00%             | 2025-12-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Dominion Energy, Inc.                                                           | Dominion Energy, Inc., Series A                                                                   | CUSIP: 25746UDP1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $3134175.90   | 0.12%             | 2032-08-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7327791.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8988 | PA      | $53.14        | 0.00%             | 2035-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991687274.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        36 | PA      | $36.73        | 0.00%             | 2030-11-23      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5956888.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2980 | PA      | $0.05         | 0.00%             | 2034-04-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4889574.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2517 | PA      | $0.05         | 0.00%             | 2033-07-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2004995.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1806 | PA      | $1775.32      | 0.00%             | 2026-11-09      | Fixed         | 21.00%                | No            |                  3 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Notes                                                                               | CUSIP: 91282CFZ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  43700000 | PA      | $43946665.96  | 1.72%             | 2027-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6783369.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1854 | PA      | $0.00         | 0.00%             | 2034-12-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2196775.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       341 | PA      | $334.64       | 0.00%             | 2026-12-19      | Fixed         | 22.04%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5885192.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2394 | PA      | $0.00         | 0.00%             | 2034-03-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8969981.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1792 | PA      | $1744.16      | 0.00%             | 2026-10-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5176935.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       489 | PA      | $0.00         | 0.00%             | 2033-10-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8866657.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30729 | PA      | $20038.20     | 0.00%             | 2026-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8715175.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       729 | PA      | $680.33       | 0.00%             | 2026-08-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8931060.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6315 | PA      | $6215.87      | 0.00%             | 2026-10-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Froneri Lux FinCo. SARL                                                         | Froneri Lux FinCo SARL                                                                            | CUSIP: 35901MAA5<br>LEI: 9845005YBZ75E5AA3B94 | Long             | DBT              | CORP              | LU        |    465000 | PA      | $469650.93    | 0.02%             | 2032-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2077586.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1439 | PA      | $1415.17      | 0.00%             | 2026-11-19      | Fixed         | 13.74%                | No            |                  3 | On Loan: No      |
| GC Ferry Acquisition I, Inc.                                                    | GC Ferry Acquisition I, Inc., First Lien, Initial CME Term Loan                                   | CUSIP: 32009UAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    484044 | PA      | $483877.08    | 0.02%             | 2032-08-16      | Variable      | 7.71%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX                                                         | LendingClub Corp. - LCX, 162966512.LC.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1902 | PA      | $0.00         | 0.00%             | 2035-04-12      | Fixed         | 11.02%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12270745.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14215 | PA      | $14783.78     | 0.00%             | 2027-03-23      | Fixed         | 17.74%                | No            |                  3 | On Loan: No      |
| Coronado Finance Pty. Ltd.                                                      | Coronado Finance Pty. Ltd.                                                                        | CUSIP: 21979LAB2<br>LEI: 549300NS5FS0W548RE27 | Long             | DBT              | CORP              | AU        |   1400000 | PA      | $1291459.92   | 0.05%             | 2029-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: —       |
| American Axle & Manufacturing, Inc.                                             | American Axle & Manufacturing, Inc., First Lien, Incremental CME Term Loan, C                     | CUSIP: 02406MBB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    295398 | PA      | $293920.93    | 0.01%             | 2032-02-24      | Variable      | 7.41%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5666806.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13430 | PA      | $0.00         | 0.00%             | 2034-01-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12105970.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7370 | PA      | $7459.23      | 0.00%             | 2027-03-08      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2409743.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4452 | PA      | $2392.80      | 0.00%             | 2027-01-12      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8801255.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5922 | PA      | $4752.77      | 0.00%             | 2026-09-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8098527.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2177 | PA      | $1707.97      | 0.00%             | 2026-02-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8137228.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1631 | PA      | $1225.14      | 0.00%             | 2026-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $2051.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8167762.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       650 | PA      | $543.78       | 0.00%             | 2026-03-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2637042.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2661 | PA      | $2610.73      | 0.00%             | 2027-02-15      | Fixed         | 13.14%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 9012839.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4414 | PA      | $4324.51      | 0.00%             | 2026-10-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8838845.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1218 | PA      | $1213.73      | 0.00%             | 2026-09-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2205691.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11932 | PA      | $863.67       | 0.00%             | 2027-05-08      | Fixed         | 16.93%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8010295.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13906 | PA      | $164.56       | 0.00%             | 2026-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991721939.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       499 | PA      | $518.04       | 0.00%             | 2027-02-02      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8712364.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       879 | PA      | $478.32       | 0.00%             | 2026-08-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8889479.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1572 | PA      | $1545.73      | 0.00%             | 2026-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Froneri International Ltd.                                                      | Froneri International Ltd., First Lien, CME Term Loan, B4                                         | CUSIP: G3679YAK8<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |    376277 | PA      | $374085.56    | 0.01%             | 2031-09-30      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8382493.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10128 | PA      | $102.97       | 0.00%             | 2026-05-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8286678.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        97 | PA      | $90.50        | 0.00%             | 2026-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8837259.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4076 | PA      | $3992.97      | 0.00%             | 2026-09-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5696963.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8836 | PA      | $0.00         | 0.00%             | 2034-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7511303.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5973 | PA      | $100.18       | 0.00%             | 2035-08-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| JPMorgan Chase & Co.                                                            | JPMorgan Chase & Co.                                                                              | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1620000 | PA      | $1680766.20   | 0.07%             | 2036-07-23      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8051888.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1531 | PA      | $492.38       | 0.00%             | 2026-02-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2200539.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1934 | PA      | $1897.29      | 0.00%             | 2026-12-08      | Fixed         | 25.48%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12379303.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1000 | PA      | $1000.37      | 0.00%             | 2027-03-16      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| BRAVO Residential Funding Trust                                                 | BRAVO Residential Funding Trust, Series 2025-HE1, Class A1                                        | CUSIP: 10568VAA2<br>LEI: 254900V4GL9A5JTVB991 | Long             | ABS-O            | CORP              | US        |   3157000 | PA      | $3159360.17   | 0.12%             | 2072-09-25      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8990972.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9746 | PA      | $9512.23      | 0.00%             | 2026-10-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8333141.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       607 | PA      | $366.70       | 0.00%             | 2026-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2418697.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2091 | PA      | $2051.97      | 0.00%             | 2027-06-12      | Fixed         | 22.86%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7102724.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4584 | PA      | $12.85        | 0.00%             | 2035-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8971944.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1174 | PA      | $1158.97      | 0.00%             | 2026-10-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4880840.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1132 | PA      | $0.00         | 0.00%             | 2033-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1646066.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4059 | PA      | $4104.58      | 0.00%             | 2026-10-28      | Fixed         | 16.18%                | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA I, Single-family, 30 Year                                                                    | CUSIP: 36202TP26<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10696 | PA      | $11088.64     | 0.00%             | 2036-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                          | Sequoia Mortgage Trust, Series 2025-8, Class A26F                                                 | CUSIP: 81749WCS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2113173 | PA      | $2115492.26   | 0.08%             | 2055-09-25      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5814576.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2223 | PA      | $0.00         | 0.00%             | 2034-02-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8764217.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8186 | PA      | $7825.72      | 0.00%             | 2026-08-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8972157.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       136 | PA      | $130.62       | 0.00%             | 2026-10-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5728577.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3241 | PA      | $0.00         | 0.00%             | 2034-01-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Clover Holdings 2 LLC                                                           | Clover Holdings 2 LLC, First Lien, Initial CME Term Loan                                          | CUSIP: 18914DAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    147714 | PA      | $147898.42    | 0.01%             | 2031-12-09      | Variable      | 7.83%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991925769.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-12-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2196680.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2046 | PA      | $2008.33      | 0.00%             | 2026-12-07      | Fixed         | 21.47%                | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA I, Single-family, 30 Year                                                                    | CUSIP: 36200NTS0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2451 | PA      | $2479.03      | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHS/Community Health Systems, Inc.                                              | CHS/Community Health Systems, Inc.                                                                | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1981560.00   | 0.08%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8227883.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7231 | PA      | $6260.93      | 0.00%             | 2026-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8474537.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8202 | PA      | $7884.31      | 0.00%             | 2026-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6111911.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1257 | PA      | $0.95         | 0.00%             | 2034-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7290056.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5162 | PA      | $32.16        | 0.00%             | 2035-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1708907.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10710 | PA      | $214.85       | 0.00%             | 2027-11-20      | Fixed         | 18.13%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5045662.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2040 | PA      | $0.00         | 0.00%             | 2033-08-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7324925.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1333 | PA      | $12.40        | 0.00%             | 2035-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8382098.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8174 | PA      | $152.69       | 0.00%             | 2026-05-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2643411.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3358 | PA      | $3313.61      | 0.00%             | 2027-12-16      | Fixed         | 29.58%                | No            |                  3 | On Loan: No      |
| Brown & Brown, Inc.                                                             | Brown & Brown, Inc.                                                                               | CUSIP: 115236AG6<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   7300000 | PA      | $7562968.78   | 0.30%             | 2034-06-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1676534.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4336 | PA      | $4363.07      | 0.00%             | 2026-12-21      | Fixed         | 15.29%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8898889.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1188 | PA      | $1112.90      | 0.00%             | 2026-09-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8854003.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1554 | PA      | $1524.66      | 0.00%             | 2026-09-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5934730.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2564 | PA      | $0.07         | 0.00%             | 2034-03-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GS Mortgage Securities Trust                                                    | GS Mortgage Securities Trust, Series 2013-GC13, Class AS                                          | CUSIP: 36198EAP0<br>LEI: 549300WF5YRKNHB1FX69 | Long             | ABS-MBS          | CORP              | US        |   1096826 | PA      | $1083558.55   | 0.04%             | 2046-07-10      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8773308.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3863 | PA      | $3430.73      | 0.00%             | 2026-08-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8526175.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       414 | PA      | $301.93       | 0.00%             | 2026-06-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2207019.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       399 | PA      | $391.11       | 0.00%             | 2026-12-08      | Fixed         | 25.36%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4947272.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1224 | PA      | $0.00         | 0.00%             | 2033-07-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12050179.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2025 | PA      | $2038.40      | 0.00%             | 2026-03-07      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7629810.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3308 | PA      | $2262.61      | 0.00%             | 2035-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12176796.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10421 | PA      | $2164.45      | 0.00%             | 2027-03-21      | Fixed         | 8.99%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-14891119.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11632 | PA      | $11966.32     | 0.00%             | 2026-07-24      | Fixed         | 18.74%                | No            |                  3 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                              | Venture Global Plaquemines LNG LLC                                                                | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    730000 | PA      | $773614.58    | 0.03%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5072967.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       542 | PA      | $0.00         | 0.00%             | 2033-09-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8905835.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4678 | PA      | $4621.31      | 0.00%             | 2026-09-30      | None          | 0.00%                 | No            |                  3 | 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        |   1793601 | PA      | $1806192.71   | 0.07%             | 2045-03-25      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31408HB87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    181415 | PA      | $188842.15    | 0.01%             | 2036-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Republic of Kazakhstan                                                          | Kazakhstan Government Bond                                                                        | CUSIP: N/A<br>LEI: 5493007OEK8EF02UO833       | Long             | DBT              | NUSS              | KZ        |   1890000 | PA      | $1870403.19   | 0.07%             | 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        |   1640000 | PA      | $1641102.08   | 0.06%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1982018.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1299 | PA      | $1271.16      | 0.00%             | 2026-11-09      | Fixed         | 9.85%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8783977.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4478 | PA      | $3020.01      | 0.00%             | 2026-08-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7602494.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2210 | PA      | $18.41        | 0.00%             | 2035-09-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7402047.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5039 | PA      | $34.25        | 0.00%             | 2035-07-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8626942.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       347 | PA      | $346.02       | 0.00%             | 2026-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6934833.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4744 | PA      | $12.91        | 0.00%             | 2035-02-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7654130.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       378 | PA      | $178.88       | 0.00%             | 2035-10-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| TTM Technologies, Inc.                                                          | TTM Technologies, Inc.                                                                            | CUSIP: 87305RAK5<br>LEI: 549300SC4BDOIS008048 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3866824.40   | 0.15%             | 2029-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8858627.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16010 | PA      | $15817.67     | 0.00%             | 2026-09-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7089901.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7927 | PA      | $25.82        | 0.00%             | 2035-04-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8237680.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16574 | PA      | $8791.22      | 0.00%             | 2026-04-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6672424.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4203 | PA      | $3.62         | 0.00%             | 2034-11-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5813184.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1676 | PA      | $0.04         | 0.00%             | 2034-02-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5516154.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12489 | PA      | $0.06         | 0.00%             | 2033-12-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2631141.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5230 | PA      | $5144.06      | 0.00%             | 2027-02-15      | Fixed         | 25.72%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7535779.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3761 | PA      | $64.99        | 0.00%             | 2035-08-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7812943.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1045 | PA      | $18.16        | 0.00%             | 2035-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5300323.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1387 | PA      | $0.11         | 0.00%             | 2033-11-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8663904.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       369 | PA      | $367.80       | 0.00%             | 2026-07-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA I, Single-family, 30 Year                                                                    | CUSIP: 36207RJB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        84 | PA      | $84.60        | 0.00%             | 2027-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Bayer US Finance II LLC                                                         | Bayer US Finance II LLC                                                                           | CUSIP: 07274NAL7<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |  11700000 | PA      | $11660861.86  | 0.46%             | 2028-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8325680.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       913 | PA      | $908.96       | 0.00%             | 2026-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1603750.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3244 | PA      | $410.66       | 0.00%             | 2027-05-20      | Fixed         | 15.90%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7965591.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2566 | PA      | $1936.76      | 0.00%             | 2026-01-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7791568.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2384 | PA      | $67.96        | 0.00%             | 2035-11-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8209672.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5000 | PA      | $4087.83      | 0.00%             | 2026-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7284693.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1055 | PA      | $119.91       | 0.00%             | 2035-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12139578.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1291 | PA      | $1299.63      | 0.00%             | 2026-03-24      | Fixed         | 15.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991713176.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-01-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8248806.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12408 | PA      | $6955.32      | 0.00%             | 2026-04-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8104579.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2671 | PA      | $31.87        | 0.00%             | 2026-02-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8708079.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5923 | PA      | $5781.92      | 0.00%             | 2026-08-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8925880.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3435 | PA      | $3392.00      | 0.00%             | 2026-10-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8971292.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2550 | PA      | $2413.46      | 0.00%             | 2026-10-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4656958.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3103 | PA      | $0.00         | 0.00%             | 2033-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7549987.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       715 | PA      | $227.52       | 0.00%             | 2035-08-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8485153.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1378 | PA      | $1246.00      | 0.00%             | 2026-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5630151.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       506 | PA      | $0.01         | 0.00%             | 2034-01-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2417548.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4489 | PA      | $4386.90      | 0.00%             | 2027-01-12      | Fixed         | 10.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7417924.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5269 | PA      | $78.83        | 0.00%             | 2035-07-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6781272.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     37439 | PA      | $55.39        | 0.00%             | 2034-12-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2009372.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4373 | PA      | $4317.58      | 0.00%             | 2026-11-09      | Fixed         | 16.77%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8763721.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3531 | PA      | $3159.16      | 0.00%             | 2026-08-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8876611.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10381 | PA      | $10108.31     | 0.00%             | 2026-09-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8424605.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6301 | PA      | $4544.92      | 0.00%             | 2026-05-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2202653.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3924 | PA      | $3872.94      | 0.00%             | 2026-12-08      | Fixed         | 17.59%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 20 Year                                                                                     | CUSIP: 31417YZQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4891 | PA      | $4971.45      | 0.00%             | 2031-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2416362.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1679 | PA      | $1649.12      | 0.00%             | 2027-01-12      | Fixed         | 23.42%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2200524.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1961 | PA      | $1925.21      | 0.00%             | 2026-12-08      | Fixed         | 31.14%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7955230.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1126 | PA      | $1035.09      | 0.00%             | 2026-01-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7869657.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1298 | PA      | $55.84        | 0.00%             | 2025-12-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8769719.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2312 | PA      | $1906.02      | 0.00%             | 2026-08-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991568266.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-12-17      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8633610.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       859 | PA      | $692.88       | 0.00%             | 2026-07-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2417114.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       775 | PA      | $218.78       | 0.00%             | 2027-01-12      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991695760.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2025-01-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8861860.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       478 | PA      | $449.65       | 0.00%             | 2026-09-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991662782.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-01-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7874634.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       972 | PA      | $41.55        | 0.00%             | 2025-12-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8866511.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6746 | PA      | $4596.01      | 0.00%             | 2026-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Pacific Gas and Electric Co.                                                    | Pacific Gas and Electric Co.                                                                      | CUSIP: 694308JT5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5544041.52   | 0.22%             | 2031-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8779733.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2770 | PA      | $2616.58      | 0.00%             | 2026-08-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8469043.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       181 | PA      | $178.43       | 0.00%             | 2026-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8883550.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     48566 | PA      | $47209.73     | 0.00%             | 2026-09-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991579317.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        87 | PA      | $90.28        | 0.00%             | 2027-02-16      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Grand Canyon University                                                         | Grand Canyon University                                                                           | CUSIP: 38528UAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4300000 | PA      | $4269666.81   | 0.17%             | 2028-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5085858.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       884 | PA      | $0.00         | 0.00%             | 2033-09-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1873866.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       410 | PA      | $295.18       | 0.00%             | 2027-03-18      | Fixed         | 28.25%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6122851.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5276 | PA      | $0.12         | 0.00%             | 2034-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Bingo Holdings I LLC                                                            | Bingo Holdings I LLC, First Lien, CME Term Loan                                                   | CUSIP: 09081AAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    500000 | PA      | $495832.50    | 0.02%             | 2032-06-11      | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7697755.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       215 | PA      | $106.60       | 0.00%             | 2035-10-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2205258.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       957 | PA      | $939.50       | 0.00%             | 2026-12-08      | Fixed         | 10.97%                | No            |                  3 | On Loan: No      |
| CFCRE Commercial Mortgage Trust                                                 | CFCRE Commercial Mortgage Trust, Series 2016-C7, Class A3                                         | CUSIP: 12532BAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2540000 | PA      | $2516098.35   | 0.10%             | 2054-12-10      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8772398.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7310 | PA      | $7161.03      | 0.00%             | 2026-08-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8758401.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1107 | PA      | $1087.39      | 0.00%             | 2026-08-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2007433.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2335 | PA      | $2290.71      | 0.00%             | 2026-11-24      | Fixed         | 21.02%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8960728.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2201 | PA      | $2086.36      | 0.00%             | 2026-10-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2633314.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       149 | PA      | $146.33       | 0.00%             | 2027-02-15      | Fixed         | 31.08%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5689248.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1934 | PA      | $0.00         | 0.00%             | 2034-01-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Banijay Entertainment SAS                                                       | Banijay Entertainment SAS                                                                         | CUSIP: 060335AB2<br>LEI: 969500CE0IE2EZ5VBG13 | Long             | DBT              | CORP              | FR        |    308809 | PA      | $320742.92    | 0.01%             | 2029-05-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8935543.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1079 | PA      | $1047.99      | 0.00%             | 2026-10-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7846633.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5174 | PA      | $137.34       | 0.00%             | 2025-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2199814.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2137 | PA      | $2095.51      | 0.00%             | 2026-12-07      | Fixed         | 25.68%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6737291.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1511 | PA      | $0.17         | 0.00%             | 2034-12-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31418D3Z3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8149354 | PA      | $7261818.42   | 0.28%             | 2051-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7360937.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1546 | PA      | $684.89       | 0.00%             | 2035-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1706788.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       531 | PA      | $522.01       | 0.00%             | 2026-09-14      | Fixed         | 25.12%                | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA I, Single-family, 30 Year                                                                    | CUSIP: 36213WJ56<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     39549 | PA      | $39968.78     | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31403MQ77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9732 | PA      | $9925.00      | 0.00%             | 2033-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2008400.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1319 | PA      | $849.14       | 0.00%             | 2026-11-09      | Fixed         | 31.31%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-15106325.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2155 | PA      | $2179.15      | 0.00%             | 2027-08-28      | Fixed         | 23.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4598182.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1281 | PA      | $0.02         | 0.00%             | 2033-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7813617.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9140 | PA      | $166.30       | 0.00%             | 2035-11-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8226398.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       760 | PA      | $491.44       | 0.00%             | 2026-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-16630984.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3975 | PA      | $4032.61      | 0.00%             | 2026-09-12      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2196810.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1604 | PA      | $1567.82      | 0.00%             | 2026-12-07      | Fixed         | 7.42%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4975322.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1106 | PA      | $0.03         | 0.00%             | 2033-08-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6855849.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3144 | PA      | $157.33       | 0.00%             | 2035-01-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| AT&T, Inc.                                                                      | AT&T, Inc.                                                                                        | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4248147.65   | 0.17%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2194879.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8124 | PA      | $5412.00      | 0.00%             | 2027-05-22      | Fixed         | 17.51%                | No            |                  3 | On Loan: No      |
| HSBC Holdings plc                                                               | HSBC Holdings plc                                                                                 | CUSIP: 404280DG1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   5850000 | PA      | $5944367.23   | 0.23%             | 2028-08-11      | Fixed         | 5.21%                 | No            |                  2 | 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        |   1742889 | PA      | $1704877.24   | 0.07%             | 2038-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8205369.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1746 | PA      | $11.34        | 0.00%             | 2026-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2635638.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2461 | PA      | $2409.48      | 0.00%             | 2027-02-15      | Fixed         | 9.41%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2196637.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5291 | PA      | $5188.43      | 0.00%             | 2026-12-28      | Fixed         | 24.42%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31371MCF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30783 | PA      | $32065.35     | 0.00%             | 2035-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7387529.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       631 | PA      | $7.06         | 0.00%             | 2035-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8437080.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3267 | PA      | $3191.99      | 0.00%             | 2026-05-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8560945.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1222 | PA      | $908.27       | 0.00%             | 2026-07-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5937124.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       181 | PA      | $0.01         | 0.00%             | 2034-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6309341.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1719 | PA      | $0.00         | 0.00%             | 2034-07-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5792518.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16456 | PA      | $0.00         | 0.00%             | 2034-02-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8741355.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2758 | PA      | $2726.32      | 0.00%             | 2026-08-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5124518.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11686 | PA      | $0.00         | 0.00%             | 2033-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5825354.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4905 | PA      | $0.11         | 0.00%             | 2034-02-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7694501.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       143 | PA      | $89.15        | 0.00%             | 2035-10-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8177398.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8027 | PA      | $6986.16      | 0.00%             | 2026-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4877067.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1174 | PA      | $0.00         | 0.00%             | 2033-06-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8803302.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7833 | PA      | $2949.92      | 0.00%             | 2026-09-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5837315.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4547 | PA      | $0.09         | 0.00%             | 2034-02-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Great Canadian Gaming Corp. / Raptor LLC                                        | Great Canadian Gaming Corp. / Raptor LLC                                                          | CUSIP: 389925AA6<br>LEI: 549300FU60SSFLTE0M84 | Long             | DBT              | CORP              | CA        |    800000 | PA      | $782885.76    | 0.03%             | 2029-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1690116.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5539 | PA      | $5779.34      | 0.00%             | 2026-12-31      | Fixed         | 23.11%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6674961.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5853 | PA      | $0.00         | 0.00%             | 2034-11-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2199260.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7142 | PA      | $7004.85      | 0.00%             | 2026-12-07      | Fixed         | 12.51%                | No            |                  3 | On Loan: No      |
| WorkCapital BSD SARL                                                            | WorkCapital BSD SARL, Term Loan                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |  20000000 | PA      | $0.00         | 0.00%             | 2038-01-01      | Fixed         | 6.50%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4610443.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10147 | PA      | $0.46         | 0.00%             | 2033-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 20 Year                                                                          | CUSIP: 3128P7NM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8635 | PA      | $8753.05      | 0.00%             | 2030-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 174087634.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1245 | PA      | $1259.45      | 0.00%             | 2026-01-22      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6746977.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15911 | PA      | $3.22         | 0.00%             | 2034-12-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8530766.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4243 | PA      | $3939.45      | 0.00%             | 2026-06-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Voya CLO Ltd.                                                                   | Voya CLO Ltd., Series 2013-2A, Class A2AR                                                         | CUSIP: 92916WAC3<br>LEI: 5493007ASGBOUR3XJY69 | Long             | ABS-CBDO         | CORP              | KY        |   2200000 | PA      | $2204637.95   | 0.09%             | 2031-04-25      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8347967.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3536 | PA      | $3034.18      | 0.00%             | 2026-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 30 Year                                                                               | CUSIP: 3132DWEK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  22071657 | PA      | $21529062.71  | 0.84%             | 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: 7245002S0K5Q59JCVQ03 | Long             | LON              | CORP              | NL        |    317837 | PA      | $319545.69    | 0.01%             | 2031-07-01      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7389966.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1331 | PA      | $9.67         | 0.00%             | 2035-07-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8964957.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8288 | PA      | $7986.98      | 0.00%             | 2026-10-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Wasserman Media Group LLC                                                       | Wasserman Media Group LLC, First Lien, Initial CME Term Loan                                      | CUSIP: 94105CAL4<br>LEI: 549300F1FIWM51N74V39 | Long             | LON              | CORP              | US        |    257143 | PA      | $258750.00    | 0.01%             | 2032-06-23      | Variable      | 6.99%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5751520.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2991 | PA      | $0.00         | 0.00%             | 2034-01-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7811957.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4258 | PA      | $115.63       | 0.00%             | 2035-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8422169.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7339 | PA      | $4975.39      | 0.00%             | 2026-05-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1638105.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1537 | PA      | $1541.35      | 0.00%             | 2026-09-28      | Fixed         | 13.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8374700.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4926 | PA      | $2647.31      | 0.00%             | 2026-05-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                             | U.S. Treasury 10 Year Ultra Notes                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       250 | NC      | $-144105.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8015166.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       890 | PA      | $542.10       | 0.00%             | 2026-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Eagle Funding Luxco SARL                                                        | Eagle Funding Luxco SARL                                                                          | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |   1100000 | PA      | $1118865.00   | 0.04%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4916400.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       955 | PA      | $0.08         | 0.00%             | 2033-07-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8137603.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4628 | PA      | $3793.64      | 0.00%             | 2026-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8644117.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1693 | PA      | $1580.40      | 0.00%             | 2026-07-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8903852.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22540 | PA      | $20177.43     | 0.00%             | 2026-09-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11740523.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6986 | PA      | $7069.67      | 0.00%             | 2026-12-21      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4626298.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10268 | PA      | $0.00         | 0.00%             | 2033-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5600496.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       371 | PA      | $0.14         | 0.00%             | 2033-12-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991718934.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        14 | PA      | $14.40        | 0.00%             | 2030-10-06      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| Republic of Uzbekistan International Bond                                       | Uzbekistan Government Bond                                                                        | CUSIP: 91824PAA5<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |   1400000 | PA      | $1521042.67   | 0.06%             | 2032-02-28      | Fixed         | 6.90%                 | No            |                  2 | 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        |    494443 | PA      | $489250.99    | 0.02%             | 2029-04-04      | Variable      | 6.93%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31405RRN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16211 | PA      | $16571.06     | 0.00%             | 2034-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4862938.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       691 | PA      | $0.09         | 0.00%             | 2033-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8523060.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1036 | PA      | $11.76        | 0.00%             | 2026-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| United Airlines Pass-Through Trust                                              | United Airlines Pass-Through Trust, Series 2020-1, Class B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    274950 | PA      | $275013.57    | 0.01%             | 2027-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2008185.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1334 | PA      | $1308.98      | 0.00%             | 2026-11-09      | Fixed         | 25.45%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7123668.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2218 | PA      | $9.83         | 0.00%             | 2035-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7262602.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       462 | PA      | $3.02         | 0.00%             | 2035-05-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2637999.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3682 | PA      | $3613.18      | 0.00%             | 2027-02-16      | Fixed         | 12.45%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8496689.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3037 | PA      | $1930.83      | 0.00%             | 2026-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2201142.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       385 | PA      | $377.87       | 0.00%             | 2026-12-12      | Fixed         | 31.05%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2008524.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5470 | PA      | $5372.11      | 0.00%             | 2026-11-09      | Fixed         | 14.03%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8071458.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       302 | PA      | $137.15       | 0.00%             | 2026-02-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7997671.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       714 | PA      | $533.93       | 0.00%             | 2026-01-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8918085.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5406 | PA      | $5261.04      | 0.00%             | 2026-10-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Paramount Global                                                                | Paramount Global                                                                                  | CUSIP: 92556HAD9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   7300000 | PA      | $6755797.99   | 0.26%             | 2032-05-19      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8886342.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5157 | PA      | $3322.37      | 0.00%             | 2026-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8988221.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6230 | PA      | $6109.84      | 0.00%             | 2026-10-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Connect Finco SARL / Connect US Finco LLC                                       | Connect Finco SARL / Connect US Finco LLC                                                         | CUSIP: 20752TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4770738.00   | 0.19%             | 2029-09-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8606281.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3508 | PA      | $2433.94      | 0.00%             | 2026-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8602845.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       645 | PA      | $639.20       | 0.00%             | 2026-07-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991758368.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        76 | PA      | $78.32        | 0.00%             | 2026-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4935511.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       450 | PA      | $0.00         | 0.00%             | 2033-07-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991545568.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       511 | PA      | $436.94       | 0.00%             | 2026-08-16      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4908064.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16814 | PA      | $0.78         | 0.00%             | 2033-07-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7603343.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       142 | PA      | $85.85        | 0.00%             | 2035-09-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8796963.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       897 | PA      | $868.52       | 0.00%             | 2026-09-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5586899.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2468 | PA      | $0.00         | 0.00%             | 2033-12-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Bausch + Lomb Corp.                                                             | Bausch + Lomb Corp., First Lien, Third Amendment CME Term Loan                                    | CUSIP: C0787FAJ1<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    596192 | PA      | $600663.90    | 0.02%             | 2031-01-15      | Variable      | 8.21%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2412874.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2577 | PA      | $2508.46      | 0.00%             | 2027-06-11      | Fixed         | 8.03%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4831110.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       962 | PA      | $0.00         | 0.00%             | 2033-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7872677.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15240 | PA      | $10027.83     | 0.00%             | 2025-12-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1873856.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1721 | PA      | $1695.81      | 0.00%             | 2026-10-18      | Fixed         | 20.15%                | No            |                  3 | On Loan: No      |
| SMBC Aviation Capital Finance DAC                                               | SMBC Aviation Capital Finance DAC                                                                 | CUSIP: 78448TAK8<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |   7300000 | PA      | $7668421.29   | 0.30%             | 2033-07-25      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Millrose Properties, Inc.                                                       | Millrose Properties, Inc.                                                                         | CUSIP: 601137AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1995000 | PA      | $2022711.77   | 0.08%             | 2030-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8503138.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1828 | PA      | $1231.55      | 0.00%             | 2026-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8519228.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3279 | PA      | $3213.51      | 0.00%             | 2026-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6891067.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5566 | PA      | $31.08        | 0.00%             | 2035-02-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7483714.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       442 | PA      | $7.58         | 0.00%             | 2035-08-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Directv Financing LLC                                                           | Directv Financing LLC                                                                             | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1440000 | PA      | $1433273.76   | 0.06%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8612915.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6966 | PA      | $6830.88      | 0.00%             | 2026-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2200543.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1812 | PA      | $298.92       | 0.00%             | 2026-12-08      | Fixed         | 14.23%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2633022.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4724 | PA      | $4613.27      | 0.00%             | 2027-02-15      | Fixed         | 9.86%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8886597.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4426 | PA      | $4345.74      | 0.00%             | 2026-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5889875.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        97 | PA      | $0.00         | 0.00%             | 2034-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Var Energi ASA                                                                  | Var Energi ASA                                                                                    | CUSIP: 92212WAE0<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |   9000000 | PA      | $10400757.12  | 0.41%             | 2032-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5735573.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5816 | PA      | $0.51         | 0.00%             | 2034-01-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7009269.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22063 | PA      | $22.59        | 0.00%             | 2035-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8144631.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       819 | PA      | $805.47       | 0.00%             | 2026-03-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| BX Commercial Mortgage Trust                                                    | BX Commercial Mortgage Trust, Series 2021-VOLT, Class A                                           | CUSIP: 05609VAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2402694 | PA      | $2401674.77   | 0.09%             | 2036-09-15      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Qnity Electronics, Inc.                                                         | Qnity Electronics, Inc.                                                                           | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |    550000 | PA      | $560385.65    | 0.02%             | 2032-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5252966.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2234 | PA      | $0.00         | 0.00%             | 2033-11-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1873504.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       135 | PA      | $132.53       | 0.00%             | 2026-10-18      | Fixed         | 22.55%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8995610.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6434 | PA      | $613.83       | 0.00%             | 2026-10-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1711804.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2185 | PA      | $2141.67      | 0.00%             | 2026-09-14      | Fixed         | 9.08%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4874157.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3873 | PA      | $0.17         | 0.00%             | 2033-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8798754.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12013 | PA      | $11823.52     | 0.00%             | 2026-09-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8398764.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21029 | PA      | $395.21       | 0.00%             | 2026-05-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8772121.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10249 | PA      | $6491.90      | 0.00%             | 2026-08-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991793218.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2029-06-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1873835.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2881 | PA      | $919.39       | 0.00%             | 2026-10-18      | Fixed         | 15.93%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8927942.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1094 | PA      | $769.72       | 0.00%             | 2026-10-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2639361.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       595 | PA      | $586.45       | 0.00%             | 2027-02-16      | Fixed         | 31.17%                | No            |                  3 | On Loan: No      |
