# EDGAR Filing Document

**Accession Number:** 0001885778
**File Stem:** 0001193125-25-219578
**Filing Date:** 2025-9
**Character Count:** 646675
**Document Hash:** 5344e7024ff7a507934d4378eb0c5238
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-25-219578.hdr.sgml**: 20250926

**ACCESSION NUMBER**: 0001193125-25-219578

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 3

**CONFORMED PERIOD OF REPORT**: 20250731

**FILED AS OF DATE**: 20250926

**DATE AS OF CHANGE**: 20250926

**PERIOD START**: 20251031

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23748
- **FILM NUMBER:** 251346813

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

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

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

## Nport-Ex

![](img7484cf9f1.gif)

#### Quarterly portfolio holdings

## John Hancock

## Marathon Asset-Based Lending Fund

## Closed-end alternative
July 31, 2025

Manulife, Manulife Investments, Stylized M Design, and Manulife Investments & Stylized M Design are trademarks of The Manufacturers Life Insurance Company and John Hancock and the Stylized John Hancock Design are trademarks of John Hancock Life Insurance Company (U.S.A.). Each are used by it and by its affiliates under license.

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Consolidated Fund's investments

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#### As of 7-31-25 (unaudited)

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| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Asset-backed securities 38.9%** |  |  |  | **$90692445** |
| (Cost $90,609,956) |  |  |  |  |
| **Asset-backed securities 7.7%** | **Asset-backed securities 7.7%** | **Asset-backed securities 7.7%** |  | &nbsp;&nbsp;&nbsp;&nbsp;**17921985** |
| Carnow Auto Receivables Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-1A, Class D (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-15-28 | &nbsp;&nbsp;&nbsp;&nbsp;2936972 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2934187 |
| Hertz Vehicle Financing III LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1A, Class D (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-25-29 | &nbsp;&nbsp;&nbsp;&nbsp;2000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1993355 |
| Marlette Funding Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-3A, Class D (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-15-32 | &nbsp;&nbsp;&nbsp;&nbsp;3750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3800183 |
| Pagaya AI Debt Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-7, Class D (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-15-31 | &nbsp;&nbsp;&nbsp;&nbsp;3498696 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3540025 |
| Prosper Marketplace Issuance Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-1A, Class D (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-15-29 | &nbsp;&nbsp;&nbsp;&nbsp;3000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3123084 |
| Thor LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-A, Class C (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-15-41 | &nbsp;&nbsp;&nbsp;&nbsp;2536871 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2531151 |
| **Collateralized loan obligations 6.9%** | **Collateralized loan obligations 6.9%** | **Collateralized loan obligations 6.9%** |  | &nbsp;&nbsp;&nbsp;&nbsp;**16019236** |
| Birch Grove CLO, Ltd. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 19A, Class D2RR (3 month CME Term SOFR + 5.050%) (A)(B)(C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.372 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-17-37 | &nbsp;&nbsp;&nbsp;&nbsp;1750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1766380 |
| CIFC Funding, Ltd. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2013-4A, Class DR2 (3 month CME Term SOFR + 1.900%) (A)(C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.214 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-27-31 | &nbsp;&nbsp;&nbsp;&nbsp;2000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000766 |
| Columbia Cent CLO, Ltd. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-29A, Class D1R (3 month CME Term SOFR + 3.862%) (A)(C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.187 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-20-34 | &nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000000 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-29A, Class D1RR (3 month CME Term SOFR + 3.400%) (A)(C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.708 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-20-34 | &nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000000 |
| Dryden Senior Loan Fund |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-49A, Class DR (3 month CME Term SOFR + 3.662%) (A)(B)(C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.991 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-18-30 | &nbsp;&nbsp;&nbsp;&nbsp;3730000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3735364 |
| KKR Financial CLO, Ltd. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2013-1A, Class DR2 (3 month CME Term SOFR + 6.250%) (A)(B)(C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.568 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-15-29 | &nbsp;&nbsp;&nbsp;&nbsp;2500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2501098 |
| Myers Park CLO, Ltd. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-1A, Class D (3 month CME Term SOFR + 3.312%) (A)(B)(C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.637 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-20-30 | &nbsp;&nbsp;&nbsp;&nbsp;2000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2005480 |
| Rockford Tower CLO, Ltd. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-2A, Class DR (3 month CME Term SOFR + 3.112%) (A)(B)(C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.429 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-15-29 | &nbsp;&nbsp;&nbsp;&nbsp;2000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2010148 |
| **Commercial mortgage backed securities 23.0%** | **Commercial mortgage backed securities 23.0%** | **Commercial mortgage backed securities 23.0%** |  | &nbsp;&nbsp;&nbsp;&nbsp;**53596099** |
| ACREC LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-FL2, Class C (1 month CME Term SOFR + 4.281%) (A)(B)(C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.623 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-19-38 | &nbsp;&nbsp;&nbsp;&nbsp;2000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2015302 |
| Arizona Biltmore Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-BILT, Class E (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.487 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-11-29 | &nbsp;&nbsp;&nbsp;&nbsp;2000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2054145 |
| BAMLL Commercial Mortgage Securities Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-NASH, Class B (1 month CME Term SOFR + 2.750%) (A)(B)(C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.092 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-15-39 | &nbsp;&nbsp;&nbsp;&nbsp;2500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2508498 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-ASHF, Class C (1 month CME Term SOFR + 3.000%) (A)(B)(C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.342 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-15-42 | &nbsp;&nbsp;&nbsp;&nbsp;3000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3013855 |
| BX Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-ARIA, Class F (1 month CME Term SOFR + 2.708%) (A)(B)(C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-15-36 | &nbsp;&nbsp;&nbsp;&nbsp;2000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1997500 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-DELC, Class E (1 month CME Term SOFR + 5.286%) (A)(B)(C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.628 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-15-38 | &nbsp;&nbsp;&nbsp;&nbsp;2500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2528125 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-PALM, Class D (1 month CME Term SOFR + 2.640%) (A)(C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.982 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-15-37 | &nbsp;&nbsp;&nbsp;&nbsp;3556731 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3556731 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-SLCT, Class E (1 month CME Term SOFR + 3.391%) (A)(C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.732 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-15-42 | &nbsp;&nbsp;&nbsp;&nbsp;1969000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1949315 |
| CLNY Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-IKPR, Class C (1 month CME Term SOFR + 2.040%) (A)(C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.368 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-15-38 | &nbsp;&nbsp;&nbsp;&nbsp;1500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1443750 |
| Commercial Mortgage Trust (Deutsche Bank AG) |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-WCL1, Class C (1 month CME Term SOFR + 2.889%) (A)(B)(C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.231 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-15-41 | &nbsp;&nbsp;&nbsp;&nbsp;3300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3289630 |
| DBWF Mortgage Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-LCRS, Class C (1 month CME Term SOFR + 2.640%) (A)(C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.982 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-15-37 | &nbsp;&nbsp;&nbsp;&nbsp;1500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1496719 |
| FS Rialto Issuer, Ltd. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-FL3, Class D (1 month CME Term SOFR + 2.614%) (A)(B)(C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.954 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-16-36 | &nbsp;&nbsp;&nbsp;&nbsp;2500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2492922 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-FL10, Class AS (1 month CME Term SOFR + 1.593%) (A)(B)(C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.944 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-19-42 | &nbsp;&nbsp;&nbsp;&nbsp;2500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2490632 |
| GPMT, Ltd. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-FL4, Class D (1 month CME Term SOFR + 2.964%) (A)(C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.319 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-15-36 | &nbsp;&nbsp;&nbsp;&nbsp;2000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1813300 |
| Great Wolf Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-WOLF, Class E (1 month CME Term SOFR + 3.639%) (A)(B)(C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.981 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-15-39 | &nbsp;&nbsp;&nbsp;&nbsp;2180000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2190900 |
| GSMS Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-FAIR, Class E (A)(B)(D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.147 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-15-29 | &nbsp;&nbsp;&nbsp;&nbsp;4000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4074462 |
| J.P. Morgan Chase Commercial Mortgage Securities Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-BHR5, Class C (1 month CME Term SOFR + 2.542%) (A)(C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.884 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-15-40 | &nbsp;&nbsp;&nbsp;&nbsp;2000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1996258 |