| AIA Group Ltd.                                                                  | AIA Group Ltd.                                                                                    | CUSIP: 00131LAP0<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |   3100000 | PA      | $3200183.35   | 0.13%             | 2033-04-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8376661.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1560 | PA      | $31.11        | 0.00%             | 2026-05-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8895373.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3389 | PA      | $2572.67      | 0.00%             | 2026-09-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Consumer Loan Underlying Bond Club Certificate Issuer Trust I                   | Consumer Loan Underlying Bond Certificate Issuer Trust I, Series 2020-7, Class PT                 | CUSIP: 21056VAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1318 | PA      | $1084.02      | 0.00%             | 2045-04-17      | Variable      | 16.12%                | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8748954.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8271 | PA      | $7906.71      | 0.00%             | 2026-08-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8513998.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8593 | PA      | $8416.94      | 0.00%             | 2026-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8842236.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5512 | PA      | $5441.27      | 0.00%             | 2026-09-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7980032.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       675 | PA      | $517.37       | 0.00%             | 2026-01-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8873146.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9375 | PA      | $8952.53      | 0.00%             | 2026-09-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7782479.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1198 | PA      | $30.22        | 0.00%             | 2035-11-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6452723.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1840 | PA      | $0.03         | 0.00%             | 2034-08-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8367859.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2964 | PA      | $1235.17      | 0.00%             | 2026-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7300176.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       955 | PA      | $385.77       | 0.00%             | 2035-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8739068.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25989 | PA      | $25088.83     | 0.00%             | 2026-08-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5809201.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       718 | PA      | $0.00         | 0.00%             | 2034-02-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991876619.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2418799.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3399 | PA      | $3303.09      | 0.00%             | 2027-01-12      | Fixed         | 6.56%                 | No            |                  3 | On Loan: No      |
| FNMA or FHLMC                                                                   | Uniform Mortgage-Backed Securities                                                                | CUSIP: 01F0506B7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  39050000 | PA      | $38859489.11  | 1.52%             | 2055-11-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6147718.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3339 | PA      | $0.06         | 0.00%             | 2034-05-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-15103060.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7095 | PA      | $7336.62      | 0.00%             | 2027-07-15      | Fixed         | 19.99%                | 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        |    402855 | PA      | $338182.59    | 0.01%             | 2028-03-06      | Variable      | 8.39%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                            | BBCMS Mortgage Trust, Series 2025-5C33, Class XA                                                  | CUSIP: 072924AH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  53572868 | PA      | $1654555.18   | 0.06%             | 2058-03-15      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| Atlantica Sustainable Infrastructure Ltd.                                       | Atlantica Sustainable Infrastructure Ltd.                                                         | CUSIP: 04916WAA2<br>LEI: 549300ITBBGKJ651R879 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $1937806.80   | 0.08%             | 2028-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2412083.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1679 | PA      | $1647.45      | 0.00%             | 2027-01-11      | Fixed         | 23.34%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991710192.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-01-31      | Fixed         | 22.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8170828.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        76 | PA      | $73.06        | 0.00%             | 2026-03-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7848953.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16191 | PA      | $454.75       | 0.00%             | 2025-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8431917.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       797 | PA      | $784.48       | 0.00%             | 2026-05-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2204118.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8618 | PA      | $8444.03      | 0.00%             | 2027-05-08      | Fixed         | 23.56%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2201100.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2600 | PA      | $2529.73      | 0.00%             | 2026-12-08      | Fixed         | 5.82%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8370612.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4659 | PA      | $76.51        | 0.00%             | 2026-05-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8936094.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5615 | PA      | $5517.33      | 0.00%             | 2026-10-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2639587.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1473 | PA      | $1449.86      | 0.00%             | 2027-02-16      | Fixed         | 20.10%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, Series 2024-87, Class FB                                                                    | CUSIP: 3136BTE66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10417340 | PA      | $10448914.93  | 0.41%             | 2054-12-25      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5706022.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       194 | PA      | $0.00         | 0.00%             | 2034-01-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2644628.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       895 | PA      | $884.41       | 0.00%             | 2027-07-24      | Fixed         | 30.88%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8767996.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7938 | PA      | $188.50       | 0.00%             | 2026-08-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7303540.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1343 | PA      | $12.37        | 0.00%             | 2035-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Newell Brands, Inc.                                                             | Newell Brands, Inc.                                                                               | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1028416.98   | 0.04%             | 2028-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co.                                                 | Virginia Electric and Power Co.                                                                   | CUSIP: 927804FE9<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    820000 | PA      | $911360.36    | 0.04%             | 2037-11-30      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2203293.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       582 | PA      | $572.19       | 0.00%             | 2026-12-08      | Fixed         | 22.93%                | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2025-5                                                                               | CUSIP: 38385CUZ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  27801115 | PA      | $5427984.24   | 0.21%             | 2051-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7684838.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1119 | PA      | $806.59       | 0.00%             | 2035-10-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2414026.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       587 | PA      | $576.93       | 0.00%             | 2027-06-12      | Fixed         | 30.61%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991547308.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-01-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8449424.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1507 | PA      | $1037.74      | 0.00%             | 2026-06-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5874329.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       422 | PA      | $0.00         | 0.00%             | 2034-03-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1611322.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7452 | PA      | $7455.09      | 0.00%             | 2026-08-19      | Fixed         | 12.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8836466.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1365 | PA      | $1323.02      | 0.00%             | 2026-09-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991645022.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        39 | PA      | $33.59        | 0.00%             | 2026-08-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8688026.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1533 | PA      | $1379.63      | 0.00%             | 2026-08-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Tiger Acquisition LLC                                                           | Tiger Acquisition LLC, First Lien, Refinancing Initial CME Term Loan                              | CUSIP: 88675UAE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    103906 | PA      | $104360.84    | 0.00%             | 2032-08-23      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 20 Year                                                                          | CUSIP: 3128P7JU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1291 | PA      | $1297.51      | 0.00%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5288567.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       487 | PA      | $0.00         | 0.00%             | 2033-11-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2419361.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       421 | PA      | $409.02       | 0.00%             | 2027-01-12      | Fixed         | 6.41%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5921285.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2698 | PA      | $0.21         | 0.00%             | 2034-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8646799.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       305 | PA      | $268.96       | 0.00%             | 2026-07-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                 | Goldman Sachs Group, Inc. (The)                                                                   | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2934792.87   | 0.11%             | 2027-10-21      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8681510.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4000 | PA      | $3939.14      | 0.00%             | 2026-08-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8916577.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6805 | PA      | $6501.87      | 0.00%             | 2026-10-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8744443.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       906 | PA      | $895.00       | 0.00%             | 2026-08-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8787020.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8400 | PA      | $8178.91      | 0.00%             | 2026-08-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2199844.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5959 | PA      | $425.20       | 0.00%             | 2027-05-07      | Fixed         | 16.94%                | No            |                  3 | On Loan: No      |
| Speed Midco 3 SARL                                                              | Speed Midco 3 SARL, First Lien, USD CME Term Loan, B                                              | CUSIP: L9002RAB2<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |    182749 | PA      | $182634.32    | 0.01%             | 2032-10-01      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5142049.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       537 | PA      | $0.00         | 0.00%             | 2033-10-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5128413.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1332 | PA      | $0.00         | 0.00%             | 2033-10-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-15116487.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8081 | PA      | $8507.35      | 0.00%             | 2027-07-28      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5673210.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2838 | PA      | $0.04         | 0.00%             | 2034-01-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6552948.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1758 | PA      | $0.04         | 0.00%             | 2034-10-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2412701.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       554 | PA      | $543.33       | 0.00%             | 2027-06-15      | Fixed         | 25.09%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5839815.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       615 | PA      | $0.00         | 0.00%             | 2034-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5081612.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1324 | PA      | $0.08         | 0.00%             | 2033-09-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-17497296.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6490 | PA      | $6721.42      | 0.00%             | 2027-09-23      | Fixed         | 17.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5569070.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29610 | PA      | $0.11         | 0.00%             | 2033-12-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6159444.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       605 | PA      | $0.05         | 0.00%             | 2034-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5541094.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5085 | PA      | $0.00         | 0.00%             | 2033-12-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4808500.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7711 | PA      | $0.00         | 0.00%             | 2033-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8031599.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1251 | PA      | $1016.15      | 0.00%             | 2026-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8205642.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1822 | PA      | $1633.72      | 0.00%             | 2026-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5505930.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1048 | PA      | $0.06         | 0.00%             | 2033-12-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2411780.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       601 | PA      | $512.39       | 0.00%             | 2027-01-11      | Fixed         | 25.37%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5168750.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2545 | PA      | $0.00         | 0.00%             | 2033-10-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5823283.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        18 | PA      | $0.12         | 0.00%             | 2034-02-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2638305.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3794 | PA      | $3751.23      | 0.00%             | 2027-02-16      | Fixed         | 16.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2415988.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2255 | PA      | $2219.58      | 0.00%             | 2027-01-12      | Fixed         | 7.29%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8789727.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2262 | PA      | $2208.18      | 0.00%             | 2026-09-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8373458.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3082 | PA      | $1732.26      | 0.00%             | 2026-05-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8552305.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5002 | PA      | $4828.10      | 0.00%             | 2026-07-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8688158.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        77 | PA      | $76.19        | 0.00%             | 2026-08-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2204624.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11933 | PA      | $6377.97      | 0.00%             | 2027-05-08      | Fixed         | 23.54%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6000328.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2618 | PA      | $0.08         | 0.00%             | 2034-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2635247.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2699 | PA      | $2646.21      | 0.00%             | 2027-02-15      | Fixed         | 10.37%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8886466.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       944 | PA      | $931.03       | 0.00%             | 2026-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| KKR CLO 43 Ltd.                                                                 | KKR CLO 43 Ltd., Series 2022-43A, Class A1R                                                       | CUSIP: 48255UAJ3<br>LEI: 25490088LQLWORRKOM10 | Long             | ABS-CBDO         | CORP              | JE        |   3800000 | PA      | $3812696.08   | 0.15%             | 2036-01-15      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8817802.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1249 | PA      | $1222.50      | 0.00%             | 2026-09-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2407187.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1458 | PA      | $1424.75      | 0.00%             | 2027-01-11      | Fixed         | 8.85%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8860863.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4233 | PA      | $4041.65      | 0.00%             | 2026-09-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1650023.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3110 | PA      | $3111.68      | 0.00%             | 2026-11-04      | Fixed         | 14.79%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2005908.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1353 | PA      | $1329.12      | 0.00%             | 2026-11-09      | Fixed         | 18.71%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991624075.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8822169.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3916 | PA      | $3320.17      | 0.00%             | 2026-09-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2079956.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2137 | PA      | $2113.76      | 0.00%             | 2026-12-01      | Fixed         | 14.89%                | No            |                  3 | On Loan: No      |
| Republic of Cote d'Ivoire                                                       | Ivory Coast Government Bond                                                                       | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |   2050000 | PA      | $1999036.34   | 0.08%             | 2033-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8822671.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2831 | PA      | $2473.90      | 0.00%             | 2026-09-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5618863.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1492 | PA      | $0.00         | 0.00%             | 2034-01-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2203685.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1175 | PA      | $1151.98      | 0.00%             | 2026-12-08      | Fixed         | 21.52%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7935729.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1923 | PA      | $32.22        | 0.00%             | 2025-12-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4622639.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3183 | PA      | $0.11         | 0.00%             | 2033-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7745617.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4268 | PA      | $2559.15      | 0.00%             | 2035-11-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6846797.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       623 | PA      | $1.03         | 0.00%             | 2035-01-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8970732.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       443 | PA      | $435.51       | 0.00%             | 2026-10-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-17011228.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23272 | PA      | $23706.08     | 0.00%             | 2027-09-15      | Fixed         | 14.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7176646.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1231 | PA      | $2.32         | 0.00%             | 2035-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Republic of Chile                                                               | Chile Government Bond                                                                             | CUSIP: 168863EE4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   1060000 | PA      | $1124872.00   | 0.04%             | 2037-01-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Broadstreet Partners Group LLC                                                  | Broadstreet Partners Group LLC, First Lien, 2024 CME Term Loan, B                                 | CUSIP: 11132VAY5<br>LEI: 549300BS9N54G8DD0R75 | Long             | LON              | CORP              | US        |    741536 | PA      | $744102.03    | 0.03%             | 2031-06-16      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7264204.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20052 | PA      | $223.17       | 0.00%             | 2035-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Adient Global Holdings Ltd.                                                     | Adient Global Holdings Ltd.                                                                       | CUSIP: 00687YAD7<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |    650000 | PA      | $672558.90    | 0.03%             | 2033-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2009243.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2878 | PA      | $2841.26      | 0.00%             | 2026-11-09      | Fixed         | 15.94%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7626558.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       970 | PA      | $19.30        | 0.00%             | 2035-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8995686.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       375 | PA      | $368.99       | 0.00%             | 2026-10-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8496182.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       185 | PA      | $167.06       | 0.00%             | 2026-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Federative Republic of Brazil                                                   | Brazil Government Bond                                                                            | CUSIP: 105756CF5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    720000 | PA      | $738000.00    | 0.03%             | 2033-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5276774.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3264 | PA      | $0.06         | 0.00%             | 2033-11-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2641429.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4634 | PA      | $4585.07      | 0.00%             | 2027-02-16      | Fixed         | 17.81%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8228286.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2579 | PA      | $1779.27      | 0.00%             | 2026-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991824433.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2028-01-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| HOMES Trust                                                                     | HOMES Trust, Series 2024-NQM1, Class A1                                                           | CUSIP: 40390TAA8<br>LEI: 2549001JI3VOZZFMYK81 | Long             | ABS-MBS          | CORP              | US        |    656450 | PA      | $662518.35    | 0.03%             | 2069-07-25      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8332944.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       295 | PA      | $294.60       | 0.00%             | 2026-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7573684.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       481 | PA      | $5.46         | 0.00%             | 2035-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Stonex Escrow Issuer LLC                                                        | Stonex Escrow Issuer LLC                                                                          | CUSIP: 86189AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    565000 | PA      | $585065.41    | 0.02%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7530426.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       224 | PA      | $124.32       | 0.00%             | 2035-08-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2193881.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1353 | PA      | $1334.89      | 0.00%             | 2026-12-08      | Fixed         | 15.75%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991695320.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        27 | PA      | $28.24        | 0.00%             | 2026-03-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2413887.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1777 | PA      | $1741.92      | 0.00%             | 2027-01-12      | Fixed         | 9.49%                 | No            |                  3 | On Loan: No      |
| Kaseya, Inc.                                                                    | Kaseya, Inc., First Lien, Initial CME Term Loan                                                   | CUSIP: 48578AAB4<br>LEI: 254900MISXMLRZ63NH46 | Long             | LON              | CORP              | US        |    746250 | PA      | $747104.46    | 0.03%             | 2032-03-22      | Variable      | 7.21%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1873268.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       602 | PA      | $593.80       | 0.00%             | 2026-10-18      | Fixed         | 30.52%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-17082038.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13665 | PA      | $13898.12     | 0.00%             | 2027-09-26      | Fixed         | 12.49%                | No            |                  3 | On Loan: No      |
| Bank of America Corp.                                                           | Bank of America Corp.                                                                             | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $7989304.08   | 0.31%             | 2033-04-27      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8635995.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       661 | PA      | $653.56       | 0.00%             | 2026-07-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1676819.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9678 | PA      | $9669.49      | 0.00%             | 2026-12-22      | Fixed         | 14.68%                | No            |                  3 | On Loan: No      |
| Arcosa, Inc.                                                                    | Arcosa, Inc.                                                                                      | CUSIP: 039653AC4<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |    400000 | PA      | $420390.40    | 0.02%             | 2032-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7779968.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       604 | PA      | $18.18        | 0.00%             | 2035-11-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2201626.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3150 | PA      | $3077.75      | 0.00%             | 2027-10-08      | Fixed         | 25.65%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4604886.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2273 | PA      | $0.00         | 0.00%             | 2033-04-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7314543.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3475 | PA      | $30.22        | 0.00%             | 2035-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8430002.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       284 | PA      | $282.39       | 0.00%             | 2026-05-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8540718.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4055 | PA      | $1732.66      | 0.00%             | 2026-06-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4692982.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       430 | PA      | $0.00         | 0.00%             | 2033-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| JPMorgan Chase & Co.                                                            | JPMorgan Chase & Co.                                                                              | CUSIP: 46647PEC6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2596328.55   | 0.10%             | 2035-01-23      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7275604.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       756 | PA      | $90.70        | 0.00%             | 2035-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Republic of Colombia                                                            | Colombia Government Bond                                                                          | CUSIP: 195325EL5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   1000000 | PA      | $1092500.00   | 0.04%             | 2035-11-14      | Fixed         | 8.00%                 | 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        |    133520 | PA      | $133896.04    | 0.01%             | 2031-12-11      | Variable      | 6.73%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5824742.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3323 | PA      | $0.10         | 0.00%             | 2034-02-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7565580.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       634 | PA      | $353.27       | 0.00%             | 2035-09-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991587677.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       489 | PA      | $518.01       | 0.00%             | 2030-01-17      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Arch Capital Group Ltd.                                                         | Arch Capital Group Ltd.                                                                           | CUSIP: 03939AAA5<br>LEI: 549300AYR4P8AFKDCE43 | Long             | DBT              | CORP              | BM        |   6400000 | PA      | $4818734.34   | 0.19%             | 2050-06-30      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                                             | Iron Mountain, Inc.                                                                               | CUSIP: 46284VAP6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |   5200000 | PA      | $5359775.20   | 0.21%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CIFC Funding 2020-I Ltd.                                                        | CIFC Funding Ltd., Series 2020-1A, Class A1R                                                      | CUSIP: 12555QAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6090000 | PA      | $6097579.48   | 0.24%             | 2036-07-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5238828.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19166 | PA      | $0.00         | 0.00%             | 2033-10-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                                  | Hewlett Packard Enterprise Co.                                                                    | CUSIP: 42824CBU2<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4548066.21   | 0.18%             | 2031-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991742865.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       331 | PA      | $344.78       | 0.00%             | 2027-09-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2006658.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2021 | PA      | $1988.09      | 0.00%             | 2026-11-09      | Fixed         | 26.38%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2199793.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2859 | PA      | $2803.17      | 0.00%             | 2026-12-07      | Fixed         | 25.90%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5995853.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7553 | PA      | $0.00         | 0.00%             | 2034-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Foundry JV Holdco LLC                                                           | Foundry JV Holdco LLC                                                                             | CUSIP: 350930AG8<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   1565000 | PA      | $1648754.59   | 0.06%             | 2033-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2408318.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1665 | PA      | $1626.73      | 0.00%             | 2027-06-11      | Fixed         | 10.27%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991613792.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley                                                                                    | CUSIP: 61747YFL4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1977087.71   | 0.08%             | 2035-01-18      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2411491.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       561 | PA      | $552.31       | 0.00%             | 2027-01-11      | Fixed         | 25.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8704195.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       937 | PA      | $846.70       | 0.00%             | 2026-08-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Motorola Solutions, Inc.                                                        | Motorola Solutions, Inc.                                                                          | CUSIP: 620076BZ1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |   7300000 | PA      | $7563900.33   | 0.30%             | 2034-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8956000.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8297 | PA      | $8140.98      | 0.00%             | 2026-10-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| American Express Co.                                                            | American Express Co.                                                                              | CUSIP: 025816DZ9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10414941.30  | 0.41%             | 2036-01-30      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2199632.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1913 | PA      | $1878.04      | 0.00%             | 2026-12-07      | Fixed         | 32.42%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2644184.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3942 | PA      | $1096.23      | 0.00%             | 2027-02-16      | Fixed         | 24.14%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8906989.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3905 | PA      | $3767.72      | 0.00%             | 2026-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8606036.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2122 | PA      | $1990.84      | 0.00%             | 2026-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12214905.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3623 | PA      | $3670.43      | 0.00%             | 2027-03-05      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991771961.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        87 | PA      | $25.20        | 0.00%             | 2026-08-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8814570.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7383 | PA      | $5398.29      | 0.00%             | 2026-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7253237.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       270 | PA      | $1.66         | 0.00%             | 2035-05-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7703086.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1487 | PA      | $44.71        | 0.00%             | 2035-10-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8533616.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1653 | PA      | $1276.86      | 0.00%             | 2026-06-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2200918.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1177 | PA      | $1150.47      | 0.00%             | 2026-12-08      | Fixed         | 8.74%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2198176.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1527 | PA      | $276.84       | 0.00%             | 2026-12-07      | Fixed         | 29.22%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2412942.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1593 | PA      | $1566.03      | 0.00%             | 2027-01-11      | Fixed         | 30.18%                | No            |                  3 | On Loan: No      |
| Black Diamond CLO Ltd.                                                          | Black Diamond CLO Ltd., Series 2021-1A, Class A1AR                                                | CUSIP: 09204WAF1<br>LEI: 549300IEWA7GZ3ECTT90 | Long             | ABS-CBDO         | CORP              | KY        |   4132000 | PA      | $4136893.29   | 0.16%             | 2034-11-22      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8350374.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        94 | PA      | $82.42        | 0.00%             | 2026-05-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5675130.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       490 | PA      | $0.00         | 0.00%             | 2034-01-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8611635.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2174 | PA      | $1540.27      | 0.00%             | 2026-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8318235.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1663 | PA      | $694.67       | 0.00%             | 2026-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7581869.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1493 | PA      | $16.64        | 0.00%             | 2035-09-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7831708.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2942 | PA      | $64.75        | 0.00%             | 2035-11-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4692191.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9113 | PA      | $0.33         | 0.00%             | 2033-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1631647.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3337 | PA      | $3346.51      | 0.00%             | 2026-09-28      | Fixed         | 12.70%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8744612.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1465 | PA      | $1439.27      | 0.00%             | 2026-08-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Paraguay Government International Bond                                          | Paraguay Government Bond                                                                          | CUSIP: N/A<br>LEI: 529900UXKJTJPCU0HK83       | Long             | DBT              | NUSS              | PY        |   2960000 | PA      | $3008425.60   | 0.12%             | 2031-04-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5878846.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       356 | PA      | $0.00         | 0.00%             | 2034-03-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                              | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2025-5C1, Class XA                     | CUSIP: 61778GAK2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  39343014 | PA      | $1739220.90   | 0.07%             | 2058-03-15      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1711904.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5091 | PA      | $5002.06      | 0.00%             | 2026-09-14      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8904726.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6247 | PA      | $6078.50      | 0.00%             | 2026-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8596048.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15228 | PA      | $161.60       | 0.00%             | 2026-07-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Entain Holdings Gibraltar Ltd.                                                  | Entain Holdings Gibraltar Ltd., First Lien, CME Term Loan, B                                      | CUSIP: G3168QAC1<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |    247500 | PA      | $247907.14    | 0.01%             | 2029-10-31      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7596084.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7942 | PA      | $1766.43      | 0.00%             | 2035-09-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA I, Single-family, 30 Year                                                                    | CUSIP: 36200E3D1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11375 | PA      | $11826.91     | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8422610.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2145 | PA      | $2134.41      | 0.00%             | 2026-05-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8909029.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19519 | PA      | $18135.94     | 0.00%             | 2026-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8908825.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6044 | PA      | $4260.26      | 0.00%             | 2026-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5552344.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1674 | PA      | $0.00         | 0.00%             | 2033-12-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | Charter Communications Operating LLC / Charter Communications Operating Capital Corp.             | CUSIP: 161175CS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1255000 | PA      | $1252079.90   | 0.05%             | 2035-12-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 31297UL40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14318 | PA      | $14881.90     | 0.00%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 20 Year                                                                          | CUSIP: 3128P7L43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9312 | PA      | $9389.83      | 0.00%             | 2029-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4707248.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       641 | PA      | $0.02         | 0.00%             | 2033-05-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4979694.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7423 | PA      | $0.09         | 0.00%             | 2033-08-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991693195.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2025-03-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8304649.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2391 | PA      | $1855.64      | 0.00%             | 2026-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6986717.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       533 | PA      | $73.86        | 0.00%             | 2035-03-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7969237.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       703 | PA      | $642.44       | 0.00%             | 2026-01-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2080091.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1136 | PA      | $289.81       | 0.00%             | 2027-04-19      | Fixed         | 20.35%                | 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        |   2217513 | PA      | $2219948.63   | 0.09%             | 2056-02-25      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4873313.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1287 | PA      | $0.05         | 0.00%             | 2033-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | Charter Communications Operating LLC / Charter Communications Operating Capital Corp.             | CUSIP: 161175BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  15900000 | PA      | $14265058.81  | 0.56%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7416105.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2940 | PA      | $42.51        | 0.00%             | 2035-07-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 9005028.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10682 | PA      | $10476.87     | 0.00%             | 2026-10-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8762080.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2860 | PA      | $2737.72      | 0.00%             | 2026-08-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Oracle Corp.                                                                    | Oracle Corp.                                                                                      | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    915000 | PA      | $905842.37    | 0.04%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                              | T-Mobile USA, Inc.                                                                                | CUSIP: 87264ABN4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   4800000 | PA      | $3250010.16   | 0.13%             | 2051-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991738330.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         9 | PA      | $1.44         | 0.00%             | 2025-12-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| FMC Corp.                                                                       | FMC Corp.                                                                                         | CUSIP: 302491AZ8<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    875000 | PA      | $850015.86    | 0.03%             | 2055-11-01      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8035724.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       851 | PA      | $685.31       | 0.00%             | 2026-01-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8203270.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2732 | PA      | $1870.54      | 0.00%             | 2026-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8762148.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10574 | PA      | $10352.22     | 0.00%             | 2026-08-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2195672.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3965 | PA      | $3911.80      | 0.00%             | 2026-12-08      | Fixed         | 16.20%                | No            |                  3 | On Loan: No      |
| N/A                                                                             | U.S. Treasury 2 Year Notes                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -1 | NC      | $248.63       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8890886.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1594 | PA      | $1563.70      | 0.00%             | 2026-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5245023.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1235 | PA      | $0.00         | 0.00%             | 2033-11-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8680934.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2115 | PA      | $1985.78      | 0.00%             | 2026-08-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2005949.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3838 | PA      | $3760.68      | 0.00%             | 2027-09-24      | Fixed         | 25.57%                | 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        |    640638 | PA      | $643892.05    | 0.03%             | 2032-01-28      | Variable      | 7.71%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1873825.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14400 | PA      | $14168.03     | 0.00%             | 2026-10-18      | Fixed         | 20.43%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991649795.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2025-01-31      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| F&G Annuities & Life, Inc.                                                      | F&G Annuities & Life, Inc.                                                                        | CUSIP: 30190AAF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2298390.60   | 0.09%             | 2029-06-04      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6159521.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       296 | PA      | $0.07         | 0.00%             | 2034-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8648008.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1677 | PA      | $1643.41      | 0.00%             | 2026-07-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1592846.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1644 | PA      | $1665.74      | 0.00%             | 2026-07-23      | Fixed         | 15.90%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5331997.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1138 | PA      | $0.04         | 0.00%             | 2033-11-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8009685.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1126 | PA      | $573.34       | 0.00%             | 2026-01-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 3128KAHF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7843 | PA      | $8230.38      | 0.00%             | 2036-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8943023.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5843 | PA      | $5613.08      | 0.00%             | 2026-10-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-17279512.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4078 | PA      | $4201.35      | 0.00%             | 2026-09-22      | Fixed         | 16.74%                | No            |                  3 | On Loan: No      |
| Athene Global Funding                                                           | Athene Global Funding                                                                             | CUSIP: 04685A4S7<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1214670.17   | 0.05%             | 2035-08-22      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2200752.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       352 | PA      | $344.77       | 0.00%             | 2026-12-08      | Fixed         | 24.63%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6160262.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4566 | PA      | $0.04         | 0.00%             | 2034-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 21H0506B3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  18439000 | PA      | $18385113.50  | 0.72%             | 2055-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8177307.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       865 | PA      | $772.29       | 0.00%             | 2026-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5234006.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25481 | PA      | $1.30         | 0.00%             | 2033-10-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Republic of Chile                                                               | Chile Government Bond                                                                             | CUSIP: 168863EB0<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   1070000 | PA      | $1095573.00   | 0.04%             | 2029-01-22      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8517466.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       726 | PA      | $545.71       | 0.00%             | 2026-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7196096.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8216 | PA      | $17.05        | 0.00%             | 2035-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6868391.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       543 | PA      | $47.20        | 0.00%             | 2035-01-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1873356.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       445 | PA      | $437.60       | 0.00%             | 2026-10-18      | Fixed         | 19.63%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2200263.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6860 | PA      | $6736.28      | 0.00%             | 2026-12-08      | Fixed         | 28.29%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8380787.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       937 | PA      | $893.66       | 0.00%             | 2026-05-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2420474.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5039 | PA      | $2895.45      | 0.00%             | 2027-01-12      | Fixed         | 16.75%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991678457.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       132 | PA      | $136.66       | 0.00%             | 2028-10-30      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-5263.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5284007.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1049 | PA      | $0.16         | 0.00%             | 2033-11-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8158885.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1277 | PA      | $727.08       | 0.00%             | 2026-03-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6454314.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6133 | PA      | $0.00         | 0.00%             | 2034-09-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7617942.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2823 | PA      | $53.38        | 0.00%             | 2035-09-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                              | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2013-C9, Class B                       | CUSIP: 61762DAZ4<br>LEI: 549300PFVBG5704L7K74 | Long             | ABS-MBS          | CORP              | US        |   3101713 | PA      | $3009086.23   | 0.12%             | 2046-05-15      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2204897.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13723 | PA      | $13557.47     | 0.00%             | 2027-05-23      | Fixed         | 23.87%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8546235.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4454 | PA      | $3383.31      | 0.00%             | 2026-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7338883.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       949 | PA      | $321.31       | 0.00%             | 2035-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| United Airlines, Inc.                                                           | United Airlines, Inc., First Lien, CME Term Loan, B                                               | CUSIP: 90932RAP9<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | LON              | CORP              | US        |    262825 | PA      | $263881.36    | 0.01%             | 2031-02-24      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                                               | Corp. Nacional del Cobre de Chile                                                                 | CUSIP: N/A<br>LEI: 549300UVMBCBCIPSUI70       | Long             | DBT              | NUSS              | CL        |   1570000 | PA      | $1508231.96   | 0.06%             | 2031-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8927369.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4819 | PA      | $4706.30      | 0.00%             | 2026-10-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8124889.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       866 | PA      | $850.52       | 0.00%             | 2026-02-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6731255.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1286 | PA      | $0.00         | 0.00%             | 2034-12-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7866671.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2304 | PA      | $1445.59      | 0.00%             | 2025-12-06      | None          | 0.00%                 | 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        |   1191000 | PA      | $1197530.01   | 0.05%             | 2049-08-25      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6812850.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1848 | PA      | $3.03         | 0.00%             | 2035-01-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8996846.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9117 | PA      | $8704.00      | 0.00%             | 2026-10-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8279483.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1211 | PA      | $1193.92      | 0.00%             | 2026-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8900001.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8393 | PA      | $7324.75      | 0.00%             | 2026-09-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8539800.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1620 | PA      | $1595.34      | 0.00%             | 2026-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 21H0526B9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  27833000 | PA      | $28066878.19  | 1.10%             | 2055-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8803063.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1366 | PA      | $1310.90      | 0.00%             | 2026-09-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8697792.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5744 | PA      | $3205.62      | 0.00%             | 2026-08-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31407YDC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11448 | PA      | $11889.81     | 0.00%             | 2035-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 3128KAJY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15965 | PA      | $16923.69     | 0.00%             | 2036-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2410324.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6313 | PA      | $6192.53      | 0.00%             | 2027-01-11      | Fixed         | 14.46%                | No            |                  3 | On Loan: No      |