---

1 JOHN HANCOCK MARATHON ASSET-BASED LENDING FUND \| QUARTERLY REPORT SEE NOTES TO CONSOLIDATED FUND'S INVESTMENTS

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Commercial mortgage backed securities (continued)** | **Commercial mortgage backed securities (continued)** | **Commercial mortgage backed securities (continued)** |  |  |
| KIND Commercial Mortgage Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-1, Class D (1 month CME Term SOFR + 3.438%) (A)(B)(C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-15-41 | &nbsp;&nbsp;&nbsp;&nbsp;3000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$3002813 |
| KKR Real Estate Finance Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-FL2, Class AS (1 month CME Term SOFR + 1.414%) (A)(C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.758 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-15-39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;950000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;931022 |
| KNDR Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-KIND, Class B (1 month CME Term SOFR + 1.464%) (A)(B)(C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-15-38 | &nbsp;&nbsp;&nbsp;&nbsp;1983710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1960153 |
| KSL Commercial Mortgage Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-HT2, Class B (1 month CME Term SOFR + 2.042%) (A)(B)(C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.384 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-15-39 | &nbsp;&nbsp;&nbsp;&nbsp;2500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2502344 |
| La Quinta Mortgage Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-LAQ, Class D (1 month CME Term SOFR + 4.188%) (A)(B)(C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-15-36 | &nbsp;&nbsp;&nbsp;&nbsp;1304250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1267206 |
| THPT Mortgage Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-THL, Class D (A)(B)(D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.252 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-10-34 | &nbsp;&nbsp;&nbsp;&nbsp;3000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3020517 |
| **Residential mortgage backed securities 1.3%** | **Residential mortgage backed securities 1.3%** | **Residential mortgage backed securities 1.3%** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**3155125** |
| ACHM Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-HE2, Class C (A)(B)(D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-25-38 | &nbsp;&nbsp;&nbsp;&nbsp;3057007 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3155125 |
| **Residential loans 18.2%** |  |  |  | **$42368277** |
| (Cost $42,541,118) |  |  |  |  |
| **JH Residential Whole Loan Trust (E)(F) 10.9%** | **JH Residential Whole Loan Trust (E)(F) 10.9%** |  |  | &nbsp;&nbsp;**25526749** |
| Bank of America, Loan ID - R1D2189860 | &nbsp;&nbsp;&nbsp;&nbsp;4.125 | &nbsp;&nbsp;08-01-35 | 114317 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90539 |
| Bank of America, Loan ID - R1D2207514 (G) | &nbsp;&nbsp;&nbsp;&nbsp;8.875 | &nbsp;&nbsp;11-01-34 | 24107 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19093 |
| Bank of America, Loan ID - R1D2223768 | &nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;04-01-57 | 71926 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56965 |
| Bank of America, Loan ID - R1D2231928 | &nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;06-01-47 | 192267 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;152276 |
| Bank of America, Loan ID - R1D320115934 | &nbsp;&nbsp;12.000 | &nbsp;&nbsp;09-25-27 | 2068 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1494 |
| Bank of America, Loan ID - R1D320404870 | &nbsp;&nbsp;&nbsp;&nbsp;9.875 | &nbsp;&nbsp;07-01-38 | 7220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5216 |
| Bank of America, Loan ID - R1D321106165 (H) | &nbsp;&nbsp;10.500 | &nbsp;&nbsp;03-01-37 | 3168 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2289 |
| Bank of America, Loan ID - R1D321285469 (I) | &nbsp;&nbsp;&nbsp;&nbsp;0.000 | &nbsp;&nbsp;06-01-24 | 10305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7445 |
| Bank of America, Loan ID - R1D321458571 (G) | &nbsp;&nbsp;&nbsp;&nbsp;5.625 | &nbsp;&nbsp;05-01-26 | 12068 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8718 |
| Bank of America, Loan ID - R1D321567782 | &nbsp;&nbsp;10.125 | &nbsp;&nbsp;07-01-35 | 4134 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2987 |
| Bank of America, Loan ID - R1D321672554 (G) | &nbsp;&nbsp;&nbsp;&nbsp;4.250 | &nbsp;&nbsp;02-01-24 | 68643 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49587 |
| Bank of America, Loan ID - R1D321680064 (H) | &nbsp;&nbsp;&nbsp;&nbsp;8.625 | &nbsp;&nbsp;01-01-28 | 4038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2917 |
| Bank of America, Loan ID - R1D321772642 (I) | &nbsp;&nbsp;12.875 | &nbsp;&nbsp;07-01-24 | 4722 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3411 |
| Bank of America, Loan ID - R1D321802346 | &nbsp;&nbsp;10.500 | &nbsp;&nbsp;07-01-42 | 2855 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2062 |
| Bank of America, Loan ID - R1D323613087 | &nbsp;&nbsp;&nbsp;&nbsp;0.000 | &nbsp;&nbsp;10-01-31 | 7912 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5716 |
| Bank of America, Loan ID - R1D326967519 | &nbsp;&nbsp;&nbsp;&nbsp;8.750 | &nbsp;&nbsp;02-01-30 | 13225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9554 |
| Bank of America, Loan ID - R1D329279749 | &nbsp;&nbsp;&nbsp;&nbsp;9.375 | &nbsp;&nbsp;02-01-37 | 6910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4991 |
| Bank of America, Loan ID - R1D331184438 | &nbsp;&nbsp;&nbsp;&nbsp;4.750 | &nbsp;&nbsp;06-01-28 | 10517 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7597 |
| Bank of America, Loan ID - R1D331351411 | &nbsp;&nbsp;&nbsp;&nbsp;8.000 | &nbsp;&nbsp;11-01-37 | 15766 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11390 |
| Bank of America, Loan ID - R1D332396107 | &nbsp;&nbsp;&nbsp;&nbsp;1.000 | &nbsp;&nbsp;06-01-28 | 20664 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14928 |
| Bank of America, Loan ID - R1D333118907 | &nbsp;&nbsp;&nbsp;&nbsp;8.625 | &nbsp;&nbsp;11-01-28 | 6815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4923 |
| Bank of America, Loan ID - R1D333435452 (G) | &nbsp;&nbsp;10.500 | &nbsp;&nbsp;11-01-24 | 7785 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5624 |
| Bank of America, Loan ID - R1D334715743 (G) | &nbsp;&nbsp;&nbsp;&nbsp;6.500 | &nbsp;&nbsp;12-01-36 | 15802 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11415 |
| Bank of America, Loan ID - R1D338003284 (H) | &nbsp;&nbsp;11.125 | &nbsp;&nbsp;09-01-41 | 16135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11656 |
| Bank of America, Loan ID - R1D341220853 | &nbsp;&nbsp;11.750 | &nbsp;&nbsp;10-25-28 | 10005 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7227 |
| Bank of America, Loan ID - R1D341275604 (I) | &nbsp;&nbsp;11.750 | &nbsp;&nbsp;09-01-24 | 1676 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1211 |
| Bank of America, Loan ID - R1D345587535 (G) | &nbsp;&nbsp;&nbsp;&nbsp;9.875 | &nbsp;&nbsp;11-01-36 | 27471 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19845 |
| Bank of America, Loan ID - R1D345744745 | &nbsp;&nbsp;10.125 | &nbsp;&nbsp;08-01-33 | 4606 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3327 |
| Bank of America, Loan ID - R1D347751887 (H) | &nbsp;&nbsp;&nbsp;&nbsp;8.250 | &nbsp;&nbsp;11-25-28 | 15708 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11347 |
| Bank of America, Loan ID - R1D348255384 (H) | &nbsp;&nbsp;12.625 | &nbsp;&nbsp;06-01-35 | 4657 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3364 |
| Bank of America, Loan ID - R1D362185211 (G) | &nbsp;&nbsp;&nbsp;&nbsp;8.250 | &nbsp;&nbsp;05-25-29 | 51849 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37455 |
| Bank of America, Loan ID - R1D362733412 (H) | &nbsp;&nbsp;10.500 | &nbsp;&nbsp;08-01-27 | 5061 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3656 |
| Bank of America, Loan ID - R1D363420996 | &nbsp;&nbsp;11.000 | &nbsp;&nbsp;05-25-29 | 9255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6686 |
| Bank of America, Loan ID - R1D363873763 | &nbsp;&nbsp;&nbsp;&nbsp;2.000 | &nbsp;&nbsp;08-01-29 | 36580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26425 |
| Bank of America, Loan ID - R1D36749564 (H) | &nbsp;&nbsp;11.500 | &nbsp;&nbsp;06-01-35 | 18 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13 |
| Bank of America, Loan ID - R1D368227582 (G) | &nbsp;&nbsp;&nbsp;&nbsp;5.875 | &nbsp;&nbsp;12-01-28 | 21913 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15830 |
| Bank of America, Loan ID - R1D377116667 (G) | &nbsp;&nbsp;12.125 | &nbsp;&nbsp;08-01-24 | 9988 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7215 |
| Bank of America, Loan ID - R1D382472688 (G) | &nbsp;&nbsp;&nbsp;&nbsp;6.500 | &nbsp;&nbsp;11-01-28 | 100524 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72619 |
| Bank of America, Loan ID - R1D4135626031 (H) | &nbsp;&nbsp;&nbsp;&nbsp;9.500 | &nbsp;&nbsp;10-11-35 | 55671 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42839 |

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SEE NOTES TO CONSOLIDATED FUND'S INVESTMENTS JOHN HANCOCK MARATHON ASSET-BASED LENDING FUND \| QUARTERLY REPORT 2

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| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **JH Residential Whole Loan Trust (continued)** | **JH Residential Whole Loan Trust (continued)** |  |  |  |
| Bank of America, Loan ID - R1D4142880321 (H) | &nbsp;&nbsp;&nbsp;&nbsp;4.125 | &nbsp;&nbsp;06-15-36 | 57047 | $43898 |
| Bank of America, Loan ID - R1D4176255967 | &nbsp;&nbsp;&nbsp;&nbsp;9.125 | &nbsp;&nbsp;07-25-32 | 16388 | &nbsp;&nbsp;&nbsp;12610 |
| Bank of America, Loan ID - R1D4874021873 | &nbsp;&nbsp;&nbsp;&nbsp;6.125 | &nbsp;&nbsp;11-01-34 | 150678 | 115947 |
| Bank of America, Loan ID - R1D4875758189 (G) | &nbsp;&nbsp;&nbsp;&nbsp;2.740 | &nbsp;&nbsp;03-29-33 | 369829 | 284583 |
| Bank of America, Loan ID - R1D4875958325 | &nbsp;&nbsp;&nbsp;&nbsp;8.440 | &nbsp;&nbsp;12-01-31 | 13126 | &nbsp;&nbsp;&nbsp;10100 |
| Bank of America, Loan ID - R1D4875960106 | &nbsp;&nbsp;&nbsp;&nbsp;8.090 | &nbsp;&nbsp;04-15-32 | 32302 | &nbsp;&nbsp;&nbsp;24856 |
| Bank of America, Loan ID - R1D4875973630 (G) | &nbsp;&nbsp;&nbsp;&nbsp;8.090 | &nbsp;&nbsp;03-01-31 | 22201 | &nbsp;&nbsp;&nbsp;17084 |
| Bank of America, Loan ID - R1D4876049582 (H) | &nbsp;&nbsp;&nbsp;&nbsp;8.240 | &nbsp;&nbsp;07-18-32 | 18292 | &nbsp;&nbsp;&nbsp;14076 |
| Bank of America, Loan ID - R1D4876317082 (G) | &nbsp;&nbsp;&nbsp;&nbsp;7.490 | &nbsp;&nbsp;07-29-30 | 59371 | &nbsp;&nbsp;&nbsp;45686 |
| Bank of America, Loan ID - R1D4876762155 (H) | &nbsp;&nbsp;&nbsp;&nbsp;7.740 | &nbsp;&nbsp;01-16-36 | 58687 | &nbsp;&nbsp;&nbsp;45160 |
| Bank of America, Loan ID - R1D4876763347 (G) | &nbsp;&nbsp;&nbsp;&nbsp;4.375 | &nbsp;&nbsp;01-03-54 | 346802 | 266864 |
| Bank of America, Loan ID - R1D4876771641 (G) | &nbsp;&nbsp;&nbsp;&nbsp;2.740 | &nbsp;&nbsp;06-01-35 | 137964 | 106163 |
| Bank of America, Loan ID - R1D4876787441 | &nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;09-01-54 | 325841 | 250734 |
| Bank of America, Loan ID - R1D4877096402 (G) | &nbsp;&nbsp;&nbsp;&nbsp;9.240 | &nbsp;&nbsp;05-01-35 | 30803 | &nbsp;&nbsp;&nbsp;23703 |
| Bank of America, Loan ID - R1D4877182962 (G) | &nbsp;&nbsp;&nbsp;&nbsp;5.059 | &nbsp;&nbsp;11-12-31 | 48719 | &nbsp;&nbsp;&nbsp;37489 |
| Bank of America, Loan ID - R1D4877521188 | &nbsp;&nbsp;&nbsp;&nbsp;6.190 | &nbsp;&nbsp;02-09-32 | 10194 | &nbsp;&nbsp;&nbsp;&nbsp;7844 |
| Bank of America, Loan ID - R1D648343679 | &nbsp;&nbsp;&nbsp;&nbsp;9.750 | &nbsp;&nbsp;11-25-29 | 67394 | &nbsp;&nbsp;&nbsp;51354 |
| Bank of America, Loan ID - R1D65796677 | &nbsp;&nbsp;10.875 | &nbsp;&nbsp;10-25-29 | 4894 | &nbsp;&nbsp;&nbsp;&nbsp;3729 |
| Bank of America, Loan ID - R1D667955965 | &nbsp;&nbsp;11.375 | &nbsp;&nbsp;10-25-29 | 7757 | &nbsp;&nbsp;&nbsp;&nbsp;5911 |
| Bank of America, Loan ID - R1D67442686 | &nbsp;&nbsp;12.750 | &nbsp;&nbsp;10-25-29 | 5526 | &nbsp;&nbsp;&nbsp;&nbsp;4211 |
| Bank of America, Loan ID - R1D676546412 (G) | &nbsp;&nbsp;&nbsp;&nbsp;5.250 | &nbsp;&nbsp;10-25-29 | 144930 | 110437 |
| Bank of America, Loan ID - R1D677588112 (G) | &nbsp;&nbsp;12.500 | &nbsp;&nbsp;08-25-29 | 15766 | &nbsp;&nbsp;&nbsp;12014 |
| Bank of America, Loan ID - R1D681784389 | &nbsp;&nbsp;&nbsp;&nbsp;3.875 | &nbsp;&nbsp;09-25-29 | 379955 | 289526 |
| Bank of America, Loan ID - R1D681965722 | &nbsp;&nbsp;11.000 | &nbsp;&nbsp;10-25-29 | 23736 | &nbsp;&nbsp;&nbsp;18087 |
| Bank of America, Loan ID - R1D681977177 | &nbsp;&nbsp;&nbsp;&nbsp;9.000 | &nbsp;&nbsp;10-25-29 | 4098 | &nbsp;&nbsp;&nbsp;&nbsp;3122 |
| Bank of America, Loan ID - R1D682449041 | &nbsp;&nbsp;11.500 | &nbsp;&nbsp;10-25-29 | 12482 | &nbsp;&nbsp;&nbsp;&nbsp;9511 |
| Bank of America, Loan ID - R1D682585998 (G) | &nbsp;&nbsp;11.500 | &nbsp;&nbsp;10-25-29 | 317 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;241 |