| NRG Energy, Inc.                                                                | NRG Energy, Inc.                                                                                  | CUSIP: 629377DD1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   3325000 | PA      | $3384377.05   | 0.13%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5760954.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2824 | PA      | $0.11         | 0.00%             | 2034-02-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8983195.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1563 | PA      | $1246.78      | 0.00%             | 2026-10-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| BX Commercial Mortgage Trust                                                    | BX Commercial Mortgage Trust, Series 2021-VOLT, Class B                                           | CUSIP: 05609VAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3768741 | PA      | $3767322.86   | 0.15%             | 2036-09-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8998141.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4265 | PA      | $4195.38      | 0.00%             | 2026-10-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2418684.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1083 | PA      | $1063.86      | 0.00%             | 2027-01-12      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2073789.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1029 | PA      | $305.55       | 0.00%             | 2026-11-19      | Fixed         | 17.39%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8860499.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1554 | PA      | $1471.29      | 0.00%             | 2026-09-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4862341.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       522 | PA      | $0.04         | 0.00%             | 2033-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8965513.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2898 | PA      | $2857.40      | 0.00%             | 2026-10-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7176634.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1458 | PA      | $3.29         | 0.00%             | 2035-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6937130.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       381 | PA      | $0.12         | 0.00%             | 2035-02-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Arcosa, Inc.                                                                    | Arcosa, Inc.                                                                                      | CUSIP: 039653AA8<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |   3600000 | PA      | $3515646.24   | 0.14%             | 2029-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8638798.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10340 | PA      | $5957.98      | 0.00%             | 2026-07-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1618149.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2286 | PA      | $2288.75      | 0.00%             | 2026-08-19      | Fixed         | 13.70%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8423665.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18507 | PA      | $15309.03     | 0.00%             | 2026-05-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Antero Resources Corp.                                                          | Antero Resources Corp.                                                                            | CUSIP: 03674XAQ9<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |   4969000 | PA      | $5061761.29   | 0.20%             | 2029-02-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co., Inc.                                               | American Electric Power Co., Inc., Series D                                                       | CUSIP: 02557TAF6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    865000 | PA      | $876699.13    | 0.03%             | 2056-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11724908.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10993 | PA      | $11105.96     | 0.00%             | 2027-02-04      | Fixed         | 12.74%                | No            |                  3 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Bonds                                                                               | CUSIP: 912810RS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21000000 | PA      | $14935429.74  | 0.58%             | 2046-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8490622.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14971 | PA      | $13658.54     | 0.00%             | 2026-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Outfront Media Capital LLC / Outfront Media Capital Corp.                       | Outfront Media Capital LLC / Outfront Media Capital Corp.                                         | CUSIP: 69007TAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1933696.60   | 0.08%             | 2030-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1947969.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1013 | PA      | $516.03       | 0.00%             | 2027-04-09      | Fixed         | 8.25%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6895588.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10603 | PA      | $8.90         | 0.00%             | 2035-02-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2007802.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17403 | PA      | $16990.56     | 0.00%             | 2027-09-09      | Fixed         | 23.93%                | No            |                  3 | On Loan: No      |
| Energy Transfer LP                                                              | Energy Transfer LP                                                                                | CUSIP: 226373AR9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4050267.16   | 0.16%             | 2029-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Digicel Group Holdings Ltd.                                                     | Digicel Group Holdings Ltd.                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    677343 | PA      | $21433.77     | 0.00%             | 2033-11-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7531999.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       499 | PA      | $308.14       | 0.00%             | 2035-08-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2419353.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10202 | PA      | $10011.97     | 0.00%             | 2027-01-12      | Fixed         | 12.95%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6145383.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25311 | PA      | $0.57         | 0.00%             | 2034-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2024-79, Class IN                                                                    | CUSIP: 38384PEJ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  22837709 | PA      | $4948063.64   | 0.19%             | 2051-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7014068.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       509 | PA      | $93.57        | 0.00%             | 2035-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2023-40, Class CI                                                                    | CUSIP: 38383WRL2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  21953741 | PA      | $2245687.65   | 0.09%             | 2050-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8181148.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3454 | PA      | $37.54        | 0.00%             | 2026-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1872155.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       427 | PA      | $419.97       | 0.00%             | 2026-10-18      | Fixed         | 11.36%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8640500.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       610 | PA      | $578.85       | 0.00%             | 2026-07-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8861879.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5112 | PA      | $4979.91      | 0.00%             | 2026-09-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4587010.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1755 | PA      | $0.10         | 0.00%             | 2033-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8941027.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3141 | PA      | $3110.72      | 0.00%             | 2026-10-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2641249.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4585 | PA      | $4477.37      | 0.00%             | 2027-02-16      | Fixed         | 9.09%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2639696.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       420 | PA      | $413.75       | 0.00%             | 2027-02-16      | Fixed         | 30.14%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8287641.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4543 | PA      | $118.13       | 0.00%             | 2026-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5377413.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       944 | PA      | $0.00         | 0.00%             | 2033-11-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2410494.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6760 | PA      | $6674.93      | 0.00%             | 2027-01-16      | Fixed         | 17.56%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2645010.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4138 | PA      | $4072.95      | 0.00%             | 2027-02-17      | Fixed         | 20.52%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2417199.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12123 | PA      | $11853.32     | 0.00%             | 2027-01-12      | Fixed         | 7.43%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7915978.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     36680 | PA      | $841.82       | 0.00%             | 2025-12-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7244368.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       620 | PA      | $2.57         | 0.00%             | 2035-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1680241.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7516 | PA      | $7509.00      | 0.00%             | 2026-12-16      | Fixed         | 14.38%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8525381.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4278 | PA      | $3587.13      | 0.00%             | 2026-06-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8943220.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9151 | PA      | $7764.21      | 0.00%             | 2026-10-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7629134.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4696 | PA      | $86.58        | 0.00%             | 2035-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5817070.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30140 | PA      | $0.00         | 0.00%             | 2034-02-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 20 Year                                                                                     | CUSIP: 31416RKA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30253 | PA      | $30481.68     | 0.00%             | 2029-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2078029.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1701 | PA      | $1674.71      | 0.00%             | 2027-04-19      | Fixed         | 23.15%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6966412.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2449 | PA      | $3.79         | 0.00%             | 2035-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991844255.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2028-09-02      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2412785.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       575 | PA      | $561.44       | 0.00%             | 2027-01-11      | Fixed         | 7.81%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7461359.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10885 | PA      | $48.39        | 0.00%             | 2035-08-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Amplify Energy Corp.                                                            | Amplify Energy Corp.                                                                              | CUSIP: 03212B103<br>LEI: J0TW5YQRAZXYN7VEU787 | Long             | EC               | CORP              | US        |      5288 | NS      | $24007.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Weatherford International Ltd.                                                  | Weatherford International Ltd.                                                                    | CUSIP: 947075AW7<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |   1805000 | PA      | $1845848.99   | 0.07%             | 2033-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5210519.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11522 | PA      | $0.14         | 0.00%             | 2033-10-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7168044.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2062 | PA      | $3.82         | 0.00%             | 2035-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12460903.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12977 | PA      | $13139.05     | 0.00%             | 2027-03-15      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7898977.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2006 | PA      | $1273.99      | 0.00%             | 2025-12-15      | 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        |   2200000 | PA      | $2334580.60   | 0.09%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2008646.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       430 | PA      | $422.35       | 0.00%             | 2026-11-09      | Fixed         | 25.12%                | No            |                  3 | On Loan: No      |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                  | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                                    | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1969726.20   | 0.08%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MPH Acquisition Holdings LLC                                                    | MPH Acquisition Holdings LLC                                                                      | CUSIP: 553283AF9<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |    692032 | PA      | $747128.13    | 0.03%             | 2030-12-31      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8869520.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3909 | PA      | $3788.99      | 0.00%             | 2026-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8881760.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2428 | PA      | $2241.38      | 0.00%             | 2026-09-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2203888.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       916 | PA      | $898.88       | 0.00%             | 2026-12-08      | Fixed         | 15.35%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1709990.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       230 | PA      | $226.45       | 0.00%             | 2026-09-14      | Fixed         | 12.82%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-17027051.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6526 | PA      | $6665.79      | 0.00%             | 2027-09-16      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8776144.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1997 | PA      | $1975.95      | 0.00%             | 2026-08-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8606413.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5442 | PA      | $912.82       | 0.00%             | 2026-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7488673.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       805 | PA      | $11.10        | 0.00%             | 2035-08-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8387911.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3169 | PA      | $780.31       | 0.00%             | 2026-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8914971.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7322 | PA      | $7121.39      | 0.00%             | 2026-10-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7586914.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9130 | PA      | $102.17       | 0.00%             | 2035-09-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7892128.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       126 | PA      | $85.17        | 0.00%             | 2025-12-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8862132.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4940 | PA      | $4516.02      | 0.00%             | 2026-09-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12380981.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3413 | PA      | $3456.15      | 0.00%             | 2027-03-20      | Fixed         | 13.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6873383.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       334 | PA      | $0.27         | 0.00%             | 2035-01-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Weekley Homes LLC / Weekley Finance Corp.                                       | Weekley Homes LLC / Weekley Finance Corp.                                                         | CUSIP: 948565AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2932235.70   | 0.11%             | 2028-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7052092.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4535 | PA      | $14.74        | 0.00%             | 2035-03-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5914396.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1467 | PA      | $0.09         | 0.00%             | 2034-03-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7835424.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17516 | PA      | $221.41       | 0.00%             | 2035-11-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2631968.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2046 | PA      | $2013.82      | 0.00%             | 2027-02-15      | Fixed         | 30.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8074535.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22532 | PA      | $17742.29     | 0.00%             | 2026-02-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Neon Maple US Debt Mergersub, Inc.                                              | Neon Maple US Debt Mergersub, Inc., First Lien, CME Term Loan, B1                                 | CUSIP: N/A<br>LEI: 254900L3D6CI0XH2P605       | Long             | LON              | CORP              | US        |    502186 | PA      | $503273.28    | 0.02%             | 2031-11-17      | Variable      | 6.91%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7990281.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9974 | PA      | $145.86       | 0.00%             | 2026-01-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8689297.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6478 | PA      | $5633.23      | 0.00%             | 2026-08-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1648282.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3892 | PA      | $3933.17      | 0.00%             | 2026-10-26      | Fixed         | 14.00%                | No            |                  3 | On Loan: No      |
| Starwood Property Mortgage LLC                                                  | Starwood Property Mortgage LLC, First Lien, CME Term Loan, B5                                     | CUSIP: 85570DAM4<br>LEI: 5493008SB15CNJRIOK13 | Long             | LON              | CORP              | US        |    248128 | PA      | $248128.13    | 0.01%             | 2030-01-02      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6439616.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2924 | PA      | $0.03         | 0.00%             | 2034-08-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7468484.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27792 | PA      | $299.38       | 0.00%             | 2035-08-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8680461.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15644 | PA      | $12369.63     | 0.00%             | 2026-08-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8602639.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       370 | PA      | $361.64       | 0.00%             | 2026-07-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2414984.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        18 | PA      | $17.67        | 0.00%             | 2027-01-12      | Fixed         | 31.12%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8824543.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4641 | PA      | $4492.74      | 0.00%             | 2026-09-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8618506.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3106 | PA      | $3088.22      | 0.00%             | 2026-07-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Cigna Group (The)                                                               | Cigna Group (The)                                                                                 | CUSIP: 125523CV0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   7300000 | PA      | $7509959.32   | 0.29%             | 2034-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2077864.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6776 | PA      | $6680.26      | 0.00%             | 2026-11-19      | Fixed         | 20.33%                | 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        |    441677 | PA      | $442228.62    | 0.02%             | 2032-01-23      | Variable      | 7.21%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5834294.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       502 | PA      | $0.00         | 0.00%             | 2034-02-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| WWEX Uni Topco Holdings LLC                                                     | WWEX Uni Topco Holdings LLC, First Lien, Initial CME Term Loan                                    | CUSIP: 00435UAF5<br>LEI: 254900XFGYPZZSG8I385 | Long             | LON              | CORP              | US        |    371144 | PA      | $370934.26    | 0.01%             | 2028-07-26      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6285291.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21510 | PA      | $0.00         | 0.00%             | 2034-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Venture Global LNG, Inc.                                                        | Venture Global LNG, Inc.                                                                          | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   5500000 | PA      | $5651338.00   | 0.22%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8612102.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2937 | PA      | $2262.78      | 0.00%             | 2026-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8271679.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       134 | PA      | $133.75       | 0.00%             | 2026-04-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| CIM Trust                                                                       | CIM Trust, Series 2019-INV2, Class A3                                                             | CUSIP: 12554TAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1179763 | PA      | $1119598.85   | 0.04%             | 2049-05-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8768911.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6715 | PA      | $6554.76      | 0.00%             | 2026-08-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8913761.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1195 | PA      | $231.53       | 0.00%             | 2026-10-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991895165.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7599917.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       492 | PA      | $5.81         | 0.00%             | 2035-09-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Axon Enterprise, Inc.                                                           | Axon Enterprise, Inc.                                                                             | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |    750000 | PA      | $777078.59    | 0.03%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                | Boeing Co. (The)                                                                                  | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   8100000 | PA      | $8334092.11   | 0.33%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2637086.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1328 | PA      | $1306.14      | 0.00%             | 2027-02-15      | Fixed         | 26.68%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6209706.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2430 | PA      | $0.00         | 0.00%             | 2034-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11709701.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4623 | PA      | $4684.26      | 0.00%             | 2027-02-04      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Banco Santander SA                                                              | Banco Santander SA                                                                                | CUSIP: 05971KAG4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   3000000 | PA      | $2725553.40   | 0.11%             | 2030-12-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6553144.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       734 | PA      | $0.00         | 0.00%             | 2034-10-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 31283H4Z5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     30433 | PA      | $31293.70     | 0.00%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7500824.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27055 | PA      | $311.48       | 0.00%             | 2035-08-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 174045948.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1389 | PA      | $1397.25      | 0.00%             | 2026-01-22      | Fixed         | 17.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4677893.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2173 | PA      | $0.00         | 0.00%             | 2033-05-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5107353.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1383 | PA      | $0.00         | 0.00%             | 2033-09-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 9013227.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       716 | PA      | $700.01       | 0.00%             | 2026-10-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5573406.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       363 | PA      | $0.00         | 0.00%             | 2033-12-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8955351.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4582 | PA      | $4348.45      | 0.00%             | 2026-10-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8744746.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4573 | PA      | $3749.68      | 0.00%             | 2026-08-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8692180.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     34128 | PA      | $618.25       | 0.00%             | 2026-08-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7071000.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       645 | PA      | $1.35         | 0.00%             | 2035-04-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7539738.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11750 | PA      | $5684.16      | 0.00%             | 2035-08-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7764093.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1341 | PA      | $22.03        | 0.00%             | 2035-11-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8757818.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8288 | PA      | $7788.76      | 0.00%             | 2026-08-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8906652.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6029 | PA      | $2667.67      | 0.00%             | 2026-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2008461.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       722 | PA      | $709.28       | 0.00%             | 2027-04-09      | Fixed         | 31.23%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8012825.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       785 | PA      | $495.31       | 0.00%             | 2026-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8768184.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3015 | PA      | $2919.35      | 0.00%             | 2026-08-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8414477.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       141 | PA      | $133.67       | 0.00%             | 2026-05-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8608203.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       848 | PA      | $778.63       | 0.00%             | 2026-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8999502.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       345 | PA      | $336.24       | 0.00%             | 2026-10-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7287144.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1419 | PA      | $10.32        | 0.00%             | 2035-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8674563.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5863 | PA      | $4816.94      | 0.00%             | 2026-07-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5889080.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       771 | PA      | $0.04         | 0.00%             | 2034-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12210087.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18890 | PA      | $19494.40     | 0.00%             | 2027-03-11      | Fixed         | 18.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8590354.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2989 | PA      | $37.69        | 0.00%             | 2026-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6686940.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2880 | PA      | $0.13         | 0.00%             | 2034-11-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8972917.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1167 | PA      | $1140.31      | 0.00%             | 2026-10-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8915491.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1319 | PA      | $1298.39      | 0.00%             | 2026-10-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2409821.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1728 | PA      | $1696.03      | 0.00%             | 2027-01-11      | Fixed         | 14.42%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6938552.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6233 | PA      | $21.80        | 0.00%             | 2035-02-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8952685.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2867 | PA      | $2703.37      | 0.00%             | 2026-10-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7574028.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       997 | PA      | $523.81       | 0.00%             | 2035-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2419574.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7020 | PA      | $6901.10      | 0.00%             | 2027-01-12      | Fixed         | 26.43%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6822097.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1805 | PA      | $1.94         | 0.00%             | 2035-01-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1603759.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2453 | PA      | $2478.37      | 0.00%             | 2026-08-06      | Fixed         | 20.59%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2640938.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4027 | PA      | $3957.87      | 0.00%             | 2027-02-16      | Fixed         | 20.16%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5588832.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7140 | PA      | $0.38         | 0.00%             | 2033-12-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31407J2R2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3293 | PA      | $3413.01      | 0.00%             | 2035-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7203631.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1386 | PA      | $8.61         | 0.00%             | 2035-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31403RHW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1331 | PA      | $1376.86      | 0.00%             | 2033-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Dryden 75 CLO Ltd.                                                              | Dryden 75 CLO Ltd., Series 2019-75A, Class AR3                                                    | CUSIP: 26252JBC1<br>LEI: 254900JFO9XUH2EREJ70 | Long             | ABS-CBDO         | CORP              | KY        |  12600000 | PA      | $12602375.24  | 0.49%             | 2034-04-14      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8890340.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4579 | PA      | $646.48       | 0.00%             | 2026-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6681578.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10776 | PA      | $0.82         | 0.00%             | 2034-11-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31407YAR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26629 | PA      | $27657.06     | 0.00%             | 2035-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Bonds                                                                               | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 134700000 | PA      | $125639320.99 | 4.91%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7095396.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2154 | PA      | $142.32       | 0.00%             | 2035-04-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8757027.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3241 | PA      | $1272.55      | 0.00%             | 2026-08-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2410622.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1748 | PA      | $1715.01      | 0.00%             | 2027-01-11      | Fixed         | 23.11%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991894355.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-02-04      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2203266.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1721 | PA      | $1686.10      | 0.00%             | 2026-12-08      | Fixed         | 21.37%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7147597.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1926 | PA      | $4.53         | 0.00%             | 2035-04-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2004957.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       693 | PA      | $680.56       | 0.00%             | 2026-11-09      | Fixed         | 13.66%                | 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        |   1740222 | PA      | $1742861.70   | 0.07%             | 2045-01-25      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2417562.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       374 | PA      | $368.08       | 0.00%             | 2027-01-12      | Fixed         | 30.84%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2408568.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1782 | PA      | $1752.01      | 0.00%             | 2027-01-11      | Fixed         | 29.50%                | No            |                  3 | On Loan: No      |
| Benchmark Mortgage Trust                                                        | Benchmark Mortgage Trust, Series 2024-V12, Class XA                                               | CUSIP: 081915AC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  51023024 | PA      | $1576381.85   | 0.06%             | 2057-12-15      | Variable      | 0.85%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31413YRR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5970 | PA      | $6299.74      | 0.00%             | 2037-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                            | Colombia Government Bond                                                                          | CUSIP: 195325DS1<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   2200000 | PA      | $1935120.00   | 0.08%             | 2031-04-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8846996.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5680 | PA      | $5050.75      | 0.00%             | 2026-09-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8534044.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11141 | PA      | $242.19       | 0.00%             | 2026-06-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8162440.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6964 | PA      | $3137.76      | 0.00%             | 2026-03-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6282812.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15894 | PA      | $0.00         | 0.00%             | 2034-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7180807.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2907 | PA      | $25.65        | 0.00%             | 2035-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4867257.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       607 | PA      | $0.00         | 0.00%             | 2033-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5663983.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       461 | PA      | $0.00         | 0.00%             | 2034-01-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5472760.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3648 | PA      | $0.00         | 0.00%             | 2033-12-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8671964.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6976 | PA      | $1282.09      | 0.00%             | 2026-07-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8903819.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       907 | PA      | $726.92       | 0.00%             | 2026-09-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7881492.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       507 | PA      | $303.16       | 0.00%             | 2025-12-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991754815.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        30 | PA      | $31.61        | 0.00%             | 2026-02-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                             | GS Mortgage-Backed Securities Trust, Series 2025-HE1, Class A1                                    | CUSIP: 36272NAA2<br>LEI: 254900RIVK2GCJ08H839 | Long             | ABS-MBS          | CORP              | US        |   3528370 | PA      | $3540770.32   | 0.14%             | 2055-10-25      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8925465.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2608 | PA      | $2564.48      | 0.00%             | 2026-10-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4874845.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3811 | PA      | $0.00         | 0.00%             | 2033-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Vistra Operations Co. LLC                                                       | Vistra Operations Co. LLC                                                                         | CUSIP: 92840VAE2<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5943401.04   | 0.23%             | 2029-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8431678.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2247 | PA      | $2001.42      | 0.00%             | 2026-05-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5572327.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       243 | PA      | $0.00         | 0.00%             | 2033-12-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7353901.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4755 | PA      | $31.58        | 0.00%             | 2035-06-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7281210.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       901 | PA      | $4.40         | 0.00%             | 2035-06-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8816010.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2065 | PA      | $856.55       | 0.00%             | 2026-09-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7115405.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     35457 | PA      | $124.53       | 0.00%             | 2035-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2632779.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2060 | PA      | $1999.60      | 0.00%             | 2027-02-15      | Fixed         | 5.63%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8057849.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5372 | PA      | $4910.13      | 0.00%             | 2026-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6143084.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       140 | PA      | $0.00         | 0.00%             | 2034-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2631142.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1164 | PA      | $1143.53      | 0.00%             | 2027-02-15      | Fixed         | 21.84%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7164193.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5624 | PA      | $13.95        | 0.00%             | 2035-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8754516.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14018 | PA      | $13682.11     | 0.00%             | 2026-08-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1708901.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7193 | PA      | $7332.09      | 0.00%             | 2027-02-15      | Fixed         | 18.33%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7206450.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1582 | PA      | $9.07         | 0.00%             | 2035-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2407285.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1752 | PA      | $1025.86      | 0.00%             | 2027-01-11      | Fixed         | 17.96%                | No            |                  3 | On Loan: No      |
| BMO Mortgage Trust                                                              | BMO Mortgage Trust, Series 2025-5C9, Class XA                                                     | CUSIP: 096933AE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  73095495 | PA      | $2021002.72   | 0.08%             | 2058-04-15      | Variable      | 0.71%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8308031.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1419 | PA      | $1362.66      | 0.00%             | 2026-04-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7348505.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       564 | PA      | $6.29         | 0.00%             | 2035-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7971333.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       103 | PA      | $87.22        | 0.00%             | 2026-01-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6236255.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2023 | PA      | $0.20         | 0.00%             | 2034-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2080759.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4067 | PA      | $3999.40      | 0.00%             | 2026-11-19      | Fixed         | 14.39%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11022370.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2859 | PA      | $2894.03      | 0.00%             | 2026-12-20      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6966854.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3823 | PA      | $7.82         | 0.00%             | 2035-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Piedmont Natural Gas Co., Inc.                                                  | Piedmont Natural Gas Co., Inc.                                                                    | CUSIP: 720186AM7<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |   2800000 | PA      | $1975625.62   | 0.08%             | 2050-06-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4881933.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       502 | PA      | $0.00         | 0.00%             | 2033-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8530524.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       205 | PA      | $195.75       | 0.00%             | 2026-06-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8775913.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4848 | PA      | $4103.31      | 0.00%             | 2026-08-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8463484.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9869 | PA      | $1827.46      | 0.00%             | 2026-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1708466.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2359 | PA      | $2398.91      | 0.00%             | 2027-02-22      | Fixed         | 18.60%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8838758.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1040 | PA      | $980.86       | 0.00%             | 2026-09-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5781951.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4019 | PA      | $0.00         | 0.00%             | 2034-02-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8383353.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     37881 | PA      | $477.12       | 0.00%             | 2026-05-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5614938.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2188 | PA      | $0.00         | 0.00%             | 2034-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7441625.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27213 | PA      | $2216.71      | 0.00%             | 2035-07-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2007046.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       598 | PA      | $587.20       | 0.00%             | 2026-11-09      | Fixed         | 25.34%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 9016653.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2763 | PA      | $2657.95      | 0.00%             | 2026-10-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| BANK                                                                            | BANK, Series 2020-BN26, Class XA                                                                  | CUSIP: 06540JBM3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  26606472 | PA      | $1022992.22   | 0.04%             | 2063-03-15      | Variable      | 1.19%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8794574.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       277 | PA      | $177.07       | 0.00%             | 2026-09-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8653637.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21612 | PA      | $20262.01     | 0.00%             | 2026-07-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2200069.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1435 | PA      | $1408.23      | 0.00%             | 2026-12-07      | Fixed         | 28.54%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991681725.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-01-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7951446.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3188 | PA      | $115.21       | 0.00%             | 2026-01-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8070315.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       815 | PA      | $564.60       | 0.00%             | 2026-02-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8918224.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       591 | PA      | $539.01       | 0.00%             | 2026-10-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2078117.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1794 | PA      | $487.27       | 0.00%             | 2027-04-19      | Fixed         | 17.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4922562.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6112 | PA      | $0.08         | 0.00%             | 2033-07-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8665516.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       346 | PA      | $332.64       | 0.00%             | 2026-07-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8533570.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       266 | PA      | $263.02       | 0.00%             | 2026-06-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2409812.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1602 | PA      | $1571.61      | 0.00%             | 2027-06-11      | Fixed         | 24.81%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2632154.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9291 | PA      | $9136.34      | 0.00%             | 2027-02-15      | Fixed         | 25.31%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4877394.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4239 | PA      | $0.00         | 0.00%             | 2033-06-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Bonds                                                                               | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18500000 | PA      | $17321347.61  | 0.68%             | 2044-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4862998.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1298 | PA      | $0.04         | 0.00%             | 2033-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8553979.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       158 | PA      | $152.50       | 0.00%             | 2026-07-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4663096.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27120 | PA      | $0.00         | 0.00%             | 2033-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FIGRE Trust                                                                     | FIGRE Trust, Series 2025-FL1, Class A1                                                            | CUSIP: 31684QAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2215044 | PA      | $2219878.50   | 0.09%             | 2055-07-25      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8855947.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1680 | PA      | $1166.54      | 0.00%             | 2026-09-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2402977.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.34         | 0.00%             | 2027-06-11      | Fixed         | 20.95%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8865485.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1022 | PA      | $1008.56      | 0.00%             | 2026-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Warnermedia Holdings, Inc.                                                      | Warnermedia Holdings, Inc.                                                                        | CUSIP: 55903VBY8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2040717.00   | 0.08%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5825002.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     35998 | PA      | $0.10         | 0.00%             | 2034-02-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| K2016470260 South Africa Ltd.                                                   | K2016470260 South Africa Ltd.                                                                     | CUSIP: N/A<br>LEI: 3789003E1C22310B3356       | Long             | DBT              | CORP              | ZA        |   4807777 | PA      | $0.00         | 0.00%             | 2022-12-31      | Fixed         | 25.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8209660.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       156 | PA      | $115.13       | 0.00%             | 2026-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7669547.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1177 | PA      | $529.33       | 0.00%             | 2035-10-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4980976.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3062 | PA      | $0.05         | 0.00%             | 2033-08-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2414275.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11032 | PA      | $10789.76     | 0.00%             | 2027-01-12      | Fixed         | 9.91%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2005194.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2186 | PA      | $2147.96      | 0.00%             | 2026-11-09      | Fixed         | 29.14%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5564628.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2787 | PA      | $0.00         | 0.00%             | 2033-12-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8842210.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       968 | PA      | $912.04       | 0.00%             | 2026-09-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7942180.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2229 | PA      | $695.16       | 0.00%             | 2025-12-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8799929.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1051 | PA      | $1023.61      | 0.00%             | 2026-09-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7351981.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17215 | PA      | $167.46       | 0.00%             | 2035-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8016257.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3439 | PA      | $2645.77      | 0.00%             | 2026-01-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| HCA, Inc.                                                                       | HCA, Inc.                                                                                         | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |  11900000 | PA      | $11436516.54  | 0.45%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                               | Duke Energy Corp.                                                                                 | CUSIP: 26441CAT2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1234488.08   | 0.05%             | 2046-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8345584.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1907 | PA      | $1233.36      | 0.00%             | 2026-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5703743.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1220 | PA      | $0.00         | 0.00%             | 2034-01-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2205432.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7397 | PA      | $7300.45      | 0.00%             | 2026-12-08      | Fixed         | 15.94%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6523267.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5923 | PA      | $0.00         | 0.00%             | 2034-09-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC, Series 5147, Class NI                                                                      | CUSIP: 3137H2QY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  69299190 | PA      | $9911294.86   | 0.39%             | 2046-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7198081.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       265 | PA      | $98.54        | 0.00%             | 2035-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1874112.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1654 | PA      | $1631.98      | 0.00%             | 2026-10-18      | Fixed         | 31.18%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5812068.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2493 | PA      | $0.00         | 0.00%             | 2034-02-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6623607.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2737 | PA      | $0.00         | 0.00%             | 2034-10-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8535213.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2658 | PA      | $2531.75      | 0.00%             | 2026-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8339395.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       146 | PA      | $137.68       | 0.00%             | 2026-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| WFRBS Commercial Mortgage Trust                                                 | WFRBS Commercial Mortgage Trust, Series 2014-C21, Class B                                         | CUSIP: 92939FAX7<br>LEI: 5493000F7E2NMQ4HIO61 | Long             | ABS-MBS          | CORP              | US        |   2328532 | PA      | $2279638.42   | 0.09%             | 2047-08-15      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8519368.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1028 | PA      | $1016.38      | 0.00%             | 2026-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8745696.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8592 | PA      | $8125.90      | 0.00%             | 2026-08-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2413373.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16876 | PA      | $16561.98     | 0.00%             | 2027-06-11      | Fixed         | 23.72%                | No            |                  3 | On Loan: No      |
| ONEOK, Inc.                                                                     | ONEOK, Inc.                                                                                       | CUSIP: 682680CQ4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |  10900000 | PA      | $11230741.75  | 0.44%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4842631.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5776 | PA      | $0.21         | 0.00%             | 2033-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6692529.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6099 | PA      | $0.00         | 0.00%             | 2034-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2413593.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5038 | PA      | $4930.47      | 0.00%             | 2027-11-11      | Fixed         | 23.06%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5816945.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4384 | PA      | $0.00         | 0.00%             | 2034-02-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6227194.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1900 | PA      | $0.05         | 0.00%             | 2034-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7330422.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       625 | PA      | $6.39         | 0.00%             | 2035-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8927696.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       801 | PA      | $786.16       | 0.00%             | 2026-10-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-16677695.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13488 | PA      | $13721.44     | 0.00%             | 2027-11-14      | Fixed         | 12.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7032279.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1308 | PA      | $6.16         | 0.00%             | 2035-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8493423.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11604 | PA      | $11346.17     | 0.00%             | 2026-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8981826.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       658 | PA      | $641.69       | 0.00%             | 2026-10-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2411973.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       488 | PA      | $479.57       | 0.00%             | 2027-01-11      | Fixed         | 25.47%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 173933933.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1349 | PA      | $1350.10      | 0.00%             | 2026-01-20      | Fixed         | 13.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8432444.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21677 | PA      | $20642.50     | 0.00%             | 2026-05-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7443079.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       415 | PA      | $52.52        | 0.00%             | 2035-07-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7329210.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3315 | PA      | $33.84        | 0.00%             | 2035-06-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1611805.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8647 | PA      | $1158.95      | 0.00%             | 2026-08-20      | Fixed         | 16.18%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991705248.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-12-06      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2078364.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1707 | PA      | $1689.03      | 0.00%             | 2026-11-20      | Fixed         | 15.16%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2413519.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6550 | PA      | $6372.76      | 0.00%             | 2027-01-11      | Fixed         | 6.19%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31402QSK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25090 | PA      | $26063.20     | 0.00%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5595624.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       789 | PA      | $0.01         | 0.00%             | 2033-12-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Benin Government International Bond                                             | Benin Government Bond                                                                             | CUSIP: N/A<br>LEI: 635400Q11P6AE5A5Y230       | Long             | DBT              | NUSS              | BJ        |   1660000 | PA      | $1792213.53   | 0.07%             | 2035-01-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8492312.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        87 | PA      | $86.11        | 0.00%             | 2026-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7630481.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11930 | PA      | $154.04       | 0.00%             | 2035-09-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5280986.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1327 | PA      | $0.00         | 0.00%             | 2033-11-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Dawn Bidco LLC                                                                  | Dawn Bidco LLC, First Lien, CME Term Loan                                                         | CUSIP: 23923YAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    500000 | PA      | $498927.50    | 0.02%             | 2032-10-07      | Variable      | 6.76%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12159801.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12242 | PA      | $12675.24     | 0.00%             | 2027-08-15      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Duke Energy Corp.                                                               | Duke Energy Corp.                                                                                 | CUSIP: 26441CBH7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   6200000 | PA      | $5729711.83   | 0.22%             | 2030-06-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7764120.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       553 | PA      | $265.42       | 0.00%             | 2035-11-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2006519.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1012 | PA      | $72.96        | 0.00%             | 2026-11-09      | Fixed         | 25.11%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8038659.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       604 | PA      | $514.05       | 0.00%             | 2026-01-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| RealTruck Group, Inc.                                                           | RealTruck Group, Inc., First Lien, Initial CME Term Loan                                          | CUSIP: 89778PAG2<br>LEI: 54930007KT5CX7XNSD31 | Long             | LON              | CORP              | US        |    616808 | PA      | $543561.80    | 0.02%             | 2028-01-31      | Variable      | 8.03%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2630147.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13111 | PA      | $12858.50     | 0.00%             | 2027-02-15      | Fixed         | 12.15%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6846131.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1089 | PA      | $111.99       | 0.00%             | 2035-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8368496.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2386 | PA      | $2136.18      | 0.00%             | 2026-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Lummus Technology Holdings V LLC                                                | Lummus Technology Holdings V LLC, First Lien, Amendment No. 4 Refinancing CME Term Loan, B        | CUSIP: 45232UAH1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |         0 | PA      | $0.01         | 0.00%             | 2029-12-31      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                             | GS Mortgage-Backed Securities Trust, Series 2025-PJ8, Class A27                                   | CUSIP: 36272XBA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    973996 | PA      | $974457.50    | 0.04%             | 2056-02-25      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8813404.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       669 | PA      | $630.62       | 0.00%             | 2026-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5709549.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12160 | PA      | $0.00         | 0.00%             | 2034-01-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12006366.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       867 | PA      | $881.19       | 0.00%             | 2026-01-22      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2080301.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1455 | PA      | $1433.71      | 0.00%             | 2026-11-19      | Fixed         | 25.61%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8618340.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       245 | PA      | $158.80       | 0.00%             | 2026-07-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2634268.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       913 | PA      | $897.49       | 0.00%             | 2027-02-15      | Fixed         | 25.05%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4779678.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       924 | PA      | $0.00         | 0.00%             | 2033-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8277202.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4957 | PA      | $3120.71      | 0.00%             | 2026-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31417YWA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     98297 | PA      | $98891.45     | 0.00%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8021477.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       611 | PA      | $244.10       | 0.00%             | 2026-01-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8616917.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       608 | PA      | $589.47       | 0.00%             | 2026-07-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 9005859.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       490 | PA      | $485.56       | 0.00%             | 2026-10-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2005357.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1656 | PA      | $1625.83      | 0.00%             | 2026-11-09      | Fixed         | 25.20%                | No            |                  3 | On Loan: No      |
| Gray Media, Inc.                                                                | Gray Media, Inc.                                                                                  | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |   1775000 | PA      | $1739728.09   | 0.07%             | 2033-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1709115.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2251 | PA      | $2214.12      | 0.00%             | 2027-02-15      | Fixed         | 20.14%                | No            |                  3 | 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        |    398110 | PA      | $400014.81    | 0.02%             | 2030-11-29      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7552166.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       717 | PA      | $7.13         | 0.00%             | 2035-09-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8680281.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1482 | PA      | $1268.85      | 0.00%             | 2026-08-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8881564.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2514 | PA      | $2473.07      | 0.00%             | 2026-09-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6064464.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3001 | PA      | $0.08         | 0.00%             | 2034-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4896547.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4712 | PA      | $0.00         | 0.00%             | 2033-07-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1874151.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       342 | PA      | $336.88       | 0.00%             | 2026-10-18      | Fixed         | 25.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991909621.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2025-02-03      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8993270.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       673 | PA      | $659.75       | 0.00%             | 2026-10-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8680749.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       616 | PA      | $608.60       | 0.00%             | 2026-08-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 3128K8GM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6379 | PA      | $6553.52      | 0.00%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11381442.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7526 | PA      | $7803.41      | 0.00%             | 2026-11-26      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31407SDL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35486 | PA      | $36285.79     | 0.00%             | 2035-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2192706.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3418 | PA      | $3347.64      | 0.00%             | 2026-12-07      | Fixed         | 22.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2408436.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13243 | PA      | $13074.00     | 0.00%             | 2027-01-11      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5171656.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       875 | PA      | $0.00         | 0.00%             | 2033-10-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Comcast Corp.                                                                   | Comcast Corp.                                                                                     | CUSIP: 20030NEE7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   5200000 | PA      | $5225168.21   | 0.20%             | 2033-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2413727.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1253 | PA      | $1223.50      | 0.00%             | 2027-01-11      | Fixed         | 8.61%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5565992.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2616 | PA      | $0.23         | 0.00%             | 2033-12-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4624869.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1488 | PA      | $0.03         | 0.00%             | 2033-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8593881.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2178 | PA      | $2070.94      | 0.00%             | 2026-07-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4928876.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       514 | PA      | $0.00         | 0.00%             | 2033-07-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 9007813.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11404 | PA      | $11068.87     | 0.00%             | 2026-10-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| California Buyer Ltd. / Atlantica Sustainable Infrastructure plc                | California Buyer Ltd. / Atlantica Sustainable Infrastructure plc                                  | CUSIP: 13005HAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   1400000 | PA      | $1415398.60   | 0.06%             | 2032-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 3140X9JG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6701999 | PA      | $6519579.59   | 0.25%             | 2049-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5889436.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14724 | PA      | $0.00         | 0.00%             | 2034-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1687128.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        88 | PA      | $88.18        | 0.00%             | 2026-12-16      | Fixed         | 12.30%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12186510.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13013 | PA      | $13179.13     | 0.00%             | 2027-01-23      | Fixed         | 9.74%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7280873.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5514 | PA      | $48.71        | 0.00%             | 2035-06-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8869364.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1800 | PA      | $1246.14      | 0.00%             | 2026-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8799693.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2170 | PA      | $2131.28      | 0.00%             | 2026-09-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7844476.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3665 | PA      | $2680.49      | 0.00%             | 2025-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8598846.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6198 | PA      | $5805.18      | 0.00%             | 2026-07-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Quikrete Holdings, Inc.                                                         | Quikrete Holdings, Inc.                                                                           | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    500000 | PA      | $520724.00    | 0.02%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8027367.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       341 | PA      | $278.79       | 0.00%             | 2026-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8986982.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4283 | PA      | $3684.20      | 0.00%             | 2026-10-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8780560.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3496 | PA      | $3451.91      | 0.00%             | 2026-08-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| JBS USA Holding Lux SARL / JBS USA Food Co. / JBS Lux Co. SARL                  | JBS USA Holding Lux SARL / JBS USA Food Co. / JBS Lux Co. SARL                                    | CUSIP: 46590XAU0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   3500000 | PA      | $3272453.80   | 0.13%             | 2032-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2080949.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1039 | PA      | $1027.87      | 0.00%             | 2026-11-19      | Fixed         | 16.51%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8621156.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21783 | PA      | $20145.69     | 0.00%             | 2026-07-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5077583.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3691 | PA      | $0.05         | 0.00%             | 2033-09-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7065573.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13691 | PA      | $38.92        | 0.00%             | 2035-03-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991693967.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        98 | PA      | $101.50       | 0.00%             | 2026-09-05      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2201511.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       979 | PA      | $964.28       | 0.00%             | 2026-12-08      | Fixed         | 5.03%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7729059.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13362 | PA      | $319.93       | 0.00%             | 2035-10-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8640249.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2982 | PA      | $2030.97      | 0.00%             | 2026-07-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8882306.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1009 | PA      | $981.05       | 0.00%             | 2026-09-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8511814.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1572 | PA      | $1537.62      | 0.00%             | 2026-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Brazilian Real                                                                  | Brazilian Real                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | BR        |    112027 | OU      | $20823.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8930710.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4643 | PA      | $4565.61      | 0.00%             | 2026-10-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6946120.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10031 | PA      | $12.94        | 0.00%             | 2035-02-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2199126.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2406 | PA      | $2365.14      | 0.00%             | 2026-12-15      | Fixed         | 31.54%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8978435.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7221 | PA      | $7099.65      | 0.00%             | 2026-10-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8800909.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3137 | PA      | $2683.93      | 0.00%             | 2026-09-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8632662.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11630 | PA      | $11403.76     | 0.00%             | 2026-07-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8031468.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        92 | PA      | $77.11        | 0.00%             | 2026-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4978982.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8763 | PA      | $1.37         | 0.00%             | 2033-08-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8385298.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1247 | PA      | $1191.62      | 0.00%             | 2026-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2076494.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2379 | PA      | $2349.71      | 0.00%             | 2027-04-19      | Fixed         | 27.89%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5153956.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2956 | PA      | $0.00         | 0.00%             | 2033-10-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1874284.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2224 | PA      | $1635.51      | 0.00%             | 2026-10-18      | Fixed         | 13.39%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12106008.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5421 | PA      | $5498.57      | 0.00%             | 2027-03-08      | Fixed         | 13.49%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31403J7H3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3572 | PA      | $3610.67      | 0.00%             | 2033-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8471165.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18441 | PA      | $375.84       | 0.00%             | 2026-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8546597.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1172 | PA      | $1128.54      | 0.00%             | 2026-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31406AGW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25468 | PA      | $26132.17     | 0.00%             | 2034-12-01      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7769490.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1249 | PA      | $726.16       | 0.00%             | 2035-11-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1872558.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       435 | PA      | $428.85       | 0.00%             | 2026-10-18      | Fixed         | 30.55%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6944161.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1708 | PA      | $2.42         | 0.00%             | 2035-02-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8021419.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1975 | PA      | $26.62        | 0.00%             | 2026-01-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                  | Morgan Stanley Capital I Trust, Series 2021-L5, Class XA                                          | CUSIP: 61691YAP6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  37033250 | PA      | $1644898.47   | 0.06%             | 2054-05-15      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                   | Uniform Mortgage-Backed Securities                                                                | CUSIP: 01F0606B6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  29040000 | PA      | $29699591.91  | 1.16%             | 2055-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Paint Intermediate III LLC                                                      | Paint Intermediate III LLC, First Lien, Initial CME Term Loan, B                                  | CUSIP: 69575EAL3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    523434 | PA      | $524153.31    | 0.02%             | 2031-10-09      | Variable      | 7.24%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4714469.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       828 | PA      | $0.00         | 0.00%             | 2033-05-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6628247.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3665 | PA      | $0.00         | 0.00%             | 2034-11-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8076636.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       547 | PA      | $7.80         | 0.00%             | 2026-02-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Mesquite Energy, Inc.                                                           | Mesquite Energy, Inc., Escrow Account                                                             | CUSIP: 799ESCAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6000000 | PA      | $30300.00     | 0.00%             | 2023-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7511854.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       116 | PA      | $67.55        | 0.00%             | 2035-08-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7489102.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1307 | PA      | $22.66        | 0.00%             | 2035-08-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6629787.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7692 | PA      | $0.00         | 0.00%             | 2034-11-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8888296.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6048 | PA      | $5885.25      | 0.00%             | 2026-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Chobani LLC                                                                     | Chobani LLC, First Lien, CME Term Loan, B                                                         | CUSIP: 17026YAL3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    272641 | PA      | $273579.26    | 0.01%             | 2032-10-22      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5911495.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     40359 | PA      | $3.06         | 0.00%             | 2034-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5162509.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     55221 | PA      | $0.00         | 0.00%             | 2033-10-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5848551.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1094 | PA      | $0.00         | 0.00%             | 2034-02-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7586278.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8025 | PA      | $148.82       | 0.00%             | 2035-09-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2418008.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       744 | PA      | $223.29       | 0.00%             | 2027-01-12      | Fixed         | 28.88%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7794434.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6526 | PA      | $94.30        | 0.00%             | 2035-11-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2206619.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2671 | PA      | $2621.12      | 0.00%             | 2026-12-08      | Fixed         | 25.63%                | No            |                  3 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                      | J.P. Morgan Mortgage Trust, Series 2024-CES1, Class A1A                                           | CUSIP: 46658CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1163925 | PA      | $1172432.54   | 0.05%             | 2054-06-25      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8608202.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       340 | PA      | $3.60         | 0.00%             | 2026-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7805584.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1032 | PA      | $642.97       | 0.00%             | 2035-11-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2007001.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       496 | PA      | $487.67       | 0.00%             | 2026-11-09      | Fixed         | 25.04%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 9003619.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2965 | PA      | $2843.07      | 0.00%             | 2026-10-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2201870.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       955 | PA      | $937.79       | 0.00%             | 2026-12-08      | Fixed         | 17.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8971478.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8901 | PA      | $8749.48      | 0.00%             | 2026-10-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 3128KASF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     87282 | PA      | $90757.94     | 0.00%             | 2036-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 9018948.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2368 | PA      | $1580.38      | 0.00%             | 2026-10-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2202159.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10856 | PA      | $10575.12     | 0.00%             | 2027-10-08      | Fixed         | 13.54%                | No            |                  3 | On Loan: No      |
| N/A                                                                             | U.S. Treasury 5 Year Notes                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       312 | NC      | $-66239.78    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health, Inc.                                                           | Elevance Health, Inc.                                                                             | CUSIP: 036752AK9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1042338.33   | 0.04%             | 2049-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Hexion Holdings Corp.                                                           | Hexion Holdings Corp., First Lien, 2024 Refinancing CME Term Loan                                 | CUSIP: 00217XAE6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    255614 | PA      | $251323.53    | 0.01%             | 2029-03-15      | Variable      | 8.13%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8004096.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     67437 | PA      | $937.70       | 0.00%             | 2026-01-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5413423.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2550 | PA      | $0.00         | 0.00%             | 2033-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2199695.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1668 | PA      | $1630.48      | 0.00%             | 2026-12-07      | Fixed         | 9.66%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12287335.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7671 | PA      | $7799.01      | 0.00%             | 2027-03-21      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| Concentra Health Services, Inc.                                                 | Concentra Health Services, Inc.                                                                   | CUSIP: 20600DAA1<br>LEI: 984500GB84105F75DE32 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1566429.00   | 0.06%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 9003201.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3956 | PA      | $3850.09      | 0.00%             | 2026-10-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2007056.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       810 | PA      | $795.10       | 0.00%             | 2026-11-09      | Fixed         | 24.37%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7629674.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7987 | PA      | $154.62       | 0.00%             | 2035-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Albaugh LLC                                                                     | Albaugh LLC, First Lien, Initial CME Term Loan                                                    | CUSIP: 01260HAH8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    614521 | PA      | $607352.13    | 0.02%             | 2029-04-06      | Variable      | 7.71%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8787537.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2130 | PA      | $2078.38      | 0.00%             | 2026-08-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $50266.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Centene Corp.                                                                   | Centene Corp.                                                                                     | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1288806.26   | 0.05%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1712014.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       489 | PA      | $480.82       | 0.00%             | 2026-09-14      | Fixed         | 25.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5025752.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6406 | PA      | $0.13         | 0.00%             | 2033-08-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5900600.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7701 | PA      | $0.00         | 0.00%             | 2034-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2077229.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5319 | PA      | $5227.11      | 0.00%             | 2026-11-19      | Fixed         | 11.22%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8633549.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1918 | PA      | $1885.92      | 0.00%             | 2026-07-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2416140.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       889 | PA      | $875.65       | 0.00%             | 2027-01-12      | Fixed         | 30.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8824756.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4368 | PA      | $4299.75      | 0.00%             | 2026-09-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11742867.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7716 | PA      | $8033.79      | 0.00%             | 2027-02-05      | Fixed         | 23.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7600104.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3186 | PA      | $581.06       | 0.00%             | 2035-09-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust                          | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2016-JP3, Class B                  | CUSIP: 46590RAK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1368000 | PA      | $1274623.33   | 0.05%             | 2049-08-15      | Variable      | 3.40%                 | No            |                  2 | On Loan: No      |
| Rand Parent LLC                                                                 | Rand Parent LLC, First Lien, CME Term Loan, B                                                     | CUSIP: 75223LAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1244367 | PA      | $1223630.04   | 0.05%             | 2030-03-18      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5176617.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       935 | PA      | $0.06         | 0.00%             | 2033-10-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1629628.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6074 | PA      | $0.00         | 0.00%             | 2027-07-02      | Fixed         | 14.31%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6730881.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5559 | PA      | $2.65         | 0.00%             | 2034-12-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4774144.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1718 | PA      | $0.00         | 0.00%             | 2033-05-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7147279.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7157 | PA      | $2037.29      | 0.00%             | 2035-04-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8722338.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1713 | PA      | $336.21       | 0.00%             | 2026-08-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8596805.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       187 | PA      | $187.33       | 0.00%             | 2026-07-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1709498.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3989 | PA      | $4155.27      | 0.00%             | 2027-02-16      | Fixed         | 25.90%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7662373.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1846 | PA      | $1275.86      | 0.00%             | 2035-10-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1711817.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1291 | PA      | $1268.88      | 0.00%             | 2026-09-20      | Fixed         | 20.95%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5655643.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4363 | PA      | $0.11         | 0.00%             | 2034-01-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| McAfee Corp.                                                                    | McAfee Corp., First Lien, CME Term Loan, B1                                                       | CUSIP: 57906HAF4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |    384423 | PA      | $366001.43    | 0.01%             | 2029-03-01      | Variable      | 6.96%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8958059.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       814 | PA      | $805.18       | 0.00%             | 2026-10-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7389892.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2172 | PA      | $27.45        | 0.00%             | 2035-07-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2419527.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       492 | PA      | $484.46       | 0.00%             | 2027-01-12      | Fixed         | 33.12%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 9006108.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2802 | PA      | $2615.14      | 0.00%             | 2026-10-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 20 Year                                                                                     | CUSIP: 31371NSV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       575 | PA      | $578.05       | 0.00%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6120978.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       836 | PA      | $0.03         | 0.00%             | 2034-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5815447.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1227 | PA      | $0.01         | 0.00%             | 2034-02-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8596002.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       761 | PA      | $751.68       | 0.00%             | 2026-07-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8995502.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1104 | PA      | $911.32       | 0.00%             | 2026-10-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8911997.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3854 | PA      | $2923.64      | 0.00%             | 2026-10-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2201499.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3703 | PA      | $3629.91      | 0.00%             | 2026-12-17      | Fixed         | 21.34%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2195995.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1184 | PA      | $1157.67      | 0.00%             | 2026-12-07      | Fixed         | 9.12%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4882127.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     35043 | PA      | $0.00         | 0.00%             | 2033-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7623850.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1775 | PA      | $1195.15      | 0.00%             | 2035-09-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4750803.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3382 | PA      | $0.00         | 0.00%             | 2033-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| T-Mobile USA, Inc.                                                              | T-Mobile USA, Inc.                                                                                | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |  13400000 | PA      | $13129318.39  | 0.51%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8988547.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2765 | PA      | $2701.49      | 0.00%             | 2026-10-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2417403.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2100 | PA      | $2059.25      | 0.00%             | 2027-01-12      | Fixed         | 10.31%                | No            |                  3 | On Loan: No      |
| Benchmark Mortgage Trust                                                        | Benchmark Mortgage Trust, Series 2025-V14, Class XA                                               | CUSIP: 08164BAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  78357838 | PA      | $2344826.97   | 0.09%             | 2057-04-15      | Variable      | 0.77%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8056576.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       668 | PA      | $14.95        | 0.00%             | 2026-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8680163.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3781 | PA      | $3395.11      | 0.00%             | 2026-08-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8977614.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1119 | PA      | $1064.77      | 0.00%             | 2026-10-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8288479.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5431 | PA      | $80.10        | 0.00%             | 2026-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7966471.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       229 | PA      | $225.67       | 0.00%             | 2026-01-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2412901.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5519 | PA      | $5373.76      | 0.00%             | 2027-06-11      | Fixed         | 8.44%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6804745.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       180 | PA      | $0.06         | 0.00%             | 2034-12-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2006933.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2554 | PA      | $2505.93      | 0.00%             | 2027-04-09      | Fixed         | 23.70%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8368633.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       810 | PA      | $538.37       | 0.00%             | 2026-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991571658.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       145 | PA      | $97.93        | 0.00%             | 2028-06-15      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8514930.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1724 | PA      | $1676.50      | 0.00%             | 2026-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2201790.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       928 | PA      | $911.36       | 0.00%             | 2026-12-08      | Fixed         | 20.60%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8923924.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9246 | PA      | $8454.80      | 0.00%             | 2026-10-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8522464.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8871 | PA      | $7618.24      | 0.00%             | 2026-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11872544.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5308 | PA      | $5559.37      | 0.00%             | 2027-03-25      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2409231.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1583 | PA      | $1554.89      | 0.00%             | 2027-01-11      | Fixed         | 26.66%                | No            |                  3 | On Loan: No      |
| Fortress Intermediate 3, Inc.                                                   | Fortress Intermediate 3, Inc.                                                                     | CUSIP: 34966MAA0<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | DBT              | CORP              | US        |   3100000 | PA      | $3236369.00   | 0.13%             | 2031-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                  | Western Midstream Operating LP                                                                    | CUSIP: 04041NAA0<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $2025158.70   | 0.08%             | 2030-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8678529.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2154 | PA      | $2104.18      | 0.00%             | 2026-07-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 31283HJB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1052 | PA      | $1091.74      | 0.00%             | 2031-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11660434.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11018 | PA      | $11469.35     | 0.00%             | 2027-02-04      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8506309.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3931 | PA      | $3055.38      | 0.00%             | 2026-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Altar Bidco, Inc.                                                               | Altar Bidco, Inc., First Lien, CME Term Loan                                                      | CUSIP: 02090CAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    498711 | PA      | $492228.09    | 0.02%             | 2029-02-01      | Variable      | 6.78%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                                                        | WESCO Distribution, Inc.                                                                          | CUSIP: 95081QAQ7<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3103257.00   | 0.12%             | 2029-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8781450.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       915 | PA      | $904.85       | 0.00%             | 2026-08-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5857039.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       219 | PA      | $0.02         | 0.00%             | 2034-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8841697.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4614 | PA      | $4443.93      | 0.00%             | 2026-09-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7791405.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6235 | PA      | $145.92       | 0.00%             | 2035-11-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Ashtead Capital, Inc.                                                           | Ashtead Capital, Inc.                                                                             | CUSIP: 045054AS2<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    900000 | PA      | $943912.50    | 0.04%             | 2034-04-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2405206.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7489 | PA      | $7342.69      | 0.00%             | 2027-01-11      | Fixed         | 12.10%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8032057.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       952 | PA      | $789.96       | 0.00%             | 2026-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2200600.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2144 | PA      | $1373.48      | 0.00%             | 2027-10-23      | Fixed         | 11.71%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7913994.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1646 | PA      | $26.19        | 0.00%             | 2025-12-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7412344.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       212 | PA      | $3.12         | 0.00%             | 2035-07-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8910557.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14303 | PA      | $13950.60     | 0.00%             | 2026-10-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8768460.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4904 | PA      | $1183.75      | 0.00%             | 2026-08-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| K2016470219 South Africa Ltd.                                                   | K2016470219 South Africa Ltd.                                                                     | CUSIP: N/A<br>LEI: 378900DECAC8CFA88345       | Long             | DBT              | CORP              | ZA        |  10914248 | PA      | $0.00         | 0.00%             | 2022-12-31      | Fixed         | 3.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8206989.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2400 | PA      | $912.78       | 0.00%             | 2026-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2413147.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2055 | PA      | $327.01       | 0.00%             | 2027-01-11      | Fixed         | 30.55%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6628104.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8424 | PA      | $0.00         | 0.00%             | 2034-11-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| BRAVO Residential Funding Trust                                                 | BRAVO Residential Funding Trust, Series 2024-CES1, Class A1A                                      | CUSIP: 10570NAA6<br>LEI: 254900UJENIYH5UEYD42 | Long             | ABS-O            | CORP              | US        |   3014072 | PA      | $3055111.42   | 0.12%             | 2054-04-25      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12032875.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7608 | PA      | $7707.57      | 0.00%             | 2027-01-16      | Fixed         | 11.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2076557.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11306 | PA      | $11151.56     | 0.00%             | 2027-04-19      | Fixed         | 21.86%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7813074.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       167 | PA      | $151.91       | 0.00%             | 2035-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5412734.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8127 | PA      | $0.00         | 0.00%             | 2033-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8332018.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2366 | PA      | $2355.73      | 0.00%             | 2026-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC, Series 5164, Class IC                                                                      | CUSIP: 3137H3Q21<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  23756755 | PA      | $5055527.64   | 0.20%             | 2051-11-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7898689.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8085 | PA      | $5815.08      | 0.00%             | 2025-12-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5475686.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2736 | PA      | $0.05         | 0.00%             | 2033-12-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8534896.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16249 | PA      | $15662.91     | 0.00%             | 2026-06-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6889119.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3513 | PA      | $7.36         | 0.00%             | 2035-01-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2630774.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1240 | PA      | $1203.84      | 0.00%             | 2027-02-15      | Fixed         | 8.69%                 | No            |                  3 | On Loan: No      |
| Public Service Enterprise Group, Inc.                                           | Public Service Enterprise Group, Inc.                                                             | CUSIP: 744573BB1<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |   2225000 | PA      | $2295529.12   | 0.09%             | 2035-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7620858.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4104 | PA      | $2430.88      | 0.00%             | 2035-09-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8919035.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       353 | PA      | $347.63       | 0.00%             | 2026-10-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7883146.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7837 | PA      | $133.73       | 0.00%             | 2025-12-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8977675.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       970 | PA      | $94.14        | 0.00%             | 2026-10-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8333158.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2824 | PA      | $2609.39      | 0.00%             | 2026-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4706450.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6009 | PA      | $0.00         | 0.00%             | 2033-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1612149.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1508 | PA      | $1528.14      | 0.00%             | 2026-08-10      | Fixed         | 20.70%                | No            |                  3 | On Loan: No      |
| Pacific Dental Services, Inc.                                                   | Pacific Dental Services, Inc., First Lien, CME Term Loan                                          | CUSIP: 69417WAC5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    402746 | PA      | $404018.62    | 0.02%             | 2031-03-17      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7694250.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       616 | PA      | $305.66       | 0.00%             | 2035-10-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5157821.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4950 | PA      | $0.00         | 0.00%             | 2033-10-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8531342.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6168 | PA      | $6069.92      | 0.00%             | 2026-06-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1872622.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1086 | PA      | $819.45       | 0.00%             | 2026-10-18      | Fixed         | 28.59%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2411155.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        71 | PA      | $69.89        | 0.00%             | 2035-11-26      | Fixed         | 7.59%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8476774.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       711 | PA      | $467.63       | 0.00%             | 2026-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8440181.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1832 | PA      | $904.70       | 0.00%             | 2026-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2645588.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1323 | PA      | $1308.03      | 0.00%             | 2027-02-17      | Fixed         | 15.61%                | No            |                  3 | On Loan: No      |
| Edelman Financial Engines Center LLC (The)                                      | Edelman Financial Engines Center LLC (The), First Lien, Initial CME Term Loan                     | CUSIP: 27943UAM8<br>LEI: 549300Z31KZXNP05U733 | Long             | LON              | CORP              | US        |    245213 | PA      | $246327.84    | 0.01%             | 2028-04-07      | Variable      | 6.96%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2009886.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1267 | PA      | $1246.01      | 0.00%             | 2026-11-09      | Fixed         | 22.16%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1709773.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       399 | PA      | $390.92       | 0.00%             | 2026-09-14      | Fixed         | 9.10%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4782528.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        51 | PA      | $0.01         | 0.00%             | 2033-05-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6211694.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3075 | PA      | $0.00         | 0.00%             | 2034-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6839643.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       576 | PA      | $0.46         | 0.00%             | 2035-01-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2633237.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1335 | PA      | $1309.46      | 0.00%             | 2027-02-15      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2418737.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1114 | PA      | $1082.50      | 0.00%             | 2027-01-16      | Fixed         | 5.93%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1674146.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3670 | PA      | $3732.73      | 0.00%             | 2027-01-20      | Fixed         | 18.78%                | No            |                  3 | On Loan: No      |