| Bank of America, Loan ID - R1D683013538 | &nbsp;&nbsp;10.750 | &nbsp;&nbsp;11-25-29 | 2691 | &nbsp;&nbsp;&nbsp;&nbsp;2051 |
| Bank of America, Loan ID - R1D683170000 (G) | &nbsp;&nbsp;&nbsp;&nbsp;6.750 | &nbsp;&nbsp;10-25-29 | 17414 | &nbsp;&nbsp;&nbsp;13269 |
| Bank of America, Loan ID - R1D683843935 | &nbsp;&nbsp;&nbsp;&nbsp;8.500 | &nbsp;&nbsp;10-25-29 | 1135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;865 |
| Bank of America, Loan ID - R1D684180712 | &nbsp;&nbsp;&nbsp;&nbsp;9.750 | &nbsp;&nbsp;10-25-29 | 4902 | &nbsp;&nbsp;&nbsp;&nbsp;3735 |
| Bank of America, Loan ID - R1D684517492 (G) | &nbsp;&nbsp;&nbsp;&nbsp;5.625 | &nbsp;&nbsp;10-25-29 | 32592 | &nbsp;&nbsp;&nbsp;24835 |
| Bank of America, Loan ID - R1D684760509 | &nbsp;&nbsp;13.000 | &nbsp;&nbsp;11-25-29 | 3985 | &nbsp;&nbsp;&nbsp;&nbsp;3037 |
| Bank of America, Loan ID - R1D684953503 | &nbsp;&nbsp;&nbsp;&nbsp;8.500 | &nbsp;&nbsp;11-25-29 | 15265 | &nbsp;&nbsp;&nbsp;11632 |
| Bank of America, Loan ID - R1D684967411 (G) | &nbsp;&nbsp;&nbsp;&nbsp;4.250 | &nbsp;&nbsp;11-25-29 | 92711 | &nbsp;&nbsp;&nbsp;70645 |
| Bank of America, Loan ID - R1D685329020 | &nbsp;&nbsp;&nbsp;&nbsp;8.750 | &nbsp;&nbsp;11-25-29 | 4726 | &nbsp;&nbsp;&nbsp;&nbsp;3601 |
| Bank of America, Loan ID - R1D685968483 | &nbsp;&nbsp;&nbsp;&nbsp;8.750 | &nbsp;&nbsp;11-25-29 | 7626 | &nbsp;&nbsp;&nbsp;&nbsp;5811 |
| Bank of America, Loan ID - R1D686170042 (G) | &nbsp;&nbsp;&nbsp;&nbsp;9.125 | &nbsp;&nbsp;11-25-29 | 144976 | 110471 |
| Bank of America, Loan ID - R1D686179719 | &nbsp;&nbsp;&nbsp;&nbsp;9.750 | &nbsp;&nbsp;11-25-29 | 6322 | &nbsp;&nbsp;&nbsp;&nbsp;4817 |
| Bank of America, Loan ID - R1D686281525 | &nbsp;&nbsp;13.125 | &nbsp;&nbsp;11-25-29 | 4894 | &nbsp;&nbsp;&nbsp;&nbsp;3729 |
| Bank of America, Loan ID - R1D686392408 (G) | &nbsp;&nbsp;&nbsp;&nbsp;6.250 | &nbsp;&nbsp;11-25-29 | 82692 | &nbsp;&nbsp;&nbsp;63012 |
| Bank of America, Loan ID - R1D686481633 | &nbsp;&nbsp;12.000 | &nbsp;&nbsp;11-25-29 | 15520 | &nbsp;&nbsp;&nbsp;11826 |
| Capital Asset Management, Loan ID - R1D1153882 | &nbsp;&nbsp;&nbsp;&nbsp;3.900 | &nbsp;&nbsp;09-01-47 | 67501 | &nbsp;&nbsp;&nbsp;46218 |
| Capital Asset Management, Loan ID - R1D1183348 (G) | &nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;05-01-48 | 39967 | &nbsp;&nbsp;&nbsp;27365 |
| Capital Asset Management, Loan ID - R1D1184084 | &nbsp;&nbsp;&nbsp;&nbsp;2.000 | &nbsp;&nbsp;02-01-49 | 45673 | &nbsp;&nbsp;&nbsp;31272 |
| Capital Asset Management, Loan ID - R1D1184204 (H) | &nbsp;&nbsp;12.375 | &nbsp;&nbsp;12-01-36 | 63823 | &nbsp;&nbsp;&nbsp;43700 |
| Capital Asset Management, Loan ID - R1D1184992 | &nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;11-10-43 | 32290 | &nbsp;&nbsp;&nbsp;22109 |
| Capital Asset Management, Loan ID - R1D1214825 (G) | &nbsp;&nbsp;10.250 | &nbsp;&nbsp;02-01-37 | 113613 | &nbsp;&nbsp;&nbsp;77791 |
| Capital Asset Management, Loan ID - R1D1216036 | &nbsp;&nbsp;10.000 | &nbsp;&nbsp;03-19-62 | 47106 | &nbsp;&nbsp;&nbsp;32253 |
| Capital Asset Management, Loan ID - R1D1233673 (H) | &nbsp;&nbsp;11.000 | &nbsp;&nbsp;02-15-27 | 7842 | &nbsp;&nbsp;&nbsp;&nbsp;5369 |
| Capital Asset Management, Loan ID - R1D1246972 | &nbsp;&nbsp;&nbsp;&nbsp;6.950 | &nbsp;&nbsp;11-01-35 | 19082 | &nbsp;&nbsp;&nbsp;13066 |
| Capital Asset Management, Loan ID - R1D1251042 (G) | &nbsp;&nbsp;&nbsp;&nbsp;6.000 | &nbsp;&nbsp;07-05-41 | 41021 | &nbsp;&nbsp;&nbsp;28087 |
| Capital Asset Management, Loan ID - R1D1270777 (H) | &nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;03-01-34 | 62369 | &nbsp;&nbsp;&nbsp;42704 |
| Capital Asset Management, Loan ID - R1D1271156 (H) | &nbsp;&nbsp;&nbsp;&nbsp;4.875 | &nbsp;&nbsp;02-01-40 | 38609 | &nbsp;&nbsp;&nbsp;26435 |
| Capital Asset Management, Loan ID - R1D1272438 | &nbsp;&nbsp;&nbsp;&nbsp;4.999 | &nbsp;&nbsp;05-01-41 | 15382 | &nbsp;&nbsp;&nbsp;10532 |
| Capital Asset Management, Loan ID - R1D1285038 | &nbsp;&nbsp;&nbsp;&nbsp;7.750 | &nbsp;&nbsp;11-01-37 | 96731 | &nbsp;&nbsp;&nbsp;66232 |