| Cotiviti, Inc.                                                                  | Cotiviti, Inc., First Lien, New CME Term Loan, B                                                  | CUSIP: 22164MAB3<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |    311713 | PA      | $301063.18    | 0.01%             | 2031-05-01      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                                       | Seagate Data Storage Technology Pte. Ltd.                                                         | CUSIP: 81180LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |   1600000 | PA      | $1643280.00   | 0.06%             | 2030-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2196279.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1865 | PA      | $482.48       | 0.00%             | 2027-05-07      | Fixed         | 31.01%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6978418.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1258 | PA      | $2.76         | 0.00%             | 2035-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8790090.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        61 | PA      | $60.17        | 0.00%             | 2026-09-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8935303.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5515 | PA      | $5275.59      | 0.00%             | 2026-10-07      | 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        |  18400000 | PA      | $13564968.70  | 0.53%             | 2049-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8982991.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4101 | PA      | $3977.82      | 0.00%             | 2026-10-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6889109.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1082 | PA      | $2.95         | 0.00%             | 2035-01-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1651754.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5259 | PA      | $5249.82      | 0.00%             | 2026-11-08      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12429877.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12290 | PA      | $12785.65     | 0.00%             | 2027-03-23      | Fixed         | 19.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7106451.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11899 | PA      | $771.31       | 0.00%             | 2035-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5292026.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5106 | PA      | $0.00         | 0.00%             | 2033-11-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7886682.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       466 | PA      | $414.22       | 0.00%             | 2025-12-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991594819.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-10-17      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 36202EBF5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     30758 | PA      | $32501.88     | 0.00%             | 2034-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2206413.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2161 | PA      | $2114.17      | 0.00%             | 2026-12-08      | Fixed         | 7.44%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8407557.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5772 | PA      | $5466.60      | 0.00%             | 2026-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 20 Year                                                                                     | CUSIP: 3138EGP57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12816 | PA      | $12845.96     | 0.00%             | 2029-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2633167.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3181 | PA      | $3123.50      | 0.00%             | 2027-07-15      | Fixed         | 24.54%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2199997.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1108 | PA      | $1086.88      | 0.00%             | 2026-12-07      | Fixed         | 14.15%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7377813.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5830 | PA      | $42.83        | 0.00%             | 2035-07-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5654133.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     32774 | PA      | $0.00         | 0.00%             | 2034-01-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                           | Wells Fargo Commercial Mortgage Trust, Series 2025-5C3, Class XA                                  | CUSIP: 95004JAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  41964548 | PA      | $1284849.55   | 0.05%             | 2058-01-15      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8789983.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9658 | PA      | $5799.20      | 0.00%             | 2026-09-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-16710569.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6764 | PA      | $6849.87      | 0.00%             | 2026-09-16      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8983931.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3439 | PA      | $3319.92      | 0.00%             | 2026-10-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2078252.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       354 | PA      | $348.75       | 0.00%             | 2026-11-19      | Fixed         | 19.10%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7693783.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11907 | PA      | $260.32       | 0.00%             | 2035-10-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4706808.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5406 | PA      | $0.06         | 0.00%             | 2033-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 9012361.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2374 | PA      | $2056.68      | 0.00%             | 2026-10-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1710592.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       371 | PA      | $364.89       | 0.00%             | 2026-09-14      | Fixed         | 25.03%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8939793.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4820 | PA      | $4301.68      | 0.00%             | 2026-10-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7256570.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5380 | PA      | $56.96        | 0.00%             | 2035-05-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991658250.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       177 | PA      | $178.36       | 0.00%             | 2027-01-20      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7252834.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4847 | PA      | $30.07        | 0.00%             | 2035-05-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Republic of Bulgaria                                                            | Bulgaria Government Bond                                                                          | CUSIP: N/A<br>LEI: 529900PG0XCL4LICL838       | Long             | DBT              | NUSS              | BG        |   1230000 | PA      | $1469265.03   | 0.06%             | 2032-09-05      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8705784.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2275 | PA      | $2233.40      | 0.00%             | 2026-08-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5369148.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       969 | PA      | $0.08         | 0.00%             | 2033-11-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12414582.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3193 | PA      | $3270.83      | 0.00%             | 2026-03-28      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8586236.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3424 | PA      | $2640.81      | 0.00%             | 2026-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 31283HW27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1191 | PA      | $1245.87      | 0.00%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1612131.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1833 | PA      | $1856.94      | 0.00%             | 2026-08-20      | Fixed         | 19.48%                | No            |                  3 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                                           | Clydesdale Acquisition Holdings, Inc.                                                             | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |   3300000 | PA      | $3313902.90   | 0.13%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8911612.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6972 | PA      | $6836.76      | 0.00%             | 2026-10-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Baxter International, Inc.                                                      | Baxter International, Inc.                                                                        | CUSIP: 071813CP2<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |   4700000 | PA      | $4412642.09   | 0.17%             | 2028-12-01      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2632506.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1508 | PA      | $1483.84      | 0.00%             | 2027-02-15      | Fixed         | 29.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8829866.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7542 | PA      | $6293.85      | 0.00%             | 2026-09-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2197174.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6110 | PA      | $6018.40      | 0.00%             | 2027-05-07      | Fixed         | 17.08%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8961176.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19514 | PA      | $19009.09     | 0.00%             | 2026-10-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8859839.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5350 | PA      | $4925.16      | 0.00%             | 2026-09-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8866255.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2440 | PA      | $2402.20      | 0.00%             | 2026-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4848622.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2069 | PA      | $0.00         | 0.00%             | 2033-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11410185.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10548 | PA      | $10978.81     | 0.00%             | 2027-01-10      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8406914.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9140 | PA      | $5628.21      | 0.00%             | 2026-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12467297.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10508 | PA      | $10662.94     | 0.00%             | 2027-03-15      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2198546.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       532 | PA      | $521.34       | 0.00%             | 2026-12-07      | Fixed         | 25.32%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8192987.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       301 | PA      | $299.23       | 0.00%             | 2026-03-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8895478.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18385 | PA      | $17993.88     | 0.00%             | 2026-09-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1709643.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1053 | PA      | $1036.61      | 0.00%             | 2026-09-14      | Fixed         | 20.04%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2006513.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       565 | PA      | $555.70       | 0.00%             | 2026-11-09      | Fixed         | 21.09%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5175826.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3657 | PA      | $0.00         | 0.00%             | 2033-10-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 21H0206B6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  34310000 | PA      | $28545833.20  | 1.12%             | 2055-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6651688.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     53478 | PA      | $0.00         | 0.00%             | 2034-11-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1611810.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       537 | PA      | $536.54       | 0.00%             | 2026-08-10      | Fixed         | 13.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8080348.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7299 | PA      | $6902.65      | 0.00%             | 2026-02-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2201641.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3084 | PA      | $3029.25      | 0.00%             | 2026-12-08      | Fixed         | 29.67%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8943535.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3834 | PA      | $3748.05      | 0.00%             | 2026-10-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5562047.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3095 | PA      | $0.00         | 0.00%             | 2033-12-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| CSTL Commercial Mortgage Trust                                                  | CSTL Commercial Mortgage Trust, Series 2025-GATE2, Class A                                        | CUSIP: 12676JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3860000 | PA      | $3864825.00   | 0.15%             | 2042-11-10      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7533921.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9844 | PA      | $225.46       | 0.00%             | 2035-08-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2206448.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3218 | PA      | $3159.95      | 0.00%             | 2026-12-19      | Fixed         | 16.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2203741.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6160 | PA      | $6001.65      | 0.00%             | 2027-05-23      | Fixed         | 7.33%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4588245.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3204 | PA      | $0.00         | 0.00%             | 2033-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2079790.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2286 | PA      | $2245.80      | 0.00%             | 2026-11-19      | Fixed         | 11.54%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2643974.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1452 | PA      | $1428.70      | 0.00%             | 2027-02-28      | Fixed         | 25.50%                | No            |                  3 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                              | Venture Global Plaquemines LNG LLC                                                                | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    900000 | PA      | $1016192.70   | 0.04%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2007383.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1300 | PA      | $1276.92      | 0.00%             | 2026-11-09      | Fixed         | 25.64%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2006524.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1626 | PA      | $492.49       | 0.00%             | 2026-11-09      | Fixed         | 18.79%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5943947.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1308 | PA      | $0.00         | 0.00%             | 2034-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5480752.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3098 | PA      | $0.02         | 0.00%             | 2033-12-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| A-AP Buyer, Inc.                                                                | A-AP Buyer, Inc., First Lien, Initial CME Term Loan                                               | CUSIP: 00036FAB0<br>LEI: 254900BOO8W9IR1VYO11 | Long             | LON              | CORP              | US        |    307658 | PA      | $308042.64    | 0.01%             | 2031-09-09      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2418392.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       847 | PA      | $833.59       | 0.00%             | 2027-01-12      | Fixed         | 30.87%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5599728.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4867 | PA      | $0.00         | 0.00%             | 2033-12-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8418827.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     63980 | PA      | $912.76       | 0.00%             | 2026-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7050592.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       912 | PA      | $1.44         | 0.00%             | 2035-03-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2201126.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4368 | PA      | $4281.95      | 0.00%             | 2026-12-08      | Fixed         | 7.87%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4881595.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1106 | PA      | $0.00         | 0.00%             | 2033-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8713665.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1156 | PA      | $1118.66      | 0.00%             | 2026-08-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5893929.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       788 | PA      | $0.04         | 0.00%             | 2034-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6838796.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1173 | PA      | $0.84         | 0.00%             | 2035-01-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5600632.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3133 | PA      | $0.04         | 0.00%             | 2033-12-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4867843.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       493 | PA      | $0.00         | 0.00%             | 2033-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7889998.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4101 | PA      | $105.54       | 0.00%             | 2025-12-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| ESAB Corp.                                                                      | ESAB Corp.                                                                                        | CUSIP: 29605JAA4<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |   3400000 | PA      | $3483687.60   | 0.14%             | 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        |    461599 | PA      | $463136.32    | 0.02%             | 2028-05-17      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5126438.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22782 | PA      | $0.82         | 0.00%             | 2033-10-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8928016.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4939 | PA      | $4067.71      | 0.00%             | 2026-10-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8958548.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2337 | PA      | $2241.00      | 0.00%             | 2026-10-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| BAT Capital Corp.                                                               | BAT Capital Corp.                                                                                 | CUSIP: 054989AF5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1830000 | PA      | $1808471.93   | 0.07%             | 2033-03-22      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991875332.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2025-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7899279.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1617 | PA      | $37.37        | 0.00%             | 2025-12-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5842093.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1240 | PA      | $0.01         | 0.00%             | 2034-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5065404.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2639 | PA      | $0.00         | 0.00%             | 2033-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6544501.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       241 | PA      | $0.00         | 0.00%             | 2034-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31410F2S3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10542 | PA      | $10983.03     | 0.00%             | 2037-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7924602.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       397 | PA      | $388.40       | 0.00%             | 2025-12-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2009460.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1029 | PA      | $1010.05      | 0.00%             | 2026-11-09      | Fixed         | 25.35%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2633588.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9896 | PA      | $9606.55      | 0.00%             | 2027-02-28      | Fixed         | 6.56%                 | No            |                  3 | On Loan: No      |
| Astoria Energy LLC                                                              | Astoria Energy LLC, First Lien, Advance CME Term Loan, B                                          | CUSIP: 04626LAJ8<br>LEI: 549300BXD26J7I0IPB62 | Long             | LON              | CORP              | US        |    174916 | PA      | $175763.80    | 0.01%             | 2032-06-16      | Variable      | 6.59%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8085032.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9808 | PA      | $225.36       | 0.00%             | 2026-02-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8925982.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3017 | PA      | $2830.61      | 0.00%             | 2026-10-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8417488.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2764 | PA      | $2562.17      | 0.00%             | 2026-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1709924.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       482 | PA      | $314.95       | 0.00%             | 2026-09-14      | Fixed         | 24.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5364900.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1391 | PA      | $0.00         | 0.00%             | 2033-11-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6063087.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4299 | PA      | $0.00         | 0.00%             | 2034-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8799571.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1857 | PA      | $1814.44      | 0.00%             | 2026-09-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6164962.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3092 | PA      | $0.04         | 0.00%             | 2034-05-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Clearway Energy Operating LLC                                                   | Clearway Energy Operating LLC                                                                     | CUSIP: 18539UAD7<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |   4300000 | PA      | $3984675.41   | 0.16%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 31296QNL0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1596 | PA      | $1638.45      | 0.00%             | 2033-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991782715.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-01-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6126543.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       452 | PA      | $0.05         | 0.00%             | 2034-05-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5240561.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       993 | PA      | $0.00         | 0.00%             | 2033-10-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Notes                                                                               | CUSIP: 91282CHB0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3500000 | PA      | $3496662.23   | 0.14%             | 2026-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                             | Societe Generale SA                                                                               | CUSIP: 83368RBC5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   7200000 | PA      | $7085905.20   | 0.28%             | 2027-06-09      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| Indicor LLC                                                                     | Indicor LLC, First Lien, Dollar CME Term Loan, D                                                  | CUSIP: 77669LAK9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    486916 | PA      | $488999.98    | 0.02%             | 2029-11-22      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2009017.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2610 | PA      | $430.45       | 0.00%             | 2026-11-09      | Fixed         | 20.52%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2411936.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3114 | PA      | $3044.16      | 0.00%             | 2027-06-26      | Fixed         | 13.61%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7902820.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       609 | PA      | $497.17       | 0.00%             | 2025-12-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8779589.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3692 | PA      | $3339.15      | 0.00%             | 2026-08-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2200210.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7535 | PA      | $2218.39      | 0.00%             | 2026-12-07      | Fixed         | 24.56%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7643615.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       212 | PA      | $3.12         | 0.00%             | 2035-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8708858.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1808 | PA      | $1790.71      | 0.00%             | 2026-08-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| MPH Acquisition Holdings LLC                                                    | MPH Acquisition Holdings LLC                                                                      | CUSIP: 553283AE2<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |   2810206 | PA      | $2398848.05   | 0.09%             | 2031-03-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1711112.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3128 | PA      | $3080.03      | 0.00%             | 2026-09-14      | Fixed         | 12.03%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8610388.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       850 | PA      | $828.05       | 0.00%             | 2026-07-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| JBS USA Holding Lux SARL / JBS USA Food Co. / JBS Lux Co. SARL                  | JBS USA Holding Lux SARL / JBS USA Food Co. / JBS Lux Co. SARL                                    | CUSIP: 46590XAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   1500000 | PA      | $1438545.15   | 0.06%             | 2029-02-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8607141.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1466 | PA      | $1448.25      | 0.00%             | 2026-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5851647.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1396 | PA      | $0.03         | 0.00%             | 2034-02-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| COMM Mortgage Trust                                                             | COMM Mortgage Trust, Series 2015-LC19, Class C                                                    | CUSIP: 200474BH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1258769 | PA      | $1215904.65   | 0.05%             | 2048-02-10      | Variable      | 4.06%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8549981.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2908 | PA      | $2876.90      | 0.00%             | 2026-07-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8827182.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2649 | PA      | $2591.35      | 0.00%             | 2026-09-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FirstCash, Inc.                                                                 | FirstCash, Inc.                                                                                   | CUSIP: 33767DAD7<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5194388.25   | 0.20%             | 2032-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8445955.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11460 | PA      | $11291.16     | 0.00%             | 2026-06-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2192438.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4423 | PA      | $2707.33      | 0.00%             | 2026-12-07      | Fixed         | 23.66%                | No            |                  3 | On Loan: No      |
| Caesars Entertainment, Inc.                                                     | Caesars Entertainment, Inc., First Lien, 2023 Incremental CME Term Loan, B                        | CUSIP: 12768EAG1<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |    301055 | PA      | $299581.75    | 0.01%             | 2030-02-06      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8187056.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28463 | PA      | $16005.11     | 0.00%             | 2026-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2005313.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21783 | PA      | $21514.96     | 0.00%             | 2027-04-20      | Fixed         | 17.04%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2416354.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2092 | PA      | $149.68       | 0.00%             | 2027-01-12      | Fixed         | 15.71%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1648588.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3918 | PA      | $3960.69      | 0.00%             | 2026-10-27      | Fixed         | 14.39%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12171910.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1230 | PA      | $1236.19      | 0.00%             | 2026-01-22      | Fixed         | 12.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5293907.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2714 | PA      | $0.25         | 0.00%             | 2033-11-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8640527.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3285 | PA      | $3087.62      | 0.00%             | 2026-07-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2637881.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2512 | PA      | $2455.81      | 0.00%             | 2027-07-16      | Fixed         | 14.54%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7473943.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2653 | PA      | $1344.67      | 0.00%             | 2035-08-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7967330.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1332 | PA      | $926.85       | 0.00%             | 2026-01-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| American Axle & Manufacturing, Inc.                                             | American Axle & Manufacturing, Inc.                                                               | CUSIP: 02406PBC3<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    700000 | PA      | $702613.37    | 0.03%             | 2032-10-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8008734.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4467 | PA      | $2025.92      | 0.00%             | 2026-01-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8779933.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1197 | PA      | $1123.05      | 0.00%             | 2026-08-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7812879.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2192 | PA      | $62.95        | 0.00%             | 2035-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5855240.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6098 | PA      | $0.21         | 0.00%             | 2034-02-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7867381.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10339 | PA      | $239.21       | 0.00%             | 2025-12-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Octagon Investment Partners 45 Ltd.                                             | Octagon Investment Partners 45 Ltd., Series 2019-1A, Class A1RR                                   | CUSIP: 67577MBA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7180000 | PA      | $7186103.00   | 0.28%             | 2035-04-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5325109.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3741 | PA      | $0.10         | 0.00%             | 2033-11-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| RGA Global Funding                                                              | RGA Global Funding                                                                                | CUSIP: 76209PAD5<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |   6400000 | PA      | $6672390.59   | 0.26%             | 2031-01-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5966156.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4893 | PA      | $0.04         | 0.00%             | 2034-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8388964.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       296 | PA      | $270.12       | 0.00%             | 2026-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2394068.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2472 | PA      | $2430.73      | 0.00%             | 2027-01-12      | Fixed         | 18.18%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7668726.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       141 | PA      | $82.73        | 0.00%             | 2035-10-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6285821.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1998 | PA      | $0.00         | 0.00%             | 2034-07-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7222451.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2771 | PA      | $901.19       | 0.00%             | 2035-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC, Series 5125, Class IL                                                                      | CUSIP: 3137H1DR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  23680068 | PA      | $5012876.16   | 0.20%             | 2047-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Lummus Technology Holdings V LLC                                                | Lummus Technology Holdings V LLC, First Lien, Add-on CME Term Loan, B                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    440141 | PA      | $437940.26    | 0.02%             | 2029-12-31      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7371685.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3456 | PA      | $22.84        | 0.00%             | 2035-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6266370.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7869 | PA      | $0.00         | 0.00%             | 2034-06-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7154719.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6577 | PA      | $16.12        | 0.00%             | 2035-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2201429.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3598 | PA      | $3532.35      | 0.00%             | 2026-12-08      | Fixed         | 15.27%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8847145.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1902 | PA      | $1883.73      | 0.00%             | 2026-09-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4754132.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       602 | PA      | $0.00         | 0.00%             | 2033-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4872072.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4085 | PA      | $0.15         | 0.00%             | 2033-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2198564.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2281 | PA      | $2235.61      | 0.00%             | 2027-05-07      | Fixed         | 27.96%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8999514.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2273 | PA      | $2106.55      | 0.00%             | 2026-10-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FIGRE Trust                                                                     | FIGRE Trust, Series 2025-HE5, Class A                                                             | CUSIP: 31684MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1567714 | PA      | $1575359.21   | 0.06%             | 2055-08-25      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-17458875.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2315 | PA      | $2347.40      | 0.00%             | 2027-09-13      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7910537.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16066 | PA      | $311.18       | 0.00%             | 2025-12-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7840090.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1654 | PA      | $32.11        | 0.00%             | 2035-11-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5802478.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7637 | PA      | $0.07         | 0.00%             | 2034-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6427044.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       637 | PA      | $0.24         | 0.00%             | 2034-08-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2413945.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6613 | PA      | $6484.69      | 0.00%             | 2027-01-11      | Fixed         | 10.53%                | No            |                  3 | On Loan: No      |
| Leeward Renewable Energy Operations LLC                                         | Leeward Renewable Energy Operations LLC                                                           | CUSIP: 524590AA4<br>LEI: 254900EVJU1A57NUX379 | Long             | DBT              | CORP              | US        |   4300000 | PA      | $4112860.13   | 0.16%             | 2029-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2205206.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13305 | PA      | $13129.44     | 0.00%             | 2027-05-08      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| Transocean International Ltd.                                                   | Transocean International Ltd.                                                                     | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |   3750000 | PA      | $3937871.25   | 0.15%             | 2030-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2203382.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2631 | PA      | $2560.40      | 0.00%             | 2026-12-08      | Fixed         | 6.50%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5695450.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26182 | PA      | $1.43         | 0.00%             | 2034-01-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8547393.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       609 | PA      | $597.65       | 0.00%             | 2026-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2414473.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       305 | PA      | $300.84       | 0.00%             | 2027-01-12      | Fixed         | 16.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4665676.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4624 | PA      | $0.02         | 0.00%             | 2033-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8868019.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5736 | PA      | $5548.13      | 0.00%             | 2026-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 9012201.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1371 | PA      | $1331.60      | 0.00%             | 2026-10-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7206160.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11872 | PA      | $41.19        | 0.00%             | 2035-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8304334.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3687 | PA      | $2695.05      | 0.00%             | 2026-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4643970.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2081 | PA      | $0.00         | 0.00%             | 2033-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1873408.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       918 | PA      | $904.23       | 0.00%             | 2026-10-18      | Fixed         | 24.34%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2200085.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1106 | PA      | $670.91       | 0.00%             | 2026-12-08      | Fixed         | 23.88%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5096674.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13763 | PA      | $0.51         | 0.00%             | 2033-09-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Digicel Group Holdings Ltd.                                                     | Digicel Group Holdings Ltd.                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | BM        |     72906 | PA      | $8936.64      | 0.00%             | 2033-11-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| NYC Commercial Mortgage Trust                                                   | NYC Commercial Mortgage Trust, Series 2025-28L, Class A                                           | CUSIP: 67123JAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4200000 | PA      | $4199662.74   | 0.16%             | 2038-11-05      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7726890.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2712 | PA      | $1119.50      | 0.00%             | 2035-10-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2203290.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       536 | PA      | $527.01       | 0.00%             | 2026-12-08      | Fixed         | 31.07%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8674529.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       474 | PA      | $464.41       | 0.00%             | 2026-07-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2632183.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2879 | PA      | $2831.35      | 0.00%             | 2027-02-15      | Fixed         | 27.72%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8870696.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1558 | PA      | $29.74        | 0.00%             | 2026-09-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley                                                                                    | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4374344.70   | 0.17%             | 2032-02-13      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7781843.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       675 | PA      | $19.08        | 0.00%             | 2035-11-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Truist Bank Auto Credit-Linked Notes                                            | Truist Bank Auto Credit-Linked Notes, Series 2025-1, Class B                                      | CUSIP: 897926CB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3713482 | PA      | $3712769.45   | 0.15%             | 2033-09-26      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6389269.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5046 | PA      | $0.09         | 0.00%             | 2034-08-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2079683.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1147 | PA      | $1127.27      | 0.00%             | 2026-11-19      | Fixed         | 10.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2009837.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       498 | PA      | $489.18       | 0.00%             | 2026-11-09      | Fixed         | 25.10%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8008601.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6115 | PA      | $167.80       | 0.00%             | 2026-01-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Energy Transfer LP                                                              | Energy Transfer LP                                                                                | CUSIP: 29273VAT7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6496288.20   | 0.25%             | 2030-12-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8840640.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4565 | PA      | $4536.51      | 0.00%             | 2026-09-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2201944.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3096 | PA      | $1640.41      | 0.00%             | 2027-05-08      | Fixed         | 25.52%                | No            |                  3 | On Loan: No      |
| First Brands Group LLC                                                          | First Brands Group LLC, First Lien, 2021 CME Term Loan                                            | CUSIP: 31935HAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    722154 | PA      | $240477.16    | 0.01%             | 2027-03-30      | Variable      | 9.57%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8185861.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1056 | PA      | $24.69        | 0.00%             | 2026-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Allied Universal Holdco LLC                                                     | Allied Universal Holdco LLC, First Lien, Amendment No. 7 Replacement USD CME Term Loan            | CUSIP: 01957TAX5<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |    329764 | PA      | $331473.71    | 0.01%             | 2032-08-20      | Variable      | 7.31%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8246946.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9853 | PA      | $8133.03      | 0.00%             | 2026-04-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7756479.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1638 | PA      | $1158.43      | 0.00%             | 2035-11-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2196522.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1233 | PA      | $89.46        | 0.00%             | 2026-12-07      | Fixed         | 23.26%                | No            |                  3 | On Loan: No      |
| Kleopatra Finco SARL                                                            | Kleopatra Finco SARL, First Lien, USD CME Term Loan, B                                            | CUSIP: L5841WAC2<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |    141702 | PA      | $126344.84    | 0.00%             | 2025-11-27      | Variable      | 13.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8978934.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17782 | PA      | $13185.96     | 0.00%             | 2026-10-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8876424.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1850 | PA      | $1394.28      | 0.00%             | 2026-09-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4995431.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6247 | PA      | $0.00         | 0.00%             | 2033-08-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2199121.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11773 | PA      | $843.74       | 0.00%             | 2027-10-07      | Fixed         | 15.58%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 20 Year                                                                                     | CUSIP: 31417Y2K2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10616 | PA      | $10794.70     | 0.00%             | 2031-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2634591.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       435 | PA      | $428.09       | 0.00%             | 2027-02-15      | Fixed         | 25.45%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1873320.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       542 | PA      | $535.85       | 0.00%             | 2026-10-18      | Fixed         | 16.64%                | No            |                  3 | On Loan: No      |
| Asurion LLC                                                                     | Asurion LLC, First Lien, New CME Term Loan, B10                                                   | CUSIP: 04649VBB5<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    237140 | PA      | $237733.04    | 0.01%             | 2028-08-21      | Variable      | 8.06%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA I, Single-family, 30 Year                                                                    | CUSIP: 36202U5B5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8659 | PA      | $8912.37      | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8205976.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3845 | PA      | $2577.94      | 0.00%             | 2026-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11508449.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9618 | PA      | $9728.26      | 0.00%             | 2027-03-10      | Fixed         | 8.49%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5784874.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3818 | PA      | $0.00         | 0.00%             | 2034-02-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7960559.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2569 | PA      | $1565.33      | 0.00%             | 2026-01-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5312373.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       721 | PA      | $0.00         | 0.00%             | 2033-11-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2640107.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3473 | PA      | $3406.90      | 0.00%             | 2027-02-16      | Fixed         | 11.57%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7735985.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2176 | PA      | $39.96        | 0.00%             | 2035-10-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8396115.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1942 | PA      | $1647.64      | 0.00%             | 2026-05-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2414253.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2642 | PA      | $2609.95      | 0.00%             | 2027-01-12      | Fixed         | 16.15%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8284829.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       114 | PA      | $108.13       | 0.00%             | 2026-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Huntington Bancshares, Inc.                                                     | Huntington Bancshares, Inc.                                                                       | CUSIP: 446150BD5<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   7300000 | PA      | $7592854.76   | 0.30%             | 2035-02-02      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1874063.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2131 | PA      | $2098.73      | 0.00%             | 2026-10-18      | Fixed         | 24.01%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2418306.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3073 | PA      | $910.37       | 0.00%             | 2027-01-12      | Fixed         | 29.61%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6379092.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       954 | PA      | $0.02         | 0.00%             | 2034-08-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8423462.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1460 | PA      | $1370.48      | 0.00%             | 2026-05-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7939914.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7671 | PA      | $4877.39      | 0.00%             | 2025-12-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6849119.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       373 | PA      | $35.93        | 0.00%             | 2035-01-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8463921.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1044 | PA      | $679.00       | 0.00%             | 2026-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                                   | Citigroup Mortgage Loan Trust, Series 2025-4, Class A28                                           | CUSIP: 17332NAX0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1980317 | PA      | $1981492.61   | 0.08%             | 2055-10-25      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5447961.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       697 | PA      | $0.00         | 0.00%             | 2033-12-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8785201.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2320 | PA      | $2246.11      | 0.00%             | 2026-08-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8281860.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3762 | PA      | $2832.13      | 0.00%             | 2026-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| TransDigm, Inc.                                                                 | TransDigm, Inc., First Lien, CME Term Loan, K                                                     | CUSIP: 89364MCF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    625000 | PA      | $626212.50    | 0.02%             | 2030-03-22      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5620066.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2868 | PA      | $0.00         | 0.00%             | 2034-01-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8165084.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11638 | PA      | $155.47       | 0.00%             | 2026-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8445397.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12637 | PA      | $152.63       | 0.00%             | 2026-06-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1658842.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3694 | PA      | $3744.26      | 0.00%             | 2026-11-09      | Fixed         | 17.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8339406.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4643 | PA      | $3903.68      | 0.00%             | 2026-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2411635.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1700 | PA      | $1669.48      | 0.00%             | 2027-01-11      | Fixed         | 17.05%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2204440.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       421 | PA      | $412.50       | 0.00%             | 2026-12-08      | Fixed         | 24.51%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7043444.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6529 | PA      | $12.79        | 0.00%             | 2035-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2196412.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       580 | PA      | $572.39       | 0.00%             | 2026-12-07      | Fixed         | 18.83%                | No            |                  3 | On Loan: No      |
| Republic of Panama                                                              | Panama Government Bond                                                                            | CUSIP: 698299BX1<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   2050000 | PA      | $2274475.00   | 0.09%             | 2031-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6624957.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3183 | PA      | $0.00         | 0.00%             | 2034-10-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8286690.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1636 | PA      | $34.25        | 0.00%             | 2026-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991618996.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2025-01-26      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1873307.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       522 | PA      | $163.18       | 0.00%             | 2026-10-18      | Fixed         | 23.79%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2009687.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1852 | PA      | $1820.26      | 0.00%             | 2026-11-09      | Fixed         | 29.61%                | No            |                  3 | On Loan: No      |
| OBX Trust                                                                       | OBX Trust, Series 2025-J2, Class AF                                                               | CUSIP: 67122EAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3987380 | PA      | $3989568.15   | 0.16%             | 2055-09-25      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8810619.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1494 | PA      | $1464.56      | 0.00%             | 2026-09-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8413600.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       327 | PA      | $310.54       | 0.00%             | 2026-05-23      | None          | 0.00%                 | 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        |   5369607 | PA      | $5400302.44   | 0.21%             | 2055-07-25      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8439564.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       989 | PA      | $709.68       | 0.00%             | 2026-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2411010.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1820 | PA      | $1790.12      | 0.00%             | 2027-01-11      | Fixed         | 31.02%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8773497.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3768 | PA      | $3716.78      | 0.00%             | 2026-08-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2009940.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8711 | PA      | $8523.12      | 0.00%             | 2026-11-09      | Fixed         | 9.06%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7768040.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1051 | PA      | $495.41       | 0.00%             | 2035-11-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7608442.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5862 | PA      | $224.73       | 0.00%             | 2035-09-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Radian Mortgage Capital Trust                                                   | Radian Mortgage Capital Trust, Series 2025-J3, Class A25                                          | CUSIP: 75024RBP8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2792176 | PA      | $2800840.98   | 0.11%             | 2055-12-25      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8649064.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6638 | PA      | $6529.91      | 0.00%             | 2026-07-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8811330.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     40775 | PA      | $34525.48     | 0.00%             | 2026-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7984687.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       309 | PA      | $151.81       | 0.00%             | 2026-01-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8625165.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1281 | PA      | $212.67       | 0.00%             | 2026-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7926597.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3105 | PA      | $86.19        | 0.00%             | 2025-12-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2645131.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       522 | PA      | $513.72       | 0.00%             | 2027-02-17      | Fixed         | 25.45%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8686611.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5985 | PA      | $5928.87      | 0.00%             | 2026-08-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2009323.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2179 | PA      | $2142.00      | 0.00%             | 2026-11-09      | Fixed         | 31.47%                | No            |                  3 | On Loan: No      |
| UBS Group AG                                                                    | UBS Group AG                                                                                      | CUSIP: 902613AU2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   8150000 | PA      | $8169318.11   | 0.32%             | 2027-01-12      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8488063.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1562 | PA      | $580.34       | 0.00%             | 2026-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8074449.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       820 | PA      | $694.21       | 0.00%             | 2026-02-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2411293.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       634 | PA      | $623.12       | 0.00%             | 2027-01-11      | Fixed         | 29.42%                | No            |                  3 | On Loan: No      |
| Jane Street Group / JSG Finance, Inc.                                           | Jane Street Group / JSG Finance, Inc.                                                             | CUSIP: 47077WAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4650000 | PA      | $4735727.40   | 0.19%             | 2032-11-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7822598.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1152 | PA      | $882.39       | 0.00%             | 2035-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8210538.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2687 | PA      | $1694.16      | 0.00%             | 2026-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8101779.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3656 | PA      | $3311.03      | 0.00%             | 2026-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2009636.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       724 | PA      | $713.45       | 0.00%             | 2026-11-09      | Fixed         | 13.06%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2203856.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12560 | PA      | $12268.38     | 0.00%             | 2027-05-08      | Fixed         | 13.82%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5921918.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11547 | PA      | $0.00         | 0.00%             | 2034-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2408843.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       834 | PA      | $819.52       | 0.00%             | 2027-01-11      | Fixed         | 14.84%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2632915.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7373 | PA      | $7229.10      | 0.00%             | 2027-07-20      | Fixed         | 24.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8852847.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3229 | PA      | $3192.75      | 0.00%             | 2026-09-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5618116.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8099 | PA      | $0.67         | 0.00%             | 2034-01-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7876499.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       600 | PA      | $27.79        | 0.00%             | 2025-12-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2639711.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       561 | PA      | $555.04       | 0.00%             | 2027-02-16      | Fixed         | 16.70%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2206615.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9897 | PA      | $4751.86      | 0.00%             | 2027-10-08      | Fixed         | 25.87%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8978361.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       428 | PA      | $423.95       | 0.00%             | 2026-10-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7173881.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2005 | PA      | $13.09        | 0.00%             | 2035-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA or FHLMC                                                                   | Uniform Mortgage-Backed Securities                                                                | CUSIP: 01F0206B0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   7099000 | PA      | $5758823.95   | 0.23%             | 2055-11-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11709913.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30672 | PA      | $18506.70     | 0.00%             | 2027-07-30      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991719643.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       150 | PA      | $155.63       | 0.00%             | 2029-03-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6899194.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       463 | PA      | $0.45         | 0.00%             | 2035-02-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7438053.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9004 | PA      | $109.09       | 0.00%             | 2035-07-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8825752.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4123 | PA      | $3992.53      | 0.00%             | 2026-09-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2642053.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1571 | PA      | $1544.89      | 0.00%             | 2027-02-17      | Fixed         | 21.61%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7950515.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1304 | PA      | $15.91        | 0.00%             | 2026-01-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Starwood Property Trust, Inc.                                                   | Starwood Property Trust, Inc.                                                                     | CUSIP: 85571BBG9<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $1061053.10   | 0.04%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8928909.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     41953 | PA      | $40615.07     | 0.00%             | 2026-10-04      | None          | 0.00%                 | 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        |      2347 | PA      | $2048.50      | 0.00%             | 2045-03-15      | Variable      | 16.26%                | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6641788.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1794 | PA      | $0.00         | 0.00%             | 2034-11-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6685907.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6583 | PA      | $54.66        | 0.00%             | 2034-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8673869.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4469 | PA      | $4405.25      | 0.00%             | 2026-07-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2078837.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       861 | PA      | $849.17       | 0.00%             | 2026-11-19      | Fixed         | 25.18%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2202382.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       640 | PA      | $627.89       | 0.00%             | 2026-12-08      | Fixed         | 25.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8643039.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2232 | PA      | $2223.07      | 0.00%             | 2026-07-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2633249.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2117 | PA      | $2080.23      | 0.00%             | 2027-02-15      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7696123.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1117 | PA      | $599.22       | 0.00%             | 2035-10-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6154074.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4237 | PA      | $0.00         | 0.00%             | 2034-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2416784.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       562 | PA      | $546.60       | 0.00%             | 2027-01-12      | Fixed         | 6.53%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7769430.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1554 | PA      | $1157.63      | 0.00%             | 2035-11-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8934133.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3172 | PA      | $3127.88      | 0.00%             | 2026-10-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8680247.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       907 | PA      | $881.06       | 0.00%             | 2026-08-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6393441.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2464 | PA      | $0.00         | 0.00%             | 2034-08-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2023-168, Class IE                                                                   | CUSIP: 38384D8K6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  35369511 | PA      | $5831445.53   | 0.23%             | 2051-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4907364.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1372 | PA      | $0.00         | 0.00%             | 2033-07-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Miter Brands Acquisition Holdco, Inc. / MIWD Borrower LLC                       | Miter Brands Acquisition Holdco, Inc. / MIWD Borrower LLC                                         | CUSIP: 60672JAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2900000 | PA      | $2978523.30   | 0.12%             | 2032-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8299665.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       588 | PA      | $429.50       | 0.00%             | 2026-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8823852.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2281 | PA      | $1879.18      | 0.00%             | 2026-09-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7980752.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       681 | PA      | $414.25       | 0.00%             | 2026-01-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| K. Hovnanian Enterprises, Inc.                                                  | K. Hovnanian Enterprises, Inc.                                                                    | CUSIP: 48251UAQ1<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |    525000 | PA      | $537982.78    | 0.02%             | 2033-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8887729.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7199 | PA      | $7035.26      | 0.00%             | 2026-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5173148.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       670 | PA      | $0.00         | 0.00%             | 2033-10-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2078541.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1287 | PA      | $1264.73      | 0.00%             | 2027-04-19      | Fixed         | 18.53%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8877024.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2173 | PA      | $1886.99      | 0.00%             | 2026-09-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7885639.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4182 | PA      | $3331.57      | 0.00%             | 2025-12-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| OneSky Flight LLC                                                               | OneSky Flight LLC                                                                                 | CUSIP: 68278CAA3<br>LEI: 549300PM6NEPXGG5B882 | Long             | DBT              | CORP              | US        |    700000 | PA      | $744613.80    | 0.03%             | 2029-12-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA I, Single-family, 30 Year                                                                    | CUSIP: 36290TUG2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5455 | PA      | $5672.71      | 0.00%             | 2036-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2080275.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1174 | PA      | $1158.27      | 0.00%             | 2026-11-19      | Fixed         | 26.15%                | No            |                  3 | On Loan: No      |
| Novelis Corp.                                                                   | Novelis Corp.                                                                                     | CUSIP: 670001AN6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |   2480000 | PA      | $2514782.00   | 0.10%             | 2033-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Pebblebrook Hotel LP / PEB Finance Corp.                                        | Pebblebrook Hotel LP / PEB Finance Corp.                                                          | CUSIP: 70510LAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2020866.00   | 0.08%             | 2029-10-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2410395.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1750 | PA      | $1719.23      | 0.00%             | 2027-01-11      | Fixed         | 20.34%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2079147.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4841 | PA      | $4790.38      | 0.00%             | 2026-11-19      | Fixed         | 16.93%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12432804.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12254 | PA      | $12413.55     | 0.00%             | 2027-03-09      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2007377.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5131 | PA      | $5067.28      | 0.00%             | 2026-11-09      | Fixed         | 19.06%                | No            |                  3 | On Loan: No      |
| Republic of the Philippines                                                     | Philippines Government Bond                                                                       | CUSIP: 718286DG9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   2240000 | PA      | $2387736.29   | 0.09%             | 2035-02-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2005604.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5965 | PA      | $5834.57      | 0.00%             | 2026-11-15      | Fixed         | 7.24%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8925791.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1070 | PA      | $1008.37      | 0.00%             | 2026-10-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6626404.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       693 | PA      | $0.00         | 0.00%             | 2034-11-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                  | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                                    | CUSIP: 01883LAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3056598.00   | 0.12%             | 2028-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8836102.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3663 | PA      | $3603.17      | 0.00%             | 2026-09-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2643938.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       614 | PA      | $604.44       | 0.00%             | 2027-02-16      | Fixed         | 25.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8308934.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2606 | PA      | $2588.84      | 0.00%             | 2026-04-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8966711.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19456 | PA      | $18627.09     | 0.00%             | 2026-10-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Capital One Financial Corp.                                                     | Capital One Financial Corp.                                                                       | CUSIP: 14040HCT0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   8600000 | PA      | $8784382.28   | 0.34%             | 2033-05-10      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7931961.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5349 | PA      | $2586.16      | 0.00%             | 2025-12-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8923475.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1025 | PA      | $941.51       | 0.00%             | 2026-10-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Quikrete Holdings, Inc.                                                         | Quikrete Holdings, Inc., First Lien, CME Term Loan, B2                                            | CUSIP: 74839XAK5<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |    402158 | PA      | $403084.86    | 0.02%             | 2029-03-19      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8299881.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4768 | PA      | $4378.94      | 0.00%             | 2026-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                                     | Bank Gospodarstwa Krajowego                                                                       | CUSIP: N/A<br>LEI: 259400BCOV9JJIGLYF05       | Long             | DBT              | NUSS              | PL        |   1140000 | PA      | $1192595.69   | 0.05%             | 2033-05-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2644100.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1596 | PA      | $1553.67      | 0.00%             | 2027-12-16      | Fixed         | 5.16%                 | No            |                  3 | On Loan: No      |
| Flash Charm, Inc.                                                               | Flash Charm, Inc., First Lien, CME Term Loan, B2                                                  | CUSIP: 45168RAT0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    367824 | PA      | $329662.44    | 0.01%             | 2028-03-02      | Variable      | 7.80%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2203217.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       420 | PA      | $255.97       | 0.00%             | 2026-12-08      | Fixed         | 25.16%                | No            |                  3 | On Loan: No      |
| American Electric Power Co., Inc.                                               | American Electric Power Co., Inc., Series C                                                       | CUSIP: 02557TAE9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2607087.60   | 0.10%             | 2056-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1710375.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       571 | PA      | $561.41       | 0.00%             | 2026-09-14      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-16627732.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12659 | PA      | $12894.31     | 0.00%             | 2027-10-25      | Fixed         | 12.99%                | No            |                  3 | On Loan: No      |
| Fox Corp.                                                                       | Fox Corp.                                                                                         | CUSIP: 35137LAN5<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |   5500000 | PA      | $6047010.31   | 0.24%             | 2033-10-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7790524.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2565 | PA      | $46.13        | 0.00%             | 2035-11-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8211626.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       476 | PA      | $447.38       | 0.00%             | 2026-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Gartner, Inc.                                                                   | Gartner, Inc.                                                                                     | CUSIP: 366651AC1<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6944056.42   | 0.27%             | 2028-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8488004.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       297 | PA      | $294.40       | 0.00%             | 2026-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5616046.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1631 | PA      | $0.04         | 0.00%             | 2034-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                             | Citigroup Commercial Mortgage Trust, Series 2016-P4, Class A2                                     | CUSIP: 29429EAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1618597 | PA      | $1609398.31   | 0.06%             | 2049-07-10      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Spectris                                                                        | Spectris plc, First Lien, CME Term Loan                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |     35608 | PA      | $35741.75     | 0.00%             | 2032-09-24      | Variable      | 6.84%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6164819.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       480 | PA      | $0.07         | 0.00%             | 2034-05-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991651287.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-01-26      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| Comision Federal de Electricidad                                                | Comision Federal de Electricidad                                                                  | CUSIP: 200447AH3<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | NUSS              | MX        |   2000000 | PA      | $1805699.20   | 0.07%             | 2031-02-09      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8771967.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18488 | PA      | $17904.01     | 0.00%             | 2026-08-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4764584.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       523 | PA      | $0.00         | 0.00%             | 2033-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5293955.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5278 | PA      | $0.20         | 0.00%             | 2033-11-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8239718.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       149 | PA      | $89.26        | 0.00%             | 2026-04-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2078513.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5261 | PA      | $5206.02      | 0.00%             | 2026-11-19      | Fixed         | 16.88%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8720364.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2073 | PA      | $1686.18      | 0.00%             | 2026-08-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| EquipmentShare.com, Inc.                                                        | EquipmentShare.com, Inc.                                                                          | CUSIP: 29450YAB5<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3031293.00   | 0.12%             | 2032-05-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6719810.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1571 | PA      | $0.00         | 0.00%             | 2034-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6190982.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4546 | PA      | $0.00         | 0.00%             | 2034-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| General Motors Financial Co., Inc.                                              | General Motors Financial Co., Inc.                                                                | CUSIP: 37045XFL5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    815000 | PA      | $813174.25    | 0.03%             | 2028-10-27      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8625522.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         3 | PA      | $3.03         | 0.00%             | 2026-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 9000235.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1946 | PA      | $1907.40      | 0.00%             | 2026-10-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2008772.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2859 | PA      | $2822.26      | 0.00%             | 2026-11-09      | Fixed         | 15.55%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2644251.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       483 | PA      | $474.98       | 0.00%             | 2027-02-16      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2411493.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4591 | PA      | $4514.85      | 0.00%             | 2027-01-12      | Fixed         | 28.18%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8898743.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       979 | PA      | $722.00       | 0.00%             | 2026-09-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8360828.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11866 | PA      | $6860.12      | 0.00%             | 2026-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6254361.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1745 | PA      | $0.00         | 0.00%             | 2034-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7684952.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       903 | PA      | $553.63       | 0.00%             | 2035-10-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1646819.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1066 | PA      | $1067.72      | 0.00%             | 2026-10-29      | Fixed         | 11.20%                | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA I, Single-family, 30 Year                                                                    | CUSIP: 36200KXP7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2824 | PA      | $2832.60      | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8539874.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8313 | PA      | $103.21       | 0.00%             | 2026-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Notes                                                                               | CUSIP: 91282CEC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  48200000 | PA      | $47094788.94  | 1.84%             | 2027-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8829570.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10466 | PA      | $10178.65     | 0.00%             | 2026-09-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5336258.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4115 | PA      | $0.00         | 0.00%             | 2033-11-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5612507.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11600 | PA      | $0.74         | 0.00%             | 2033-12-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| COMM Mortgage Trust                                                             | COMM Mortgage Trust, Series 2015-CR26, Class B                                                    | CUSIP: 12593QBH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2642150 | PA      | $2610345.41   | 0.10%             | 2048-10-10      | Variable      | 4.39%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8922950.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12612 | PA      | $12025.42     | 0.00%             | 2026-10-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6614457.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2216 | PA      | $0.10         | 0.00%             | 2034-10-26      | 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: G0541TAC9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    423680 | PA      | $425798.81    | 0.02%             | 2031-10-15      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5866568.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2638 | PA      | $0.06         | 0.00%             | 2034-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8736821.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9269 | PA      | $9107.00      | 0.00%             | 2026-08-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8247535.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1830 | PA      | $627.88       | 0.00%             | 2026-04-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8881706.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1801 | PA      | $1768.89      | 0.00%             | 2026-09-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-15052242.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22074 | PA      | $22529.96     | 0.00%             | 2027-09-13      | Fixed         | 11.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8308182.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       377 | PA      | $340.97       | 0.00%             | 2026-04-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2080597.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       702 | PA      | $691.46       | 0.00%             | 2026-11-19      | Fixed         | 22.59%                | 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        |   2450000 | PA      | $2342725.04   | 0.09%             | 2032-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7643054.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       373 | PA      | $8.31         | 0.00%             | 2035-09-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8117156.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12866 | PA      | $10446.13     | 0.00%             | 2026-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1666449.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3241 | PA      | $3263.52      | 0.00%             | 2026-11-09      | Fixed         | 14.60%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1976857.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2659 | PA      | $2610.60      | 0.00%             | 2026-11-09      | Fixed         | 25.45%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31407YH51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21899 | PA      | $22839.03     | 0.00%             | 2035-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2407947.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1479 | PA      | $909.22       | 0.00%             | 2027-01-11      | Fixed         | 31.05%                | No            |                  3 | On Loan: No      |
| Southern Veterinary Partners LLC                                                | Southern Veterinary Partners LLC, First Lien, 2025 New CME Term Loan                              | CUSIP: 84410HAQ3<br>LEI: 549300DT78GYJYRK0R74 | Long             | LON              | CORP              | US        |    250000 | PA      | $250122.51    | 0.01%             | 2031-12-04      | Variable      | 6.37%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1873707.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2551 | PA      | $2522.66      | 0.00%             | 2026-10-18      | Fixed         | 17.21%                | 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        |     87756 | PA      | $88414.83     | 0.00%             | 2031-05-21      | Variable      | 7.21%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5044794.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5731 | PA      | $0.00         | 0.00%             | 2033-08-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11442801.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1634 | PA      | $1656.89      | 0.00%             | 2026-01-22      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2204236.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1427 | PA      | $1400.17      | 0.00%             | 2026-12-08      | Fixed         | 25.30%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5814016.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2868 | PA      | $0.29         | 0.00%             | 2034-02-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8025631.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        91 | PA      | $33.92        | 0.00%             | 2026-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Global Net Lease, Inc. / Global Net Lease Operating Partnership LP              | Global Net Lease, Inc. / Global Net Lease Operating Partnership LP                                | CUSIP: 37892AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2910704.40   | 0.11%             | 2027-12-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7590419.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7132 | PA      | $3928.08      | 0.00%             | 2035-09-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| StoneX Group, Inc.                                                              | StoneX Group, Inc.                                                                                | CUSIP: 861896AA6<br>LEI: 549300JUF07L8VF02M60 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2755901.20   | 0.11%             | 2031-03-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| MidOcean Credit CLO XVIII LLC                                                   | MidOcean Credit CLO XVIII LLC, Series 2025-18A, Class A1                                          | CUSIP: 59803LAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $9997809.83   | 0.39%             | 2035-10-18      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6746092.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1222 | PA      | $0.00         | 0.00%             | 2034-12-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2206683.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       878 | PA      | $144.22       | 0.00%             | 2026-12-08      | Fixed         | 31.07%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8823295.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       810 | PA      | $776.77       | 0.00%             | 2026-09-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7942057.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3066 | PA      | $46.63        | 0.00%             | 2025-12-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31407YEJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20895 | PA      | $21702.27     | 0.00%             | 2035-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                           | Bank of America Corp.                                                                             | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3114848.87   | 0.12%             | 2032-07-21      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2407472.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12479 | PA      | $12217.57     | 0.00%             | 2027-06-11      | Fixed         | 18.08%                | No            |                  3 | On Loan: No      |
| CrossCountry Intermediate HoldCo LLC                                            | CrossCountry Intermediate HoldCo LLC                                                              | CUSIP: 22757VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1010474.13   | 0.04%             | 2030-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                                    | Sabine Pass Liquefaction LLC                                                                      | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10038940.50  | 0.39%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8531192.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5515 | PA      | $3360.20      | 0.00%             | 2026-06-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8968276.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     42699 | PA      | $40473.39     | 0.00%             | 2026-10-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8746733.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3301 | PA      | $3202.92      | 0.00%             | 2026-08-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2411738.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       704 | PA      | $692.34       | 0.00%             | 2027-01-11      | Fixed         | 31.08%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2411009.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9624 | PA      | $9351.59      | 0.00%             | 2027-01-11      | Fixed         | 5.26%                 | No            |                  3 | On Loan: No      |
| SCIH Salt Holdings, Inc.                                                        | SCIH Salt Holdings, Inc., First Lien, Incremental CME Term Loan, B1                               | CUSIP: 78397GAF8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    401100 | PA      | $403083.18    | 0.02%             | 2029-01-31      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991925238.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| WRKCo, Inc.                                                                     | WRKCo, Inc.                                                                                       | CUSIP: 92940PAG9<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |   3600000 | PA      | $3209243.51   | 0.13%             | 2033-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8155930.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1954 | PA      | $1665.13      | 0.00%             | 2026-03-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5149269.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       941 | PA      | $0.00         | 0.00%             | 2033-10-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5563038.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4772 | PA      | $0.03         | 0.00%             | 2033-12-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2200873.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2563 | PA      | $2514.01      | 0.00%             | 2026-12-08      | Fixed         | 11.09%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6431015.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2894 | PA      | $0.14         | 0.00%             | 2034-08-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2412468.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18697 | PA      | $8783.11      | 0.00%             | 2027-06-11      | Fixed         | 7.67%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8745157.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1287 | PA      | $1266.57      | 0.00%             | 2026-08-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5325009.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6356 | PA      | $0.00         | 0.00%             | 2033-11-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4880273.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     32499 | PA      | $1.09         | 0.00%             | 2033-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8389274.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4117 | PA      | $4065.50      | 0.00%             | 2026-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991760060.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2028-02-17      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2410725.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8136 | PA      | $7957.19      | 0.00%             | 2027-06-11      | Fixed         | 15.84%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8662647.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3734 | PA      | $70.12        | 0.00%             | 2026-07-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2204272.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       447 | PA      | $437.95       | 0.00%             | 2026-12-08      | Fixed         | 25.42%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8657901.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1659 | PA      | $1530.69      | 0.00%             | 2026-07-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2642277.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3329 | PA      | $3269.56      | 0.00%             | 2027-07-28      | Fixed         | 22.82%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 9003833.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2849 | PA      | $2724.79      | 0.00%             | 2026-10-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2417691.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6465 | PA      | $6287.18      | 0.00%             | 2027-01-12      | Fixed         | 7.69%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8910089.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1485 | PA      | $1458.45      | 0.00%             | 2026-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991735384.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       360 | PA      | $76.23        | 0.00%             | 2028-06-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7782836.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1154 | PA      | $17.30        | 0.00%             | 2035-11-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8794299.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2689 | PA      | $2651.45      | 0.00%             | 2026-09-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Wells Fargo & Co.                                                               | Wells Fargo & Co.                                                                                 | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   7400000 | PA      | $7829135.55   | 0.31%             | 2029-10-23      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5995769.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4698 | PA      | $0.00         | 0.00%             | 2034-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2411046.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3417 | PA      | $3357.56      | 0.00%             | 2027-01-11      | Fixed         | 26.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8996339.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5884 | PA      | $5790.01      | 0.00%             | 2026-10-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5177078.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       260 | PA      | $0.16         | 0.00%             | 2033-10-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| ABN AMRO Bank NV                                                                | ABN AMRO Bank NV                                                                                  | CUSIP: 00084DBA7<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   2100000 | PA      | $2137504.70   | 0.08%             | 2027-09-18      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991554451.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       105 | PA      | $8.81         | 0.00%             | 2030-04-17      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| Citigroup, Inc.                                                                 | Citigroup, Inc.                                                                                   | CUSIP: 172967MP3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   5600000 | PA      | $5593635.71   | 0.22%             | 2031-03-31      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8639095.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23190 | PA      | $13659.26     | 0.00%             | 2026-07-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8697405.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2783 | PA      | $2714.74      | 0.00%             | 2026-08-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991649409.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2025-01-27      | Fixed         | 14.98%                | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 36202DQB0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5197 | PA      | $5463.83      | 0.00%             | 2031-10-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6852615.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1041 | PA      | $2.11         | 0.00%             | 2035-01-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1657278.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2187 | PA      | $2190.64      | 0.00%             | 2026-11-05      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8512865.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21196 | PA      | $17282.83     | 0.00%             | 2026-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7303522.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       335 | PA      | $2.08         | 0.00%             | 2035-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8055348.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15473 | PA      | $11454.98     | 0.00%             | 2026-02-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2635238.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8885 | PA      | $8810.43      | 0.00%             | 2029-02-15      | Fixed         | 13.81%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6818955.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7512 | PA      | $2.70         | 0.00%             | 2035-01-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5900989.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5386 | PA      | $0.02         | 0.00%             | 2034-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5884477.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       988 | PA      | $0.00         | 0.00%             | 2034-03-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6010705.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4090 | PA      | $0.13         | 0.00%             | 2034-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 9012243.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2854 | PA      | $2759.11      | 0.00%             | 2026-10-26      | 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        |   9600000 | PA      | $9802714.46   | 0.38%             | 2028-01-06      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8845487.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       975 | PA      | $953.50       | 0.00%             | 2026-09-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7375076.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6359 | PA      | $46.22        | 0.00%             | 2035-07-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8660644.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3156 | PA      | $2978.19      | 0.00%             | 2026-07-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12107351.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8466 | PA      | $8775.90      | 0.00%             | 2027-03-24      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2008080.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       512 | PA      | $502.82       | 0.00%             | 2026-11-09      | Fixed         | 27.30%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4820553.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10164 | PA      | $0.12         | 0.00%             | 2033-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2077484.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8118 | PA      | $2229.90      | 0.00%             | 2027-04-19      | Fixed         | 23.29%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2631654.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10466 | PA      | $10259.00     | 0.00%             | 2027-07-16      | Fixed         | 20.62%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8607510.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6667 | PA      | $6619.69      | 0.00%             | 2026-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991742223.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2025-02-03      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7639746.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     63645 | PA      | $945.75       | 0.00%             | 2035-09-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8166162.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       611 | PA      | $470.38       | 0.00%             | 2026-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8617491.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4577 | PA      | $4531.08      | 0.00%             | 2026-07-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7123343.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2848 | PA      | $212.51       | 0.00%             | 2035-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7709068.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4182 | PA      | $3124.66      | 0.00%             | 2035-10-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7344575.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4098 | PA      | $25.52        | 0.00%             | 2035-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Notes                                                                               | CUSIP: 91282CHU8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12100000 | PA      | $12156289.56  | 0.48%             | 2026-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8052271.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       669 | PA      | $162.06       | 0.00%             | 2026-02-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8221773.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1276 | PA      | $1260.43      | 0.00%             | 2026-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| DaVita, Inc.                                                                    | DaVita, Inc.                                                                                      | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4832755.50   | 0.19%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991731025.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-01-26      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| BRAVO Residential Funding Trust                                                 | BRAVO Residential Funding Trust, Series 2019-2, Class A3                                          | CUSIP: 10568LAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1910709 | PA      | $1837071.29   | 0.07%             | 2044-10-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5767488.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1228 | PA      | $0.01         | 0.00%             | 2034-02-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1664327.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1277 | PA      | $1290.54      | 0.00%             | 2026-11-30      | Fixed         | 13.50%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2631951.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3274 | PA      | $2271.42      | 0.00%             | 2027-02-15      | Fixed         | 15.91%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1873344.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4499 | PA      | $4435.92      | 0.00%             | 2026-10-18      | Fixed         | 27.72%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12468566.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16080 | PA      | $16820.15     | 0.00%             | 2027-05-25      | Fixed         | 19.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8762628.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5834 | PA      | $5670.99      | 0.00%             | 2026-08-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1647161.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1842 | PA      | $1845.97      | 0.00%             | 2026-10-29      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8962446.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6747 | PA      | $6443.69      | 0.00%             | 2026-10-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2198673.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10177 | PA      | $5145.47      | 0.00%             | 2027-05-07      | Fixed         | 15.71%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8351752.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10893 | PA      | $7282.08      | 0.00%             | 2026-05-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2195991.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6048 | PA      | $6030.40      | 0.00%             | 2028-12-07      | Fixed         | 26.01%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6815367.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1775 | PA      | $1.71         | 0.00%             | 2035-01-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2628258.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5188 | PA      | $5088.75      | 0.00%             | 2027-02-16      | Fixed         | 10.40%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1646309.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3729 | PA      | $3735.70      | 0.00%             | 2026-10-28      | Fixed         | 9.62%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7837905.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4314 | PA      | $2953.77      | 0.00%             | 2035-11-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8203009.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2819 | PA      | $2435.95      | 0.00%             | 2026-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8376230.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4232 | PA      | $52.40        | 0.00%             | 2026-05-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8627682.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3825 | PA      | $3613.00      | 0.00%             | 2026-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4941224.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4401 | PA      | $0.00         | 0.00%             | 2033-07-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5153369.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12680 | PA      | $0.00         | 0.00%             | 2033-10-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8741525.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3033 | PA      | $3010.30      | 0.00%             | 2026-08-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31406B7C8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28703 | PA      | $29337.37     | 0.00%             | 2034-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7179318.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11067 | PA      | $935.55       | 0.00%             | 2035-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Home Partners of America Trust                                                  | Home Partners of America Trust, Series 2021-2, Class B                                            | CUSIP: 43732VAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11868960 | PA      | $11560592.43  | 0.45%             | 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        |    101900 | PA      | $82385.78     | 0.00%             | 2031-12-31      | Variable      | 8.21%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8878383.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6885 | PA      | $6807.95      | 0.00%             | 2026-09-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| ConnectWise LLC                                                                 | ConnectWise LLC, First Lien, Initial CME Term Loan                                                | CUSIP: 20786NAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    280449 | PA      | $281198.93    | 0.01%             | 2028-09-29      | Variable      | 7.76%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8598300.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7435 | PA      | $6100.99      | 0.00%             | 2026-07-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6057823.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17364 | PA      | $0.15         | 0.00%             | 2034-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7334863.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1344 | PA      | $15.28        | 0.00%             | 2035-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley                                                                                    | CUSIP: 61747YFB6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    542000 | PA      | $568691.09    | 0.02%             | 2038-01-19      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2635221.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2338 | PA      | $2295.98      | 0.00%             | 2027-02-15      | Fixed         | 15.45%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8916766.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1281 | PA      | $970.41       | 0.00%             | 2026-10-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6467555.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3596 | PA      | $0.34         | 0.00%             | 2034-09-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Ares LXV CLO Ltd.                                                               | Ares LXV CLO Ltd., Series 2022-65A, Class A1R                                                     | CUSIP: 04019FAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   9900000 | PA      | $9900000.00   | 0.39%             | 2034-07-25      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8010141.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       423 | PA      | $347.27       | 0.00%             | 2026-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2415799.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1263 | PA      | $1240.93      | 0.00%             | 2027-01-12      | Fixed         | 22.22%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8760668.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3687 | PA      | $3609.92      | 0.00%             | 2026-08-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2636711.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4064 | PA      | $4003.62      | 0.00%             | 2027-02-16      | Fixed         | 27.40%                | No            |                  3 | On Loan: No      |