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3 JOHN HANCOCK MARATHON ASSET-BASED LENDING FUND \| QUARTERLY REPORT SEE NOTES TO CONSOLIDATED FUND'S INVESTMENTS

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| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **JH Residential Whole Loan Trust (continued)** | **JH Residential Whole Loan Trust (continued)** |  |  |  |
| Capital Asset Management, Loan ID - R1D1314469 (H) | &nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;08-22-31 | 1351 | &nbsp;&nbsp;&nbsp;&nbsp;$925 |
| Capital Asset Management, Loan ID - R1D1314775 (H) | &nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;10-28-37 | 20866 | 14287 |
| Capital Asset Management, Loan ID - R1D1316742 | &nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;07-25-42 | 33124 | 22680 |
| Capital Asset Management, Loan ID - R1D1317596 | &nbsp;&nbsp;&nbsp;&nbsp;6.000 | &nbsp;&nbsp;07-02-34 | 10474 | &nbsp;&nbsp;&nbsp;7171 |
| Capital Asset Management, Loan ID - R1D1317738 | &nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;06-01-58 | 74812 | 51224 |
| Capital Asset Management, Loan ID - R1D1320040 (H) | &nbsp;&nbsp;&nbsp;&nbsp;0.000 | &nbsp;&nbsp;01-12-28 | 2645 | &nbsp;&nbsp;&nbsp;1811 |
| Capital Asset Management, Loan ID - R1D1330504 (G) | &nbsp;&nbsp;&nbsp;&nbsp;0.000 | &nbsp;&nbsp;09-15-31 | 3142 | &nbsp;&nbsp;&nbsp;2152 |
| Capital Asset Management, Loan ID - R1D1331024 (G) | &nbsp;&nbsp;12.389 | &nbsp;&nbsp;01-15-23 | 14346 | &nbsp;&nbsp;&nbsp;9823 |
| Capital Asset Management, Loan ID - R1D1331435 (G) | &nbsp;&nbsp;13.930 | &nbsp;&nbsp;04-04-24 | 21468 | 14699 |
| Capital Asset Management, Loan ID - R1D1331710 | &nbsp;&nbsp;&nbsp;&nbsp;0.000 | &nbsp;&nbsp;11-01-35 | 22903 | 15682 |
| Capital Asset Management, Loan ID - R1D1332368 (G) | &nbsp;&nbsp;&nbsp;&nbsp;0.000 | &nbsp;&nbsp;06-01-26 | 10377 | &nbsp;&nbsp;&nbsp;7105 |
| Capital Asset Management, Loan ID - R1D1333231 | &nbsp;&nbsp;&nbsp;&nbsp;0.000 | &nbsp;&nbsp;08-01-37 | 11741 | &nbsp;&nbsp;&nbsp;8039 |
| Capital Asset Management, Loan ID - R1D1333871 | &nbsp;&nbsp;14.128 | &nbsp;&nbsp;04-13-47 | 18441 | 12627 |
| Capital Asset Management, Loan ID - R1D1333909 | &nbsp;&nbsp;&nbsp;&nbsp;9.000 | &nbsp;&nbsp;11-01-31 | 27738 | 18992 |
| Capital Asset Management, Loan ID - R1D1333990 (G) | &nbsp;&nbsp;&nbsp;&nbsp;0.000 | &nbsp;&nbsp;12-01-35 | 65967 | 45167 |
| Capital Asset Management, Loan ID - R1D1346507 | &nbsp;&nbsp;&nbsp;&nbsp;0.000 | &nbsp;&nbsp;03-01-36 | 34286 | 23476 |
| Capital Asset Management, Loan ID - R1D1373336 (G) | &nbsp;&nbsp;&nbsp;&nbsp;4.250 | &nbsp;&nbsp;07-01-22 | 731 | &nbsp;&nbsp;&nbsp;&nbsp;501 |
| Capital Asset Management, Loan ID - R1D1373352 | &nbsp;&nbsp;10.720 | &nbsp;&nbsp;12-01-28 | 9657 | &nbsp;&nbsp;&nbsp;6612 |
| Capital Asset Management, Loan ID - R1D1373527 (H) | &nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;10-01-24 | 5126 | &nbsp;&nbsp;&nbsp;3510 |
| Capital Asset Management, Loan ID - R1D1374601 (H) | &nbsp;&nbsp;&nbsp;&nbsp;9.996 | &nbsp;&nbsp;06-01-28 | 9717 | &nbsp;&nbsp;&nbsp;6653 |
| Capital Asset Management, Loan ID - R1D1376601 (G) | &nbsp;&nbsp;&nbsp;&nbsp;5.250 | &nbsp;&nbsp;08-01-21 | 3102 | &nbsp;&nbsp;&nbsp;2124 |
| Capital Asset Management, Loan ID - R1D1377871 (G) | &nbsp;&nbsp;14.600 | &nbsp;&nbsp;10-01-21 | 3780 | &nbsp;&nbsp;&nbsp;2588 |
| Capital Asset Management, Loan ID - R1D1377909 (G) | &nbsp;&nbsp;14.069 | &nbsp;&nbsp;04-01-22 | 4216 | &nbsp;&nbsp;&nbsp;2887 |
| Capital Asset Management, Loan ID - R1D1379406 (G) | &nbsp;&nbsp;&nbsp;&nbsp;5.750 | &nbsp;&nbsp;09-01-25 | 6809 | &nbsp;&nbsp;&nbsp;4662 |
| Capital Asset Management, Loan ID - R1D1379505 (G) | &nbsp;&nbsp;&nbsp;&nbsp;5.250 | &nbsp;&nbsp;06-01-21 | 2764 | &nbsp;&nbsp;&nbsp;1893 |
| Capital Asset Management, Loan ID - R1D1382459 (G) | &nbsp;&nbsp;11.290 | &nbsp;&nbsp;09-01-24 | 8526 | &nbsp;&nbsp;&nbsp;5838 |
| Capital Asset Management, Loan ID - R1D1382688 (H) | &nbsp;&nbsp;10.480 | &nbsp;&nbsp;10-01-28 | 5135 | &nbsp;&nbsp;&nbsp;3516 |