| Openlane, Inc.                                                                  | Openlane, Inc., First Lien, 2025 Incremental CME Term Loan                                        | CUSIP: 68373AAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    250000 | PA      | $250625.00    | 0.01%             | 2032-10-01      | Variable      | 6.59%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2645630.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3820 | PA      | $3751.78      | 0.00%             | 2027-02-17      | Fixed         | 12.87%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 172665217.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2145 | PA      | $2136.24      | 0.00%             | 2025-12-04      | Fixed         | 15.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4868757.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3219 | PA      | $0.47         | 0.00%             | 2033-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6439850.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7981 | PA      | $0.32         | 0.00%             | 2034-08-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8869606.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1939 | PA      | $1653.11      | 0.00%             | 2026-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4954105.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2531 | PA      | $0.00         | 0.00%             | 2033-07-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8966112.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6009 | PA      | $5842.82      | 0.00%             | 2026-10-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991773527.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2028-01-05      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2008432.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1795 | PA      | $530.62       | 0.00%             | 2026-11-09      | Fixed         | 31.30%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5662691.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       573 | PA      | $0.00         | 0.00%             | 2034-01-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7978500.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       776 | PA      | $15.82        | 0.00%             | 2026-01-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2199874.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2790 | PA      | $2732.13      | 0.00%             | 2026-12-07      | Fixed         | 22.34%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7895307.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20016 | PA      | $336.26       | 0.00%             | 2025-12-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Hertz Corp. (The)                                                               | Hertz Corp. (The), First Lien, Initial CME Term Loan, B                                           | CUSIP: 42804VBB6<br>LEI: 549300PD0C69OJ0NLB27 | Long             | LON              | CORP              | US        |    208886 | PA      | $173823.21    | 0.01%             | 2028-06-30      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6884787.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3067 | PA      | $4.13         | 0.00%             | 2035-01-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 50 Ltd.                                      | Neuberger Berman Loan Advisers CLO 50 Ltd., Series 2022-50A, Class AR                             | CUSIP: 64134VAQ9<br>LEI: 549300UMYON6L2REF246 | Long             | ABS-CBDO         | CORP              | JE        |   1820000 | PA      | $1820906.23   | 0.07%             | 2036-07-23      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2413379.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7401 | PA      | $7261.01      | 0.00%             | 2027-01-11      | Fixed         | 24.03%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7962505.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20002 | PA      | $5957.45      | 0.00%             | 2026-01-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| CVS Health Corp.                                                                | CVS Health Corp.                                                                                  | CUSIP: 126650DN7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3535686.44   | 0.14%             | 2030-08-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC / New Red Finance, Inc.                                          | 1011778 BC ULC / New Red Finance, Inc.                                                            | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   4000000 | PA      | $3787673.20   | 0.15%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2197646.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2680 | PA      | $2632.43      | 0.00%             | 2027-01-01      | Fixed         | 16.34%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8815047.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3894 | PA      | $2992.39      | 0.00%             | 2026-09-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1611804.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12699 | PA      | $0.00         | 0.00%             | 2027-02-22      | Fixed         | 18.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7287732.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       300 | PA      | $1.72         | 0.00%             | 2035-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8867633.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1297 | PA      | $984.28       | 0.00%             | 2026-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Verus Securitization Trust                                                      | Verus Securitization Trust, Series 2023-6, Class A1                                               | CUSIP: 92539XAA2<br>LEI: 984500915DDB7T2ACA27 | Long             | ABS-MBS          | CORP              | US        |    471096 | PA      | $476319.53    | 0.02%             | 2068-09-25      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7984169.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24072 | PA      | $583.27       | 0.00%             | 2026-01-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4589702.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3489 | PA      | $0.07         | 0.00%             | 2033-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 31292HJR6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1069 | PA      | $1115.12      | 0.00%             | 2031-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6899300.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1221 | PA      | $1.90         | 0.00%             | 2035-02-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2640589.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16409 | PA      | $16101.23     | 0.00%             | 2027-02-16      | Fixed         | 12.31%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8190913.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       626 | PA      | $576.56       | 0.00%             | 2026-03-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5574351.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10696 | PA      | $0.65         | 0.00%             | 2033-12-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6665226.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       660 | PA      | $0.00         | 0.00%             | 2034-11-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8372657.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6697 | PA      | $3863.63      | 0.00%             | 2026-05-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5585522.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       445 | PA      | $0.00         | 0.00%             | 2033-12-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8021596.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2023 | PA      | $1446.44      | 0.00%             | 2026-01-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Central Parent LLC                                                              | Central Parent LLC, First Lien, 2024 Refinancing CME Term Loan                                    | CUSIP: 15477BAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    768242 | PA      | $634929.36    | 0.02%             | 2029-07-06      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2007099.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10064 | PA      | $9866.80      | 0.00%             | 2026-11-09      | Fixed         | 20.26%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2195912.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3148 | PA      | $2304.27      | 0.00%             | 2026-12-22      | Fixed         | 25.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8677309.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8584 | PA      | $8067.68      | 0.00%             | 2026-07-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| 24 Hour Fitness Worldwide, Inc.                                                 | 24 Hour Fitness Worldwide, Inc.                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    290577 | NS      | $12349.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7462768.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       469 | PA      | $256.86       | 0.00%             | 2035-08-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2412839.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3427 | PA      | $3361.65      | 0.00%             | 2027-01-11      | Fixed         | 13.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6427394.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24524 | PA      | $0.00         | 0.00%             | 2034-08-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7808746.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13544 | PA      | $675.28       | 0.00%             | 2035-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8185295.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       650 | PA      | $230.17       | 0.00%             | 2026-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8723059.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20170 | PA      | $485.67       | 0.00%             | 2026-08-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Carnival Corp.                                                                  | Carnival Corp.                                                                                    | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   4000000 | PA      | $4122600.00   | 0.16%             | 2030-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2200528.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1157 | PA      | $1136.78      | 0.00%             | 2026-12-08      | Fixed         | 20.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7648077.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6098 | PA      | $97.53        | 0.00%             | 2035-10-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Harbour Energy plc                                                              | Harbour Energy plc                                                                                | CUSIP: 411618AB7<br>LEI: 213800YPC42DYBKVPF97 | Long             | DBT              | CORP              | GB        |   2500000 | PA      | $2468895.00   | 0.10%             | 2026-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6893023.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14273 | PA      | $24.90        | 0.00%             | 2035-02-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Dominican Republic                                                              | Dominican Republic Government Bond                                                                | CUSIP: 25714PFB9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   1430000 | PA      | $1527454.50   | 0.06%             | 2037-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8693676.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5630 | PA      | $5148.26      | 0.00%             | 2026-08-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| First Student Bidco, Inc.                                                       | First Student Bidco, Inc., First Lien, CME Term Loan, C                                           | CUSIP: 33718FAP5<br>LEI: 2549006DRO2F06AA1391 | Long             | LON              | CORP              | US        |     63879 | PA      | $64030.85     | 0.00%             | 2030-08-15      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1873808.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2154 | PA      | $157.60       | 0.00%             | 2026-10-18      | Fixed         | 16.88%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2631332.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1665 | PA      | $1633.11      | 0.00%             | 2027-02-15      | Fixed         | 13.22%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2079636.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       433 | PA      | $426.85       | 0.00%             | 2026-11-19      | Fixed         | 25.50%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2639939.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4612 | PA      | $4524.21      | 0.00%             | 2027-02-16      | Fixed         | 10.73%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2414926.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9271 | PA      | $9057.39      | 0.00%             | 2027-01-12      | Fixed         | 9.43%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7340806.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3592 | PA      | $34.88        | 0.00%             | 2035-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| CVS Health Corp.                                                                | CVS Health Corp.                                                                                  | CUSIP: 126650DY3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3084461.67   | 0.12%             | 2033-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Beacon Mobility Corp.                                                           | Beacon Mobility Corp.                                                                             | CUSIP: 073644AA4<br>LEI: 254900EBTYFG24UQEM31 | Long             | DBT              | CORP              | US        |    710000 | PA      | $739854.79    | 0.03%             | 2030-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Radar Bidco SARL                                                                | Radar Bidco SARL, First Lien, CME Term Loan, B3                                                   | CUSIP: L7781HAE9<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |    291661 | PA      | $294213.24    | 0.01%             | 2031-04-04      | Variable      | 7.19%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7765591.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3033 | PA      | $1675.03      | 0.00%             | 2035-11-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Amgen, Inc.                                                                     | Amgen, Inc.                                                                                       | CUSIP: 031162DR8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   6600000 | PA      | $6836154.80   | 0.27%             | 2033-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8525273.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       104 | PA      | $103.16       | 0.00%             | 2026-06-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6651437.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       499 | PA      | $0.00         | 0.00%             | 2034-11-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Hyundai Capital America                                                         | Hyundai Capital America                                                                           | CUSIP: 44891ACY1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1336026.64   | 0.05%             | 2029-03-19      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8125247.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2612 | PA      | $55.25        | 0.00%             | 2026-02-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2414801.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3052 | PA      | $2966.74      | 0.00%             | 2027-01-12      | Fixed         | 6.11%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8845996.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1786 | PA      | $1543.54      | 0.00%             | 2026-09-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8437733.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        57 | PA      | $56.85        | 0.00%             | 2026-05-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1656183.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2121 | PA      | $2123.31      | 0.00%             | 2026-10-31      | Fixed         | 14.38%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5325953.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27322 | PA      | $1.75         | 0.00%             | 2033-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5537817.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       798 | PA      | $0.02         | 0.00%             | 2033-12-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2202867.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1097 | PA      | $1078.41      | 0.00%             | 2026-12-08      | Fixed         | 13.27%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2392367.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       890 | PA      | $875.06       | 0.00%             | 2027-01-11      | Fixed         | 30.94%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7714659.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5959 | PA      | $2747.35      | 0.00%             | 2035-10-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8490498.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1726 | PA      | $1678.87      | 0.00%             | 2026-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4606464.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12284 | PA      | $0.90         | 0.00%             | 2033-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8775264.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       194 | PA      | $180.56       | 0.00%             | 2026-08-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2080998.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       249 | PA      | $246.83       | 0.00%             | 2026-11-19      | Fixed         | 16.87%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6127052.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2897 | PA      | $0.00         | 0.00%             | 2034-05-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Sedgwick Claims Management Services, Inc.                                       | Sedgwick Claims Management Services, Inc., First Lien, 2024 CME Term Loan                         | CUSIP: 81527CAP2<br>LEI: 549300BIN4DWJG5VWF64 | Long             | LON              | CORP              | US        |    430131 | PA      | $430520.52    | 0.02%             | 2031-07-31      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8942798.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1996 | PA      | $1942.01      | 0.00%             | 2026-10-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2196899.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2049 | PA      | $2008.87      | 0.00%             | 2026-12-15      | Fixed         | 24.65%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8845787.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1629 | PA      | $856.83       | 0.00%             | 2026-09-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1702152.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1876 | PA      | $1872.36      | 0.00%             | 2027-01-14      | Fixed         | 12.87%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4711828.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3618 | PA      | $0.00         | 0.00%             | 2033-05-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7697948.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1436 | PA      | $712.19       | 0.00%             | 2035-10-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4886912.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2287 | PA      | $0.00         | 0.00%             | 2033-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5157152.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4186 | PA      | $0.00         | 0.00%             | 2033-10-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5112445.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       344 | PA      | $0.11         | 0.00%             | 2033-09-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                      | J.P. Morgan Mortgage Trust, Series 2021-15, Class A4                                              | CUSIP: 46654TAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3257948 | PA      | $2917868.06   | 0.11%             | 2052-06-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5874482.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       657 | PA      | $0.02         | 0.00%             | 2034-03-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Delek US Holdings, Inc.                                                         | Delek US Holdings, Inc., First Lien, CME Term Loan, B                                             | CUSIP: 24664GAF8<br>LEI: 5493003O53JMENV1N385 | Long             | LON              | CORP              | US        |    448846 | PA      | $448915.72    | 0.02%             | 2029-11-09      | Variable      | 7.56%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8322107.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1414 | PA      | $951.55       | 0.00%             | 2026-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1870381.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2035 | PA      | $2004.94      | 0.00%             | 2026-10-18      | Fixed         | 24.72%                | No            |                  3 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                      | JPMBB Commercial Mortgage Securities Trust, Series 2016-C1, Class A5                              | CUSIP: 46645LAY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3761000 | PA      | $3750764.06   | 0.15%             | 2049-03-17      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5175259.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        30 | PA      | $0.00         | 0.00%             | 2033-10-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6475454.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2557 | PA      | $0.10         | 0.00%             | 2034-09-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8666384.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23371 | PA      | $17504.46     | 0.00%             | 2026-07-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2632212.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1469 | PA      | $1445.14      | 0.00%             | 2027-02-15      | Fixed         | 21.09%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8986175.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12812 | PA      | $12484.65     | 0.00%             | 2026-10-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2078089.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8909 | PA      | $8765.07      | 0.00%             | 2027-04-19      | Fixed         | 22.76%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8935605.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3872 | PA      | $3738.19      | 0.00%             | 2026-10-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8684229.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1404 | PA      | $1322.82      | 0.00%             | 2026-08-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2645842.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1242 | PA      | $1224.33      | 0.00%             | 2027-02-17      | Fixed         | 30.86%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5934059.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1242 | PA      | $0.00         | 0.00%             | 2034-03-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8844470.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1189 | PA      | $1144.74      | 0.00%             | 2026-09-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1873304.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       433 | PA      | $426.91       | 0.00%             | 2026-10-18      | Fixed         | 25.15%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6277033.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3011 | PA      | $0.00         | 0.00%             | 2034-07-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8970353.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5180 | PA      | $4913.40      | 0.00%             | 2026-10-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5732624.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11619 | PA      | $0.00         | 0.00%             | 2034-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                    | Royal Caribbean Cruises Ltd.                                                                      | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   5500000 | PA      | $5648248.38   | 0.22%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8003744.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       963 | PA      | $355.70       | 0.00%             | 2026-01-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1873180.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       304 | PA      | $299.70       | 0.00%             | 2026-10-18      | Fixed         | 24.02%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8986641.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1374 | PA      | $1200.16      | 0.00%             | 2026-10-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8942926.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2077 | PA      | $2002.28      | 0.00%             | 2026-10-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2009287.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1641 | PA      | $1611.87      | 0.00%             | 2026-11-09      | Fixed         | 14.91%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8846790.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7080 | PA      | $6945.43      | 0.00%             | 2026-09-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7675618.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     38440 | PA      | $680.49       | 0.00%             | 2035-10-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8637175.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       583 | PA      | $494.69       | 0.00%             | 2026-07-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8917299.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6056 | PA      | $5894.15      | 0.00%             | 2026-10-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991678784.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-02-02      | Fixed         | 14.48%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1611798.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3174 | PA      | $3275.17      | 0.00%             | 2026-09-01      | Fixed         | 25.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2407461.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1869 | PA      | $1835.21      | 0.00%             | 2027-01-11      | Fixed         | 25.01%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8944415.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2904 | PA      | $2836.46      | 0.00%             | 2026-10-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2643572.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       681 | PA      | $668.95       | 0.00%             | 2027-02-16      | Fixed         | 14.72%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991830029.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-11-06      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Asurion LLC                                                                     | Asurion LLC, Second Lien, New CME Term Loan, B4                                                   | CUSIP: 04649VBA7<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    125693 | PA      | $120185.30    | 0.00%             | 2029-01-19      | Variable      | 9.33%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1708807.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2541 | PA      | $2510.47      | 0.00%             | 2026-09-14      | Fixed         | 17.72%                | No            |                  3 | On Loan: No      |
| Southern Gas Corridor CJSC                                                      | Southern Gas Corridor CJSC                                                                        | CUSIP: N/A<br>LEI: 213800DG58KG59XY6318       | Long             | DBT              | NUSS              | AZ        |   1500000 | PA      | $1516460.94   | 0.06%             | 2026-03-24      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5004424.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1829 | PA      | $0.00         | 0.00%             | 2033-08-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2645900.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1038 | PA      | $75.01        | 0.00%             | 2027-02-17      | Fixed         | 26.25%                | No            |                  3 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Bonds                                                                               | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1105000 | PA      | $1120193.75   | 0.04%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8865093.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5971 | PA      | $3261.70      | 0.00%             | 2026-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7215803.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3486 | PA      | $32.33        | 0.00%             | 2035-05-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4875940.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7944 | PA      | $0.79         | 0.00%             | 2033-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Franklin Institutional U.S. Government Money Market Fund                        | Franklin Institutional U.S. Government Money Market Fund                                          | CUSIP: 457756500<br>LEI: 549300M4TP89K77LG374 | Long             | STIV             | RF                | US        | 139898673 | NS      | $139898673.16 | 5.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2198350.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       266 | PA      | $261.13       | 0.00%             | 2026-12-07      | Fixed         | 15.19%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5534689.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3849 | PA      | $0.00         | 0.00%             | 2033-12-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6909057.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        41 | PA      | $4.93         | 0.00%             | 2035-02-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8122481.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15292 | PA      | $12098.40     | 0.00%             | 2026-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2636372.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2654 | PA      | $187.72       | 0.00%             | 2027-02-15      | Fixed         | 30.35%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-16800634.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25608 | PA      | $8049.65      | 0.00%             | 2027-10-28      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6753247.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9691 | PA      | $10.91        | 0.00%             | 2034-12-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2639867.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       826 | PA      | $812.83       | 0.00%             | 2027-02-19      | Fixed         | 26.30%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31402RSN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    204384 | PA      | $209660.15    | 0.01%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2203557.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       435 | PA      | $426.49       | 0.00%             | 2026-12-08      | Fixed         | 23.55%                | No            |                  3 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                                    | Avolon Holdings Funding Ltd.                                                                      | CUSIP: 05401ABA8<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   7735000 | PA      | $7774523.37   | 0.30%             | 2030-10-10      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6795315.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1229 | PA      | $0.89         | 0.00%             | 2034-12-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5980129.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       695 | PA      | $0.00         | 0.00%             | 2034-04-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2008329.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1572 | PA      | $1538.03      | 0.00%             | 2026-11-09      | Fixed         | 10.30%                | No            |                  3 | On Loan: No      |
| Vistra Operations Co. LLC                                                       | Vistra Operations Co. LLC                                                                         | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2947502.28   | 0.12%             | 2029-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12097459.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8605 | PA      | $8727.36      | 0.00%             | 2027-03-08      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7108839.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3313 | PA      | $22.23        | 0.00%             | 2035-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5031471.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5258 | PA      | $0.00         | 0.00%             | 2033-08-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4990668.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1655 | PA      | $0.02         | 0.00%             | 2033-08-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8764105.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1325 | PA      | $1007.89      | 0.00%             | 2026-08-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| AutoNation, Inc.                                                                | AutoNation, Inc.                                                                                  | CUSIP: 05329WAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1906833.77   | 0.07%             | 2030-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4627586.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4624 | PA      | $0.00         | 0.00%             | 2033-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8794022.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       866 | PA      | $845.94       | 0.00%             | 2026-09-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8414293.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       885 | PA      | $865.35       | 0.00%             | 2026-05-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8509415.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3946 | PA      | $3922.69      | 0.00%             | 2026-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5741303.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2044 | PA      | $0.00         | 0.00%             | 2034-01-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Oracle Corp.                                                                    | Oracle Corp.                                                                                      | CUSIP: 68389XAV7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $7500715.20   | 0.29%             | 2034-07-08      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6582337.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       569 | PA      | $0.00         | 0.00%             | 2034-10-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991547820.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1711960.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       697 | PA      | $50.39        | 0.00%             | 2026-09-14      | Fixed         | 12.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5507000.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     38614 | PA      | $0.88         | 0.00%             | 2033-12-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Coty, Inc. / HFC Prestige Products, Inc. / HFC Prestige International US LLC    | Coty, Inc. / HFC Prestige Products, Inc. / HFC Prestige International US LLC                      | CUSIP: 222070AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8000000 | PA      | $7896172.80   | 0.31%             | 2029-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7929420.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2513 | PA      | $58.20        | 0.00%             | 2025-12-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2203269.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1403 | PA      | $1385.15      | 0.00%             | 2026-12-08      | Fixed         | 16.66%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2197220.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1296 | PA      | $1271.49      | 0.00%             | 2027-05-07      | Fixed         | 29.81%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7091737.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       949 | PA      | $2.39         | 0.00%             | 2035-04-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5835079.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       683 | PA      | $0.03         | 0.00%             | 2034-02-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2202707.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2846 | PA      | $2790.71      | 0.00%             | 2026-12-08      | Fixed         | 11.01%                | No            |                  3 | On Loan: No      |
| FNMA or FHLMC                                                                   | Uniform Mortgage-Backed Securities                                                                | CUSIP: 01F0306B9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  63901000 | PA      | $56632261.25  | 2.21%             | 2055-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                                    | Hess Midstream Operations LP                                                                      | CUSIP: 428102AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2799800.10   | 0.11%             | 2029-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 173203429.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2557 | PA      | $2551.43      | 0.00%             | 2025-12-23      | Fixed         | 15.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7061323.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     34494 | PA      | $105.71       | 0.00%             | 2035-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8186644.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1436 | PA      | $1385.72      | 0.00%             | 2026-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6632388.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6201 | PA      | $0.00         | 0.00%             | 2034-11-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5537728.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2668 | PA      | $0.00         | 0.00%             | 2033-12-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 3128K7MM7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     26156 | PA      | $26846.74     | 0.00%             | 2035-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                                                        | COLT Mortgage Loan Trust, Series 2022-4, Class A1                                                 | CUSIP: 19685GAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2738947 | PA      | $2731325.62   | 0.11%             | 2067-03-25      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8706435.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       959 | PA      | $943.34       | 0.00%             | 2026-08-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5597497.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1451 | PA      | $0.00         | 0.00%             | 2033-12-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7318018.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6392 | PA      | $20.20        | 0.00%             | 2035-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8917861.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3751 | PA      | $3630.51      | 0.00%             | 2026-10-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5619464.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       646 | PA      | $0.00         | 0.00%             | 2034-01-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991663324.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        55 | PA      | $57.19        | 0.00%             | 2027-05-29      | Fixed         | 22.36%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8010866.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       670 | PA      | $403.28       | 0.00%             | 2026-01-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8621045.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       440 | PA      | $376.86       | 0.00%             | 2026-07-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11694359.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       985 | PA      | $984.80       | 0.00%             | 2027-02-04      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8613403.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8491 | PA      | $8145.80      | 0.00%             | 2026-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8098680.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11619 | PA      | $7695.46      | 0.00%             | 2026-02-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2080860.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5927 | PA      | $5837.53      | 0.00%             | 2026-11-19      | Fixed         | 21.93%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7566458.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1428 | PA      | $752.09       | 0.00%             | 2035-09-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6533670.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2210 | PA      | $0.49         | 0.00%             | 2034-09-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6771134.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18256 | PA      | $38.61        | 0.00%             | 2034-12-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8352758.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     63915 | PA      | $46250.39     | 0.00%             | 2026-05-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8881344.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2728 | PA      | $2444.78      | 0.00%             | 2026-09-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8760079.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1003 | PA      | $984.37       | 0.00%             | 2026-08-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8561019.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7948 | PA      | $7547.87      | 0.00%             | 2026-07-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2077767.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3102 | PA      | $3054.61      | 0.00%             | 2026-11-19      | Fixed         | 20.73%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8787730.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2878 | PA      | $2828.03      | 0.00%             | 2026-08-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8323377.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3171 | PA      | $2026.72      | 0.00%             | 2026-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Highline Aftermarket Acquisition LLC                                            | Highline Aftermarket Acquisition LLC, First Lien, 2025-1 CME Term Loan                            | CUSIP: 43110HAF6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    432416 | PA      | $434310.35    | 0.02%             | 2030-02-13      | Variable      | 7.70%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8283828.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1942 | PA      | $868.33       | 0.00%             | 2026-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8100592.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13464 | PA      | $8733.04      | 0.00%             | 2026-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7899843.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1109 | PA      | $678.83       | 0.00%             | 2025-12-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1870887.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       534 | PA      | $526.39       | 0.00%             | 2026-10-18      | Fixed         | 26.18%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-15053337.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2787 | PA      | $2883.43      | 0.00%             | 2026-07-26      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Madison Park Funding XLVIII Ltd.                                                | Madison Park Funding XLVIII Ltd., Series 2021-48A, Class A                                        | CUSIP: 55821UAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7847390 | PA      | $7853618.63   | 0.31%             | 2033-04-19      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                                             | Newell Brands, Inc.                                                                               | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    200000 | PA      | $188500.00    | 0.01%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6845960.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2478 | PA      | $54.15        | 0.00%             | 2035-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8484092.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1638 | PA      | $1618.43      | 0.00%             | 2026-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                     | Toronto-Dominion Bank (The)                                                                       | CUSIP: 89115A2H4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   9900000 | PA      | $10015204.32  | 0.39%             | 2027-09-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8255354.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       720 | PA      | $286.24       | 0.00%             | 2026-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8798501.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       508 | PA      | $497.59       | 0.00%             | 2026-09-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6745247.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       775 | PA      | $0.23         | 0.00%             | 2034-12-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8722463.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2034 | PA      | $2010.74      | 0.00%             | 2026-08-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8970168.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4013 | PA      | $3919.68      | 0.00%             | 2026-10-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA or FHLMC                                                                   | Uniform Mortgage-Backed Securities                                                                | CUSIP: 01F0226B6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        | 110861000 | PA      | $94140828.68  | 3.68%             | 2055-11-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2025-25, Class IG                                                                    | CUSIP: 38385DLZ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  11740796 | PA      | $2383958.08   | 0.09%             | 2052-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6064155.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       694 | PA      | $0.00         | 0.00%             | 2034-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12168636.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6795 | PA      | $6880.36      | 0.00%             | 2027-03-01      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| COMM Mortgage Trust                                                             | COMM Mortgage Trust, Series 2014-LC15, Class D                                                    | CUSIP: 12591TAQ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2629814 | PA      | $2587722.18   | 0.10%             | 2047-04-10      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1626833.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8340 | PA      | $0.00         | 0.00%             | 2027-07-25      | Fixed         | 14.70%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8873449.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3318 | PA      | $3197.75      | 0.00%             | 2026-09-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11397497.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8830 | PA      | $8964.13      | 0.00%             | 2027-04-19      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7725398.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3637 | PA      | $79.03        | 0.00%             | 2035-10-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-15053612.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2324 | PA      | $2350.03      | 0.00%             | 2026-07-26      | Fixed         | 13.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8076650.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6170 | PA      | $5189.88      | 0.00%             | 2026-02-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8614062.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1385 | PA      | $1367.32      | 0.00%             | 2026-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6245571.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       502 | PA      | $0.00         | 0.00%             | 2034-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2009896.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       298 | PA      | $292.02       | 0.00%             | 2026-11-09      | Fixed         | 24.89%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5923022.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1435 | PA      | $0.00         | 0.00%             | 2034-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| KnowBe4, Inc.                                                                   | KnowBe4, Inc., First Lien, CME Term Loan                                                          | CUSIP: 49925TAD7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    281250 | PA      | $281250.00    | 0.01%             | 2032-07-23      | Variable      | 7.59%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2009697.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1565 | PA      | $1537.97      | 0.00%             | 2026-11-15      | Fixed         | 20.69%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2412502.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6034 | PA      | $5933.92      | 0.00%             | 2027-01-11      | Fixed         | 30.76%                | No            |                  3 | On Loan: No      |
| Republic of South Africa                                                        | South Africa Government Bond                                                                      | CUSIP: 836205AW4<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   1470000 | PA      | $1488334.82   | 0.06%             | 2027-09-27      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 9008810.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5106 | PA      | $4799.34      | 0.00%             | 2026-10-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Soliant Lower Intermediate LLC                                                  | Soliant Lower Intermediate LLC, First Lien, Initial CME Term Loan                                 | CUSIP: 83421EAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    253859 | PA      | $234502.13    | 0.01%             | 2031-07-18      | Variable      | 7.79%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6191154.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2148 | PA      | $0.29         | 0.00%             | 2034-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2636201.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2304 | PA      | $2259.68      | 0.00%             | 2027-02-28      | Fixed         | 12.12%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8609488.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2602 | PA      | $2565.17      | 0.00%             | 2026-07-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7411525.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       946 | PA      | $307.69       | 0.00%             | 2035-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7790161.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3043 | PA      | $1718.73      | 0.00%             | 2035-11-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                             | CDI                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |  60650000 | PA      | $-1825360.79  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2633604.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1107 | PA      | $1090.12      | 0.00%             | 2027-02-15      | Fixed         | 31.13%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5840394.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7735 | PA      | $0.18         | 0.00%             | 2034-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8720838.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       341 | PA      | $337.69       | 0.00%             | 2026-08-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4838333.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       750 | PA      | $0.01         | 0.00%             | 2033-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1611807.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3628 | PA      | $3673.84      | 0.00%             | 2026-08-10      | Fixed         | 19.33%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8845048.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3520 | PA      | $2715.48      | 0.00%             | 2026-09-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1749006.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4482 | PA      | $4596.13      | 0.00%             | 2027-03-31      | Fixed         | 19.53%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8216882.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5824 | PA      | $3604.63      | 0.00%             | 2026-03-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2389418.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2214 | PA      | $2174.28      | 0.00%             | 2027-01-12      | Fixed         | 22.12%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-15007182.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4927 | PA      | $5015.88      | 0.00%             | 2027-07-11      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5981924.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12026 | PA      | $0.64         | 0.00%             | 2034-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1698709.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4865 | PA      | $4901.49      | 0.00%             | 2027-01-20      | Fixed         | 15.20%                | No            |                  3 | On Loan: No      |
| VICI Properties LP                                                              | VICI Properties LP                                                                                | CUSIP: 925650AK9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5102003.55   | 0.20%             | 2035-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2006375.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       900 | PA      | $882.68       | 0.00%             | 2026-11-09      | Fixed         | 21.38%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2205661.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3419 | PA      | $3353.34      | 0.00%             | 2026-12-08      | Fixed         | 11.13%                | No            |                  3 | On Loan: No      |
| CPM Holdings, Inc.                                                              | CPM Holdings, Inc., First Lien, Initial CME Term Loan                                             | CUSIP: 12620BAR1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    338722 | PA      | $338086.71    | 0.01%             | 2028-09-28      | Variable      | 8.63%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1874328.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2628 | PA      | $2597.83      | 0.00%             | 2026-10-18      | Fixed         | 14.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7243236.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8746 | PA      | $22.72        | 0.00%             | 2035-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2198376.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7025 | PA      | $6890.97      | 0.00%             | 2026-12-07      | Fixed         | 17.42%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8857753.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13102 | PA      | $12764.18     | 0.00%             | 2026-09-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1712567.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       916 | PA      | $901.97       | 0.00%             | 2026-09-14      | Fixed         | 31.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8955097.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3255 | PA      | $3185.36      | 0.00%             | 2026-10-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 36202D2D2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     26829 | PA      | $27086.71     | 0.00%             | 2033-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8339247.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8514 | PA      | $109.86       | 0.00%             | 2026-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8792611.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18917 | PA      | $18371.33     | 0.00%             | 2026-09-03      | 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        |   1840000 | PA      | $1877554.40   | 0.07%             | 2035-08-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6547411.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14177 | PA      | $0.68         | 0.00%             | 2034-10-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8485266.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       721 | PA      | $694.10       | 0.00%             | 2026-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991894965.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2104 | PA      | $2179.12      | 0.00%             | 2027-02-03      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7880155.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1351 | PA      | $31.62        | 0.00%             | 2025-12-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Playtika Holding Corp.                                                          | Playtika Holding Corp., First Lien, CME Term Loan, B1                                             | CUSIP: 72814CAF5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | LON              | CORP              | US        |    687020 | PA      | $673155.59    | 0.03%             | 2028-03-13      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8124817.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1528 | PA      | $32.94        | 0.00%             | 2026-02-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1708159.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       542 | PA      | $38.69        | 0.00%             | 2026-09-14      | Fixed         | 30.60%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2077278.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       499 | PA      | $489.49       | 0.00%             | 2026-11-19      | Fixed         | 10.24%                | No            |                  3 | On Loan: No      |
| Amgen, Inc.                                                                     | Amgen, Inc.                                                                                       | CUSIP: 031162DJ6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3902210.32   | 0.15%             | 2033-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8216590.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1287 | PA      | $28.23        | 0.00%             | 2026-03-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8898952.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14891 | PA      | $13342.68     | 0.00%             | 2026-09-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7674523.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6179 | PA      | $3127.69      | 0.00%             | 2035-10-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8914772.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2832 | PA      | $2659.46      | 0.00%             | 2026-10-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1709424.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3885 | PA      | $3839.12      | 0.00%             | 2026-09-14      | Fixed         | 18.79%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991664635.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2025-01-19      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6015748.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3151 | PA      | $0.03         | 0.00%             | 2034-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2631558.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5144 | PA      | $5047.56      | 0.00%             | 2027-02-15      | Fixed         | 15.18%                | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 31292G2S4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       287 | PA      | $296.86       | 0.00%             | 2029-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2413560.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1345 | PA      | $1320.14      | 0.00%             | 2027-01-11      | Fixed         | 25.29%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8634408.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4400 | PA      | $3875.77      | 0.00%             | 2026-07-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4675799.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3282 | PA      | $0.06         | 0.00%             | 2033-05-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2637903.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4432 | PA      | $4363.98      | 0.00%             | 2027-02-16      | Fixed         | 22.13%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4879124.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4098 | PA      | $0.04         | 0.00%             | 2033-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Verde Purchaser LLC                                                             | Verde Purchaser LLC, First Lien, Second Refinancing CME Term Loan                                 | CUSIP: 92338TAB2<br>LEI: 2549004HFEKMUGBG3Z35 | Long             | LON              | CORP              | US        |    523202 | PA      | $503867.42    | 0.02%             | 2030-11-30      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5132006.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       790 | PA      | $0.00         | 0.00%             | 2033-10-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8870278.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7618 | PA      | $7418.76      | 0.00%             | 2026-09-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5754310.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1070 | PA      | $0.00         | 0.00%             | 2034-01-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6275326.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2114 | PA      | $0.00         | 0.00%             | 2034-07-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7580830.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4100 | PA      | $2617.01      | 0.00%             | 2035-09-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2605748.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1184 | PA      | $85.23        | 0.00%             | 2027-07-15      | Fixed         | 25.45%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2415810.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2135 | PA      | $2094.00      | 0.00%             | 2027-06-12      | Fixed         | 22.13%                | No            |                  3 | On Loan: No      |
| Southern Co. (The)                                                              | Southern Co. (The)                                                                                | CUSIP: 842587DS3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   6100000 | PA      | $6344763.66   | 0.25%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8390639.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1002 | PA      | $266.68       | 0.00%             | 2026-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6537472.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2567 | PA      | $0.00         | 0.00%             | 2034-09-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991719423.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2029-01-23      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1710379.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       217 | PA      | $213.89       | 0.00%             | 2026-09-14      | Fixed         | 24.83%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7782513.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       795 | PA      | $550.42       | 0.00%             | 2035-11-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8635256.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21596 | PA      | $15731.62     | 0.00%             | 2026-07-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6909141.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19068 | PA      | $6.18         | 0.00%             | 2035-02-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991683577.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2028-01-21      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Maximus, Inc.                                                                   | Maximus, Inc., First Lien, CME Term Loan, B                                                       | CUSIP: 57779FAG0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    279692 | PA      | $280974.61    | 0.01%             | 2031-05-30      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1711759.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3518 | PA      | $1993.64      | 0.00%             | 2027-07-14      | Fixed         | 15.35%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7603430.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4283 | PA      | $980.53       | 0.00%             | 2035-09-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8040547.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1714 | PA      | $1367.20      | 0.00%             | 2026-01-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Quikrete Holdings, Inc.                                                         | Quikrete Holdings, Inc., First Lien, CME Term Loan, B3                                            | CUSIP: 74839XAL3<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |    274483 | PA      | $275126.43    | 0.01%             | 2032-02-10      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2008480.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       731 | PA      | $717.31       | 0.00%             | 2026-11-09      | Fixed         | 22.94%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7755718.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       995 | PA      | $582.67       | 0.00%             | 2035-11-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 20 Year                                                                                     | CUSIP: 31417YAZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5828 | PA      | $5862.54      | 0.00%             | 2029-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5568881.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1314 | PA      | $0.08         | 0.00%             | 2033-12-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                                 | CSAIL Commercial Mortgage Trust, Series 2021-C20, Class XA                                        | CUSIP: 22945EAW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  39402679 | PA      | $1543599.96   | 0.06%             | 2054-03-15      | Variable      | 0.99%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991683457.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2025-02-02      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| OBX Trust                                                                       | OBX Trust, Series 2024-NQM8, Class A1                                                             | CUSIP: 67119CAA8<br>LEI: 254900Y1YRD8JNADSC78 | Long             | ABS-MBS          | CORP              | US        |   2492730 | PA      | $2525101.68   | 0.10%             | 2064-05-25      | Fixed         | 6.23%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2009558.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10986 | PA      | $10953.68     | 0.00%             | 2028-11-09      | Fixed         | 26.34%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8541256.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       309 | PA      | $236.81       | 0.00%             | 2026-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7901133.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2134 | PA      | $1649.45      | 0.00%             | 2025-12-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8480803.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2509 | PA      | $2458.68      | 0.00%             | 2026-06-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7794291.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1915 | PA      | $54.01        | 0.00%             | 2035-11-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991757545.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       191 | PA      | $109.17       | 0.00%             | 2029-11-06      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991808749.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2028-10-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8896392.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1784 | PA      | $1384.49      | 0.00%             | 2026-09-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4842605.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4000 | PA      | $0.00         | 0.00%             | 2033-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6243792.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2999 | PA      | $0.00         | 0.00%             | 2034-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8810676.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2128 | PA      | $1272.86      | 0.00%             | 2026-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2410907.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1272 | PA      | $1247.51      | 0.00%             | 2027-01-11      | Fixed         | 21.60%                | No            |                  3 | On Loan: No      |
| Acrisure LLC                                                                    | Acrisure LLC, First Lien, CME Term Loan, B6                                                       | CUSIP: 00488PAV7<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |    281001 | PA      | $281176.53    | 0.01%             | 2030-11-06      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8602325.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2403 | PA      | $2288.09      | 0.00%             | 2026-07-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8921608.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       711 | PA      | $115.31       | 0.00%             | 2026-10-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley                                                                                    | CUSIP: 61744YAK4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9896853.00   | 0.39%             | 2028-07-22      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7769643.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1249 | PA      | $33.58        | 0.00%             | 2035-11-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| CACI International, Inc.                                                        | CACI International, Inc.                                                                          | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1327236.75   | 0.05%             | 2033-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7732561.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2520 | PA      | $1137.19      | 0.00%             | 2035-10-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2629665.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2869 | PA      | $2056.48      | 0.00%             | 2027-02-15      | Fixed         | 24.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2411982.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1887 | PA      | $1852.16      | 0.00%             | 2027-01-11      | Fixed         | 25.34%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8091464.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3613 | PA      | $3247.51      | 0.00%             | 2026-02-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7062617.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20347 | PA      | $62.00        | 0.00%             | 2035-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2407160.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5990 | PA      | $5917.24      | 0.00%             | 2027-01-11      | Fixed         | 18.83%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4879828.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1403 | PA      | $0.03         | 0.00%             | 2033-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Watco Cos. LLC / Watco Finance Corp.                                            | Watco Cos. LLC / Watco Finance Corp.                                                              | CUSIP: 941130AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2915000 | PA      | $3022694.68   | 0.12%             | 2032-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8817896.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7064 | PA      | $6078.44      | 0.00%             | 2026-09-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7514863.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9340 | PA      | $124.82       | 0.00%             | 2035-08-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 9019009.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17822 | PA      | $16758.15     | 0.00%             | 2026-10-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5251953.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1860 | PA      | $0.10         | 0.00%             | 2033-11-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1688964.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4482 | PA      | $4476.82      | 0.00%             | 2026-12-21      | Fixed         | 13.93%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1667997.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2420 | PA      | $2417.17      | 0.00%             | 2026-11-12      | Fixed         | 11.79%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7742967.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1573 | PA      | $684.93       | 0.00%             | 2035-11-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 3128K4AB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     33599 | PA      | $34472.69     | 0.00%             | 2036-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7112255.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2323 | PA      | $4.41         | 0.00%             | 2035-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8766315.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11789 | PA      | $11269.48     | 0.00%             | 2026-08-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5756610.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4556 | PA      | $0.06         | 0.00%             | 2034-01-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| EURO                                                                            | EURO                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | XX        |       334 | OU      | $385.07       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8773284.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         9 | PA      | $9.20         | 0.00%             | 2026-08-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2412786.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3147 | PA      | $3089.54      | 0.00%             | 2027-01-11      | Fixed         | 24.26%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2631621.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13102 | PA      | $12835.18     | 0.00%             | 2029-02-15      | Fixed         | 15.64%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 9012575.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8642 | PA      | $8431.72      | 0.00%             | 2026-10-26      | 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        |   6700000 | PA      | $6591039.64   | 0.26%             | 2027-06-14      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS Group AG                                                                                      | CUSIP: 902613BB3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   4000000 | PA      | $4007892.36   | 0.16%             | 2026-04-17      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                                   | UniCredit SpA                                                                                     | CUSIP: 904678AY5<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |   5300000 | PA      | $4895674.77   | 0.19%             | 2032-06-03      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8213268.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3152 | PA      | $1019.39      | 0.00%             | 2026-03-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2410159.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1654 | PA      | $1624.76      | 0.00%             | 2027-01-11      | Fixed         | 27.94%                | No            |                  3 | On Loan: No      |
| JH North America Holdings, Inc.                                                 | JH North America Holdings, Inc.                                                                   | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |    475000 | PA      | $484768.38    | 0.02%             | 2031-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8741215.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6283 | PA      | $4028.80      | 0.00%             | 2026-08-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8712385.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1735 | PA      | $1660.09      | 0.00%             | 2026-08-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7913838.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       142 | PA      | $81.52        | 0.00%             | 2025-12-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6848265.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1144 | PA      | $1.11         | 0.00%             | 2035-01-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1599440.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       563 | PA      | $578.11       | 0.00%             | 2026-08-05      | Fixed         | 26.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7847801.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       480 | PA      | $331.83       | 0.00%             | 2025-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7515221.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       874 | PA      | $525.99       | 0.00%             | 2035-08-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5983869.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1723 | PA      | $0.20         | 0.00%             | 2034-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| TransDigm, Inc.                                                                 | TransDigm, Inc.                                                                                   | CUSIP: 893647BW6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    320000 | PA      | $325408.96    | 0.01%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7647696.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11385 | PA      | $228.48       | 0.00%             | 2035-10-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31379FGY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10195 | PA      | $10542.04     | 0.00%             | 2028-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co.                                                                  | DTE Energy Co.                                                                                    | CUSIP: 233331BJ5<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   5700000 | PA      | $5797640.72   | 0.23%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1873980.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       853 | PA      | $841.44       | 0.00%             | 2026-10-28      | Fixed         | 31.12%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2639130.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1492 | PA      | $1466.91      | 0.00%             | 2027-02-16      | Fixed         | 21.01%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4693941.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8872 | PA      | $0.02         | 0.00%             | 2033-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Rutas 2 and 7 Finance Ltd.                                                      | Rutas 2 and 7 Finance Ltd.                                                                        | CUSIP: 78319MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    205334 | PA      | $154274.93    | 0.01%             | 2036-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7630072.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       290 | PA      | $59.01        | 0.00%             | 2035-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| BANK5 Trust                                                                     | BANK5 Trust, Series 2025-5YR13, Class XA                                                          | CUSIP: 06650CAM5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  49399775 | PA      | $1987609.84   | 0.08%             | 2058-01-15      | Variable      | 1.06%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                   | Uniform Mortgage-Backed Securities                                                                | CUSIP: 01F0326B5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9189000 | PA      | $8473135.46   | 0.33%             | 2055-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6753008.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6085 | PA      | $2.52         | 0.00%             | 2034-12-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Asurion LLC                                                                     | Asurion LLC, First Lien, New CME Term Loan, B11                                                   | CUSIP: 04649VBC3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     86521 | PA      | $86914.00     | 0.00%             | 2028-08-21      | Variable      | 8.33%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6410608.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23537 | PA      | $0.20         | 0.00%             | 2034-08-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8414495.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5338 | PA      | $3958.81      | 0.00%             | 2026-05-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| BRAVO Residential Funding Trust                                                 | BRAVO Residential Funding Trust, Series 2023-NQM6, Class A1                                       | CUSIP: 10569DAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    940743 | PA      | $949420.44    | 0.04%             | 2063-09-25      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-16640475.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7900 | PA      | $8005.47      | 0.00%             | 2027-08-02      | Fixed         | 12.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5915505.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16318 | PA      | $0.84         | 0.00%             | 2034-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8712320.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1447 | PA      | $1401.13      | 0.00%             | 2026-08-09      | 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        |    496072 | PA      | $497713.90    | 0.02%             | 2028-07-31      | Variable      | 7.13%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2637690.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2647 | PA      | $388.74       | 0.00%             | 2027-02-16      | Fixed         | 16.30%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8255421.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7290 | PA      | $5830.20      | 0.00%             | 2026-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8647947.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       629 | PA      | $594.75       | 0.00%             | 2026-07-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8386241.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       940 | PA      | $931.29       | 0.00%             | 2026-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12199831.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3132 | PA      | $3203.44      | 0.00%             | 2026-05-22      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8370392.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       311 | PA      | $204.77       | 0.00%             | 2026-05-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 20 Year                                                                                     | CUSIP: 31371MPJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        18 | PA      | $17.48        | 0.00%             | 2026-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8632209.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       348 | PA      | $226.03       | 0.00%             | 2026-07-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7121272.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2783 | PA      | $11.10        | 0.00%             | 2035-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Millrose Properties, Inc.                                                       | Millrose Properties, Inc.                                                                         | CUSIP: 601137AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    505000 | PA      | $507863.35    | 0.02%             | 2032-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5830440.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2577 | PA      | $0.00         | 0.00%             | 2034-02-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1874435.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       830 | PA      | $818.69       | 0.00%             | 2027-03-18      | Fixed         | 31.05%                | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 31297GL33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1717 | PA      | $1736.78      | 0.00%             | 2034-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8836017.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1140 | PA      | $1107.25      | 0.00%             | 2026-09-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5731303.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1418 | PA      | $0.00         | 0.00%             | 2034-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8741105.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1975 | PA      | $1956.88      | 0.00%             | 2026-08-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8797465.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       529 | PA      | $205.32       | 0.00%             | 2026-09-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2410292.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1110 | PA      | $1085.44      | 0.00%             | 2027-01-12      | Fixed         | 7.30%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 3128FUTQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       165 | PA      | $170.36       | 0.00%             | 2027-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2199186.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       817 | PA      | $801.60       | 0.00%             | 2026-12-09      | Fixed         | 25.95%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1709686.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4824 | PA      | $4743.55      | 0.00%             | 2026-09-16      | Fixed         | 14.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5956650.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       182 | PA      | $0.02         | 0.00%             | 2034-04-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Cengage Learning, Inc.                                                          | Cengage Learning, Inc., First Lien, 2024 Refinancing CME Term Loan                                | CUSIP: 15131YAQ8<br>LEI: 549300BYGM0FWUSVXJ88 | Long             | LON              | CORP              | US        |    493769 | PA      | $488060.80    | 0.02%             | 2031-03-24      | Variable      | 7.63%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 20 Year                                                                          | CUSIP: 3128E5FU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3682 | PA      | $3718.35      | 0.00%             | 2029-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7984842.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3159 | PA      | $39.13        | 0.00%             | 2026-01-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2205882.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1291 | PA      | $23.85        | 0.00%             | 2026-12-08      | Fixed         | 23.83%                | No            |                  3 | On Loan: No      |
| Viking Cruises Ltd.                                                             | Viking Cruises Ltd.                                                                               | CUSIP: 92676XAH0<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |   2030000 | PA      | $2064898.95   | 0.08%             | 2033-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Boots Group Bidco Ltd.                                                          | Boots Group Bidco Ltd. (The), First Lien, Closing Date Dollar CME Term Loan                       | CUSIP: 09947PAB7<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |    293238 | PA      | $294887.39    | 0.01%             | 2032-08-30      | Variable      | 7.70%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2633836.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3509 | PA      | $3440.09      | 0.00%             | 2027-02-15      | Fixed         | 12.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2406958.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       666 | PA      | $657.26       | 0.00%             | 2027-01-11      | Fixed         | 18.83%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2410685.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2929 | PA      | $1567.62      | 0.00%             | 2027-01-11      | Fixed         | 9.48%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8442089.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       934 | PA      | $926.57       | 0.00%             | 2026-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8646055.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2426 | PA      | $1811.83      | 0.00%             | 2026-07-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5941367.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4768 | PA      | $0.35         | 0.00%             | 2034-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2643133.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3319 | PA      | $3258.81      | 0.00%             | 2027-02-16      | Fixed         | 12.13%                | No            |                  3 | On Loan: No      |
| Dermatology Intermediate Holdings III, Inc.                                     | Dermatology Intermediate Holdings III, Inc., First Lien, Initial CME Term Loan                    | CUSIP: 24982LAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    311695 | PA      | $295199.71    | 0.01%             | 2029-03-26      | Variable      | 8.09%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991664785.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       173 | PA      | $182.17       | 0.00%             | 2027-05-26      | Fixed         | 18.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8694266.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       735 | PA      | $712.50       | 0.00%             | 2026-08-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2009107.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1654 | PA      | $1622.36      | 0.00%             | 2027-04-09      | Fixed         | 29.81%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7573480.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3736 | PA      | $66.62        | 0.00%             | 2035-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| MH Sub I LLC                                                                    | MH Sub I LLC (Micro Holding Corp.), First Lien, CME Term Loan                                     | CUSIP: 45567YAN5<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |    150551 | PA      | $137303.50    | 0.01%             | 2028-05-03      | Variable      | 8.25%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2201833.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1629 | PA      | $1600.12      | 0.00%             | 2026-12-08      | Fixed         | 19.78%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8985739.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6982 | PA      | $6671.49      | 0.00%             | 2026-10-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991578090.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2025-01-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1638183.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       782 | PA      | $40.80        | 0.00%             | 2035-10-26      | Fixed         | 17.71%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5996582.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       330 | PA      | $0.00         | 0.00%             | 2034-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2635424.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13966 | PA      | $13803.68     | 0.00%             | 2027-02-15      | Fixed         | 16.37%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6966531.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3997 | PA      | $3.33         | 0.00%             | 2035-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7971372.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1085 | PA      | $27.50        | 0.00%             | 2026-01-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7473372.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7838 | PA      | $3853.97      | 0.00%             | 2035-08-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5877776.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       691 | PA      | $0.00         | 0.00%             | 2034-03-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991884438.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-12-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| INEOS US Petrochem LLC                                                          | INEOS US Petrochem LLC, First Lien, New CME Term Loan, B1                                         | CUSIP: G4770MAL8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    398002 | PA      | $332994.48    | 0.01%             | 2029-04-02      | Variable      | 8.31%                 | No            |                  2 | On Loan: No      |
| UTEX Industries, Inc.                                                           | UTEX Industries, Inc.                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | US        |      1440 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2412808.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3358 | PA      | $3316.41      | 0.00%             | 2027-01-11      | Fixed         | 17.54%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 3140JADM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5338169 | PA      | $4877888.84   | 0.19%             | 2048-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 31283H6F7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5612 | PA      | $5772.65      | 0.00%             | 2035-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11579549.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13708 | PA      | $13881.04     | 0.00%             | 2026-12-15      | Fixed         | 13.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991803197.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-12-07      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 3140W0GE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  31182979 | PA      | $29007799.17  | 1.13%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6389202.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3677 | PA      | $0.00         | 0.00%             | 2034-08-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2010047.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2279 | PA      | $2231.19      | 0.00%             | 2026-11-09      | Fixed         | 7.23%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-16662334.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11301 | PA      | $11495.76     | 0.00%             | 2027-07-26      | Fixed         | 15.24%                | No            |                  3 | On Loan: No      |
| Benchmark Mortgage Trust                                                        | Benchmark Mortgage Trust, Series 2025-V13, Class XA                                               | CUSIP: 08164ABA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  46939000 | PA      | $1477865.03   | 0.06%             | 2058-02-15      | Variable      | 0.91%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1600460.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3353 | PA      | $3374.73      | 0.00%             | 2026-08-06      | Fixed         | 15.20%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991927325.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2028-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1659079.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1815 | PA      | $1842.98      | 0.00%             | 2026-11-09      | Fixed         | 19.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2009665.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2248 | PA      | $2206.19      | 0.00%             | 2026-11-09      | Fixed         | 10.88%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8964503.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       643 | PA      | $624.30       | 0.00%             | 2026-10-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4873405.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5886 | PA      | $0.00         | 0.00%             | 2033-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2635628.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1072 | PA      | $328.73       | 0.00%             | 2027-02-15      | Fixed         | 26.36%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8720387.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6947 | PA      | $6676.04      | 0.00%             | 2026-08-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8470455.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       984 | PA      | $264.71       | 0.00%             | 2026-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8814704.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2580 | PA      | $2538.01      | 0.00%             | 2026-09-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7951188.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       441 | PA      | $360.44       | 0.00%             | 2026-01-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Compass Datacenters Issuer II LLC                                               | Compass Datacenters Issuer II LLC, Series 2025-2A, Class A1                                       | CUSIP: 20469CAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5504000 | PA      | $5522950.27   | 0.22%             | 2050-11-25      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma plc                                                              | Royalty Pharma plc                                                                                | CUSIP: 78081BAU7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   1250000 | PA      | $1252772.31   | 0.05%             | 2035-09-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7254743.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       104 | PA      | $37.42        | 0.00%             | 2035-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2079526.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1384 | PA      | $965.36       | 0.00%             | 2027-04-19      | Fixed         | 17.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2407748.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1259 | PA      | $90.11        | 0.00%             | 2027-01-11      | Fixed         | 30.43%                | No            |                  3 | On Loan: No      |
| Surgery Center Holdings, Inc.                                                   | Surgery Center Holdings, Inc., First Lien, 2025 Refinancing CME Term Loan                         | CUSIP: 86880NBD4<br>LEI: 54930054EVI5HWPPW113 | Long             | LON              | CORP              | US        |     57776 | PA      | $57993.95     | 0.00%             | 2030-12-19      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7109927.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8573 | PA      | $15.89        | 0.00%             | 2035-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Romania                                                                         | Romania Government Bond                                                                           | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |   2290000 | PA      | $2249285.38   | 0.09%             | 2027-02-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Core & Main LP                                                                  | Core & Main LP, First Lien, CME Term Loan, D                                                      | CUSIP: 40416VAG0<br>LEI: 549300ZSLF8Q660SCD17 | Long             | LON              | CORP              | US        |    456128 | PA      | $456983.07    | 0.02%             | 2028-07-27      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7601096.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12879 | PA      | $242.08       | 0.00%             | 2035-09-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LCM 34 Ltd.                                                                     | LCM 34 Ltd., Series 34A, Class A1R                                                                | CUSIP: 50203CAL7<br>LEI: 54930038DJKYPKSVRB29 | Long             | ABS-CBDO         | CORP              | KY        |  10900000 | PA      | $10902725.00  | 0.43%             | 2034-10-20      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5094427.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2121 | PA      | $0.04         | 0.00%             | 2033-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8784101.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1625 | PA      | $671.27       | 0.00%             | 2026-08-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1874302.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26379 | PA      | $3735.34      | 0.00%             | 2027-04-02      | Fixed         | 13.81%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8070664.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       662 | PA      | $484.22       | 0.00%             | 2026-02-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2198593.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1931 | PA      | $1104.13      | 0.00%             | 2026-12-07      | Fixed         | 14.12%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8665558.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3857 | PA      | $3729.53      | 0.00%             | 2026-07-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8860963.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12452 | PA      | $12194.48     | 0.00%             | 2026-09-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4964338.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1028 | PA      | $0.00         | 0.00%             | 2033-08-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8618362.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1646 | PA      | $1559.12      | 0.00%             | 2026-07-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8662250.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       114 | PA      | $107.65       | 0.00%             | 2026-07-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| CDW LLC / CDW Finance Corp.                                                     | CDW LLC / CDW Finance Corp.                                                                       | CUSIP: 12513GBF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4794947.05   | 0.19%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2005025.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2679 | PA      | $2633.72      | 0.00%             | 2026-11-09      | Fixed         | 31.15%                | No            |                  3 | On Loan: No      |
| HCA, Inc.                                                                       | HCA, Inc.                                                                                         | CUSIP: 404119DE6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1385000 | PA      | $1376808.39   | 0.05%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4635753.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11156 | PA      | $0.00         | 0.00%             | 2033-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1873953.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11284 | PA      | $11050.40     | 0.00%             | 2026-10-18      | Fixed         | 6.89%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8713707.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       855 | PA      | $803.95       | 0.00%             | 2026-08-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7346393.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     62612 | PA      | $470.55       | 0.00%             | 2035-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4886903.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2071 | PA      | $0.00         | 0.00%             | 2033-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7339897.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3395 | PA      | $42.87        | 0.00%             | 2035-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5044258.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8147 | PA      | $1.55         | 0.00%             | 2033-08-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5295255.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1890 | PA      | $0.52         | 0.00%             | 2033-11-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 20 Year                                                                          | CUSIP: 3128P7EL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2671 | PA      | $2675.36      | 0.00%             | 2027-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2079762.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1258 | PA      | $1243.90      | 0.00%             | 2026-11-19      | Fixed         | 15.07%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6904989.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22149 | PA      | $434.39       | 0.00%             | 2035-02-05      | 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        |    742814 | PA      | $749353.15    | 0.03%             | 2068-12-25      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| Centene Corp.                                                                   | Centene Corp.                                                                                     | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2232664.74   | 0.09%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2643607.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17435 | PA      | $17243.86     | 0.00%             | 2027-02-16      | Fixed         | 16.31%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31405WJX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1998 | PA      | $2030.55      | 0.00%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8977731.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3780 | PA      | $3603.58      | 0.00%             | 2026-10-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6968103.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       537 | PA      | $0.98         | 0.00%             | 2035-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8888165.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1212 | PA      | $1045.74      | 0.00%             | 2026-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7256122.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1533 | PA      | $11.34        | 0.00%             | 2035-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| OBX Trust                                                                       | OBX Trust, Series 2023-NQM7, Class A1                                                             | CUSIP: 67117XAA4<br>LEI: 254900K7TTKPUWNMSZ83 | Long             | ABS-MBS          | CORP              | US        |   1878943 | PA      | $1903927.24   | 0.07%             | 2063-04-25      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8625055.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1294 | PA      | $19.68        | 0.00%             | 2026-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8706309.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14366 | PA      | $14177.78     | 0.00%             | 2026-08-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11946615.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6915 | PA      | $7021.32      | 0.00%             | 2027-01-11      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5334010.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       435 | PA      | $0.04         | 0.00%             | 2033-11-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2410765.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2470 | PA      | $2439.85      | 0.00%             | 2027-01-11      | Fixed         | 18.19%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8591547.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1089 | PA      | $1068.55      | 0.00%             | 2026-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31410EYH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     66847 | PA      | $69068.89     | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8810814.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5046 | PA      | $4921.74      | 0.00%             | 2026-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 31297T5F6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    104593 | PA      | $109080.07    | 0.00%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6913052.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2970 | PA      | $7.75         | 0.00%             | 2035-02-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5834318.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8185 | PA      | $0.12         | 0.00%             | 2034-02-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8775291.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       206 | PA      | $198.55       | 0.00%             | 2026-08-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| CHS/Community Health Systems, Inc.                                              | CHS/Community Health Systems, Inc.                                                                | CUSIP: 12543DBQ2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2120074.00   | 0.08%             | 2034-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8276869.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9066 | PA      | $7967.20      | 0.00%             | 2026-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8767283.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       548 | PA      | $538.54       | 0.00%             | 2026-08-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1625300.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1608 | PA      | $1611.64      | 0.00%             | 2026-09-23      | Fixed         | 11.79%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8824350.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8264 | PA      | $7869.20      | 0.00%             | 2026-09-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Bombardier, Inc.                                                                | Bombardier, Inc.                                                                                  | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |   1025000 | PA      | $1077272.98   | 0.04%             | 2033-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2414153.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       715 | PA      | $694.75       | 0.00%             | 2027-01-12      | Fixed         | 7.51%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7352490.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1987 | PA      | $12.28        | 0.00%             | 2035-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6670037.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6805 | PA      | $0.17         | 0.00%             | 2034-11-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8438474.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       244 | PA      | $238.85       | 0.00%             | 2026-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8808482.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6424 | PA      | $6291.55      | 0.00%             | 2026-09-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8793582.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2888 | PA      | $2863.75      | 0.00%             | 2026-09-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8881432.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6367 | PA      | $6170.89      | 0.00%             | 2026-09-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2642691.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11979 | PA      | $1765.91      | 0.00%             | 2027-02-23      | Fixed         | 8.69%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7401076.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4234 | PA      | $31.40        | 0.00%             | 2035-07-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2196219.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2938 | PA      | $2880.03      | 0.00%             | 2026-12-07      | Fixed         | 25.27%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2069545.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1642 | PA      | $1613.94      | 0.00%             | 2026-11-19      | Fixed         | 12.88%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8202617.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1263 | PA      | $1087.26      | 0.00%             | 2026-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6173073.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1600 | PA      | $0.00         | 0.00%             | 2034-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2080879.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1397 | PA      | $1377.44      | 0.00%             | 2026-11-19      | Fixed         | 25.51%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1872738.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       443 | PA      | $436.30       | 0.00%             | 2026-10-18      | Fixed         | 21.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7629259.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2930 | PA      | $593.34       | 0.00%             | 2035-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8734766.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2397 | PA      | $2349.39      | 0.00%             | 2026-08-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Corebridge Global Funding                                                       | Corebridge Global Funding                                                                         | CUSIP: 00138CAV0<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2197805.63   | 0.09%             | 2028-09-19      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8287565.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1035 | PA      | $907.00       | 0.00%             | 2026-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8221997.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       358 | PA      | $140.60       | 0.00%             | 2026-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5033148.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       471 | PA      | $0.05         | 0.00%             | 2033-08-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5575886.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       894 | PA      | $0.00         | 0.00%             | 2033-12-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2009941.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2715 | PA      | $2665.42      | 0.00%             | 2026-11-09      | Fixed         | 25.35%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2634310.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4447 | PA      | $4378.64      | 0.00%             | 2027-07-15      | Fixed         | 27.59%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6209210.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6712 | PA      | $0.95         | 0.00%             | 2034-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2200840.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3066 | PA      | $3009.50      | 0.00%             | 2026-12-08      | Fixed         | 27.39%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5112955.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4811 | PA      | $0.00         | 0.00%             | 2033-09-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6353581.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       916 | PA      | $0.09         | 0.00%             | 2034-07-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8853183.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1260 | PA      | $1226.86      | 0.00%             | 2026-09-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2636370.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1187 | PA      | $1167.13      | 0.00%             | 2027-02-15      | Fixed         | 25.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7537580.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25953 | PA      | $510.64       | 0.00%             | 2035-08-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust                          | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2016-JP3, Class AS                 | CUSIP: 46590RAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3990000 | PA      | $3878754.01   | 0.15%             | 2049-08-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Waste Pro USA, Inc.                                                             | Waste Pro USA, Inc.                                                                               | CUSIP: 94107JAC7<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |    800000 | PA      | $833539.20    | 0.03%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC STACR REMIC Trust, Series 2025-DNA1, Class A1                                               | CUSIP: 35564NFY4<br>LEI: 529900WZAMS87JCAOC53 | Long             | ABS-MBS          | CORP              | US        |   2233125 | PA      | $2236390.72   | 0.09%             | 2045-01-25      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6023977.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       871 | PA      | $0.09         | 0.00%             | 2034-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8719381.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6759 | PA      | $5760.15      | 0.00%             | 2026-08-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Octagon Investment Partners 36 Ltd.                                             | Octagon Investment Partners 36 Ltd., Series 2018-1A, Class A1                                     | CUSIP: 67591UAC1<br>LEI: 549300S890TBOLY1D042 | Long             | ABS-CBDO         | CORP              | KY        |   1262818 | PA      | $1263463.55   | 0.05%             | 2031-04-15      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7696300.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5166 | PA      | $97.22        | 0.00%             | 2035-10-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8936681.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1121 | PA      | $1037.02      | 0.00%             | 2026-10-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 9013486.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7655 | PA      | $7375.77      | 0.00%             | 2026-10-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6461434.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6632 | PA      | $0.96         | 0.00%             | 2034-09-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2206634.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       739 | PA      | $724.41       | 0.00%             | 2026-12-08      | Fixed         | 21.58%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6566625.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10420 | PA      | $0.00         | 0.00%             | 2034-10-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4821904.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       796 | PA      | $0.00         | 0.00%             | 2033-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8948619.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1196 | PA      | $1175.19      | 0.00%             | 2026-10-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8913778.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1528 | PA      | $1469.50      | 0.00%             | 2026-10-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8180916.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       897 | PA      | $245.93       | 0.00%             | 2026-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2077747.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       903 | PA      | $889.71       | 0.00%             | 2026-11-19      | Fixed         | 25.84%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8843521.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20187 | PA      | $19847.23     | 0.00%             | 2026-09-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7052668.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1948 | PA      | $20.69        | 0.00%             | 2035-03-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7115331.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       631 | PA      | $155.18       | 0.00%             | 2035-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-16852920.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16794 | PA      | $17027.03     | 0.00%             | 2027-09-04      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12165054.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1346 | PA      | $1350.07      | 0.00%             | 2026-01-14      | Fixed         | 10.24%                | No            |                  3 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Notes                                                                               | CUSIP: 91282CJM4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  24000000 | PA      | $24718593.84  | 0.97%             | 2030-11-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8942921.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       480 | PA      | $288.73       | 0.00%             | 2026-10-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5589322.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4040 | PA      | $0.04         | 0.00%             | 2033-12-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8344402.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       522 | PA      | $509.04       | 0.00%             | 2026-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7323718.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3869 | PA      | $32.55        | 0.00%             | 2035-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4880881.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       274 | PA      | $0.00         | 0.00%             | 2033-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8372949.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       280 | PA      | $278.39       | 0.00%             | 2026-05-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8178539.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9322 | PA      | $4244.65      | 0.00%             | 2026-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Angel Oak Mortgage Trust                                                        | Angel Oak Mortgage Trust, Series 2025-HB1, Class A1                                               | CUSIP: 034936AA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1443702 | PA      | $1454244.83   | 0.06%             | 2055-02-25      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1874416.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8593 | PA      | $8467.49      | 0.00%             | 2026-10-18      | Fixed         | 25.46%                | No            |                  3 | On Loan: No      |
| Efesto Bidco SpA Efesto US LLC                                                  | Efesto Bidco SpA Efesto US LLC, Series XR                                                         | CUSIP: 28201XAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |   3600000 | PA      | $3597120.00   | 0.14%             | 2032-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6934329.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12367 | PA      | $15.06        | 0.00%             | 2035-02-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8986502.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4994 | PA      | $4860.22      | 0.00%             | 2026-10-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Alpha Generation LLC                                                            | Alpha Generation LLC, First Lien, Initial CME Term Loan, B                                        | CUSIP: 02072UAC6<br>LEI: 254900K5V62L4YGVKF49 | Long             | LON              | CORP              | US        |    547693 | PA      | $548998.84    | 0.02%             | 2031-09-30      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1489833.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2486 | PA      | $2548.78      | 0.00%             | 2026-10-30      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4877254.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1462 | PA      | $0.00         | 0.00%             | 2033-06-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991818350.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2025-02-07      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8284791.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       865 | PA      | $659.66       | 0.00%             | 2026-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 31296WE78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     46735 | PA      | $47470.65     | 0.00%             | 2034-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5708905.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       553 | PA      | $0.00         | 0.00%             | 2034-01-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Golden State Foods                                                              | Golden State Foods LLC, First Lien, Initial CME Term Loan                                         | CUSIP: 38121NAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    209751 | PA      | $210807.12    | 0.01%             | 2031-12-04      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5778008.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4729 | PA      | $0.00         | 0.00%             | 2034-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5170843.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14553 | PA      | $0.08         | 0.00%             | 2033-10-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8165043.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1261 | PA      | $538.77       | 0.00%             | 2026-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1661797.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       670 | PA      | $694.21       | 0.00%             | 2026-11-15      | Fixed         | 21.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5861134.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14061 | PA      | $1.53         | 0.00%             | 2034-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5142028.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       612 | PA      | $0.00         | 0.00%             | 2033-10-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7579649.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        37 | PA      | $21.56        | 0.00%             | 2035-09-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991619508.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-11-17      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991702178.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        66 | PA      | $4.56         | 0.00%             | 2026-01-06      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1872764.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       467 | PA      | $459.77       | 0.00%             | 2026-10-18      | Fixed         | 25.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8383275.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2532 | PA      | $2154.47      | 0.00%             | 2026-05-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8902185.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10238 | PA      | $9948.83      | 0.00%             | 2026-09-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8793937.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       581 | PA      | $470.08       | 0.00%             | 2026-09-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5332382.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1453 | PA      | $0.01         | 0.00%             | 2033-11-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |

### Signature

**Date Signed:** 2025-12-01

**Name of Applicant:** Franklin Strategic Series

**Signature:** Monica Krogh

**Name of Signer:** Monica Krogh

**Title:** Assistant Treasurer