| Capital Asset Management, Loan ID - R1D1383898 | &nbsp;&nbsp;13.000 | &nbsp;&nbsp;03-01-28 | 6996 | &nbsp;&nbsp;&nbsp;4790 |
| Capital Asset Management, Loan ID - R1D1383904 (G) | &nbsp;&nbsp;14.447 | &nbsp;&nbsp;04-01-26 | 5396 | &nbsp;&nbsp;&nbsp;3695 |
| Capital Asset Management, Loan ID - R1D1384406 (G) | &nbsp;&nbsp;14.148 | &nbsp;&nbsp;07-01-23 | 9112 | &nbsp;&nbsp;&nbsp;6239 |
| Capital Asset Management, Loan ID - R1D1384420 (G) | &nbsp;&nbsp;14.350 | &nbsp;&nbsp;02-01-24 | 8976 | &nbsp;&nbsp;&nbsp;6146 |
| Capital Asset Management, Loan ID - R1D1386024 | &nbsp;&nbsp;&nbsp;&nbsp;8.688 | &nbsp;&nbsp;05-01-28 | 5700 | &nbsp;&nbsp;&nbsp;3903 |
| Capital Asset Management, Loan ID - R1D1386378 | &nbsp;&nbsp;14.140 | &nbsp;&nbsp;08-01-25 | 933 | &nbsp;&nbsp;&nbsp;&nbsp;639 |
| Capital Asset Management, Loan ID - R1D1386680 (H) | &nbsp;&nbsp;11.000 | &nbsp;&nbsp;02-19-34 | 11980 | &nbsp;&nbsp;&nbsp;8203 |
| Capital Asset Management, Loan ID - R1D1387610 (G) | &nbsp;&nbsp;13.656 | &nbsp;&nbsp;09-23-32 | 13567 | &nbsp;&nbsp;&nbsp;9290 |
| Capital Asset Management, Loan ID - R1D1388781 (G) | &nbsp;&nbsp;14.660 | &nbsp;&nbsp;12-20-35 | 13649 | &nbsp;&nbsp;&nbsp;9346 |
| Capital Asset Management, Loan ID - R1D138888 (G) | &nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;05-01-57 | 25694 | 17593 |
| Capital Asset Management, Loan ID - R1D1388909 (G) | &nbsp;&nbsp;&nbsp;&nbsp;5.250 | &nbsp;&nbsp;10-01-21 | 6921 | &nbsp;&nbsp;&nbsp;4739 |
| Capital Asset Management, Loan ID - R1D1389180 | &nbsp;&nbsp;11.060 | &nbsp;&nbsp;03-01-27 | 13636 | &nbsp;&nbsp;&nbsp;9336 |
| Capital Asset Management, Loan ID - R1D1390047 (H) | &nbsp;&nbsp;14.347 | &nbsp;&nbsp;05-05-25 | 5265 | &nbsp;&nbsp;&nbsp;3605 |
| Capital Asset Management, Loan ID - R1D1390407 (G) | &nbsp;&nbsp;&nbsp;&nbsp;6.000 | &nbsp;&nbsp;01-01-21 | 921 | &nbsp;&nbsp;&nbsp;&nbsp;631 |
| Capital Asset Management, Loan ID - R1D1391149 (G) | &nbsp;&nbsp;14.280 | &nbsp;&nbsp;03-01-20 | 848 | &nbsp;&nbsp;&nbsp;&nbsp;581 |
| Capital Asset Management, Loan ID - R1D1391275 | &nbsp;&nbsp;14.908 | &nbsp;&nbsp;02-05-32 | 9797 | &nbsp;&nbsp;&nbsp;6708 |
| Capital Asset Management, Loan ID - R1D1391842 | &nbsp;&nbsp;13.970 | &nbsp;&nbsp;06-28-35 | 13749 | &nbsp;&nbsp;&nbsp;9414 |
| Capital Asset Management, Loan ID - R1D1392485 (G) | &nbsp;&nbsp;&nbsp;&nbsp;8.304 | &nbsp;&nbsp;02-01-22 | 8524 | &nbsp;&nbsp;&nbsp;5837 |
| Capital Asset Management, Loan ID - R1D1392795 (H) | &nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;11-01-21 | 5716 | &nbsp;&nbsp;&nbsp;3914 |
| Capital Asset Management, Loan ID - R1D1393130 | &nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;02-01-29 | 3932 | &nbsp;&nbsp;&nbsp;2692 |
| Capital Asset Management, Loan ID - R1D1394267 (G) | &nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;10-01-22 | 3228 | &nbsp;&nbsp;&nbsp;2210 |
| Capital Asset Management, Loan ID - R1D1394531 (H) | &nbsp;&nbsp;11.890 | &nbsp;&nbsp;05-01-28 | 10225 | &nbsp;&nbsp;&nbsp;7001 |
| Capital Asset Management, Loan ID - R1D1395006 (H) | &nbsp;&nbsp;13.690 | &nbsp;&nbsp;02-28-30 | 8367 | &nbsp;&nbsp;&nbsp;5729 |
| Capital Asset Management, Loan ID - R1D1395613 (H) | &nbsp;&nbsp;14.810 | &nbsp;&nbsp;02-01-23 | 14939 | 10229 |
| Capital Asset Management, Loan ID - R1D1399385 (G) | &nbsp;&nbsp;&nbsp;&nbsp;5.250 | &nbsp;&nbsp;10-22-21 | 65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 |
| Capital Asset Management, Loan ID - R1D1404291 | &nbsp;&nbsp;&nbsp;&nbsp;8.000 | &nbsp;&nbsp;08-01-61 | 24064 | 16477 |
| Capital Asset Management, Loan ID - R1D1404613 (G) | &nbsp;&nbsp;10.000 | &nbsp;&nbsp;04-01-25 | 7376 | &nbsp;&nbsp;&nbsp;5050 |
| Capital Asset Management, Loan ID - R1D1405485 | &nbsp;&nbsp;&nbsp;&nbsp;8.000 | &nbsp;&nbsp;02-01-32 | 37042 | 25363 |
| Capital Asset Management, Loan ID - R1D1406329 | &nbsp;&nbsp;&nbsp;&nbsp;7.000 | &nbsp;&nbsp;04-01-35 | 76727 | 52535 |

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SEE NOTES TO CONSOLIDATED FUND'S INVESTMENTS JOHN HANCOCK MARATHON ASSET-BASED LENDING FUND \| QUARTERLY REPORT 4

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| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **JH Residential Whole Loan Trust (continued)** | **JH Residential Whole Loan Trust (continued)** |  |  |  |
| Capital Asset Management, Loan ID - R1D1410621 (H) | &nbsp;&nbsp;10.000 | &nbsp;&nbsp;11-30-37 | 169739 | $116220 |
| Capital Asset Management, Loan ID - R1D1493873 (G) | &nbsp;&nbsp;&nbsp;&nbsp;6.750 | &nbsp;&nbsp;08-20-29 | 96719 | &nbsp;&nbsp;&nbsp;&nbsp;66224 |
| Capital Asset Management, Loan ID - R1D1500901 | &nbsp;&nbsp;&nbsp;&nbsp;0.000 | &nbsp;&nbsp;09-29-25 | 281 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;193 |
| Capital Asset Management, Loan ID - R1D1526783 | &nbsp;&nbsp;&nbsp;&nbsp;6.750 | &nbsp;&nbsp;03-01-32 | 24435 | &nbsp;&nbsp;&nbsp;&nbsp;16731 |
| Capital Asset Management, Loan ID - R1D1538702 | &nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;10-01-59 | 356215 | &nbsp;&nbsp;&nbsp;243900 |
| Capital Asset Management, Loan ID - R1D1582190 (H) | &nbsp;&nbsp;&nbsp;&nbsp;2.000 | &nbsp;&nbsp;06-01-28 | 9033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6185 |
| Capital Asset Management, Loan ID - R1D1582271 (G) | &nbsp;&nbsp;&nbsp;&nbsp;7.000 | &nbsp;&nbsp;10-01-28 | 18747 | &nbsp;&nbsp;&nbsp;&nbsp;12836 |
| Capital Asset Management, Loan ID - R1D1582428 | &nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;01-01-43 | 72216 | &nbsp;&nbsp;&nbsp;&nbsp;49446 |
| Capital Asset Management, Loan ID - R1D1582848 (G) | &nbsp;&nbsp;13.990 | &nbsp;&nbsp;05-24-32 | 11335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7761 |
| Capital Asset Management, Loan ID - R1D1583331 (G) | &nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;06-01-27 | 11483 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7863 |
| Capital Asset Management, Loan ID - R1D1584709 | &nbsp;&nbsp;&nbsp;&nbsp;2.000 | &nbsp;&nbsp;02-01-31 | 8052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5513 |
| Capital Asset Management, Loan ID - R1D1584745 | &nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;12-01-36 | 22067 | &nbsp;&nbsp;&nbsp;&nbsp;15109 |
| Capital Asset Management, Loan ID - R1D1584833 | &nbsp;&nbsp;11.975 | &nbsp;&nbsp;04-01-31 | 20134 | &nbsp;&nbsp;&nbsp;&nbsp;13786 |
| Capital Asset Management, Loan ID - R1D1585078 (H) | &nbsp;&nbsp;12.250 | &nbsp;&nbsp;04-01-24 | 3891 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2664 |
| CTF Asset Management, Loan ID - R1D81110001741 | &nbsp;&nbsp;&nbsp;&nbsp;7.500 | &nbsp;&nbsp;03-01-52 | 50000 | &nbsp;&nbsp;&nbsp;&nbsp;44560 |
| CTF Asset Management, Loan ID - R1D81250006129 | &nbsp;&nbsp;&nbsp;&nbsp;8.000 | &nbsp;&nbsp;02-01-52 | 27500 | &nbsp;&nbsp;&nbsp;&nbsp;24508 |
| CTF Asset Management, Loan ID - R1D81600010478 | &nbsp;&nbsp;&nbsp;&nbsp;9.000 | &nbsp;&nbsp;07-01-52 | 151198 | &nbsp;&nbsp;&nbsp;134748 |
| CTF Asset Management, Loan ID - R1D81600010683 | &nbsp;&nbsp;&nbsp;&nbsp;8.500 | &nbsp;&nbsp;05-01-52 | 92000 | &nbsp;&nbsp;&nbsp;&nbsp;81990 |
| CTF Asset Management, Loan ID - R1D81600010803 | &nbsp;&nbsp;&nbsp;&nbsp;9.000 | &nbsp;&nbsp;06-01-52 | 50000 | &nbsp;&nbsp;&nbsp;&nbsp;44560 |
| CTF Asset Management, Loan ID - R1D81760006785 | &nbsp;&nbsp;&nbsp;&nbsp;7.500 | &nbsp;&nbsp;04-01-52 | 50000 | &nbsp;&nbsp;&nbsp;&nbsp;44560 |
| CTF Asset Management, Loan ID - R1D81760007026 | &nbsp;&nbsp;&nbsp;&nbsp;8.500 | &nbsp;&nbsp;06-01-52 | 59500 | &nbsp;&nbsp;&nbsp;&nbsp;53026 |
| CTF Asset Management, Loan ID - R1D81760007069 | &nbsp;&nbsp;&nbsp;&nbsp;8.500 | &nbsp;&nbsp;07-01-52 | 60500 | &nbsp;&nbsp;&nbsp;&nbsp;53918 |
| CTF Asset Management, Loan ID - R1D81760007071 | &nbsp;&nbsp;&nbsp;&nbsp;8.500 | &nbsp;&nbsp;07-01-52 | 24596 | &nbsp;&nbsp;&nbsp;&nbsp;21920 |
| CTF Asset Management, Loan ID - R1D81760007081 | &nbsp;&nbsp;&nbsp;&nbsp;8.500 | &nbsp;&nbsp;07-01-52 | 141000 | &nbsp;&nbsp;&nbsp;125659 |
| CTF Asset Management, Loan ID - R1D81800002738 | &nbsp;&nbsp;&nbsp;&nbsp;9.000 | &nbsp;&nbsp;06-01-52 | 70460 | &nbsp;&nbsp;&nbsp;&nbsp;62794 |
| CTF Asset Management, Loan ID - R1D81810000514 | &nbsp;&nbsp;&nbsp;&nbsp;7.500 | &nbsp;&nbsp;01-01-52 | 50000 | &nbsp;&nbsp;&nbsp;&nbsp;44560 |
| CTF Asset Management, Loan ID - R1D81890001613 | &nbsp;&nbsp;&nbsp;&nbsp;8.000 | &nbsp;&nbsp;03-01-52 | 50000 | &nbsp;&nbsp;&nbsp;&nbsp;44560 |
| CTF Asset Management, Loan ID - R1D82070004277 | &nbsp;&nbsp;10.000 | &nbsp;&nbsp;09-01-52 | 50000 | &nbsp;&nbsp;&nbsp;&nbsp;44560 |
| CTF Asset Management, Loan ID - R1D82070004505 | &nbsp;&nbsp;10.250 | &nbsp;&nbsp;10-01-52 | 50000 | &nbsp;&nbsp;&nbsp;&nbsp;44560 |
| CTF Asset Management, Loan ID - R1D82570006154 | &nbsp;&nbsp;10.250 | &nbsp;&nbsp;08-01-52 | 52425 | &nbsp;&nbsp;&nbsp;&nbsp;46721 |
| CTF Asset Management, Loan ID - R1D82750001568 | &nbsp;&nbsp;&nbsp;&nbsp;7.500 | &nbsp;&nbsp;01-01-52 | 50000 | &nbsp;&nbsp;&nbsp;&nbsp;44560 |
| CTF Asset Management, Loan ID - R1D82750001964 | &nbsp;&nbsp;&nbsp;&nbsp;8.500 | &nbsp;&nbsp;04-01-52 | 300000 | &nbsp;&nbsp;&nbsp;267360 |
| CTF Asset Management, Loan ID - R1D82750001988 | &nbsp;&nbsp;&nbsp;&nbsp;8.500 | &nbsp;&nbsp;05-01-52 | 115000 | &nbsp;&nbsp;&nbsp;102488 |
| CTF Asset Management, Loan ID - R1D82750001989 | &nbsp;&nbsp;&nbsp;&nbsp;9.500 | &nbsp;&nbsp;05-01-52 | 50000 | &nbsp;&nbsp;&nbsp;&nbsp;44560 |
| CTF Asset Management, Loan ID - R1D82790002031 | &nbsp;&nbsp;10.250 | &nbsp;&nbsp;08-01-52 | 572500 | &nbsp;&nbsp;&nbsp;510212 |
| CTF Asset Management, Loan ID - R1D82870001926 | &nbsp;&nbsp;&nbsp;&nbsp;9.000 | &nbsp;&nbsp;05-01-52 | 27000 | &nbsp;&nbsp;&nbsp;&nbsp;24062 |
| CTF Asset Management, Loan ID - R1D82960002037 | &nbsp;&nbsp;&nbsp;&nbsp;8.500 | &nbsp;&nbsp;07-01-52 | 49298 | &nbsp;&nbsp;&nbsp;&nbsp;43934 |
| CTF Asset Management, Loan ID - R1D86000027389 | &nbsp;&nbsp;&nbsp;&nbsp;8.000 | &nbsp;&nbsp;01-01-52 | 51500 | &nbsp;&nbsp;&nbsp;&nbsp;45897 |
| CTF Asset Management, Loan ID - R1D86000027849 | &nbsp;&nbsp;&nbsp;&nbsp;7.500 | &nbsp;&nbsp;03-01-52 | 186001 | &nbsp;&nbsp;&nbsp;165764 |
| CTF Asset Management, Loan ID - R1D86000028867 | &nbsp;&nbsp;&nbsp;&nbsp;8.000 | &nbsp;&nbsp;04-01-52 | 48867 | &nbsp;&nbsp;&nbsp;&nbsp;43550 |
| CTF Asset Management, Loan ID - R1D86000030366 | &nbsp;&nbsp;&nbsp;&nbsp;7.500 | &nbsp;&nbsp;04-01-52 | 500000 | &nbsp;&nbsp;&nbsp;445600 |
| CTF Asset Management, Loan ID - R1D86000030696 | &nbsp;&nbsp;&nbsp;&nbsp;8.000 | &nbsp;&nbsp;04-01-52 | 52500 | &nbsp;&nbsp;&nbsp;&nbsp;46788 |
| CTF Asset Management, Loan ID - R1D86000032652 | &nbsp;&nbsp;&nbsp;&nbsp;8.500 | &nbsp;&nbsp;06-01-52 | 72500 | &nbsp;&nbsp;&nbsp;&nbsp;64612 |
| CTF Asset Management, Loan ID - R1D86000032881 | &nbsp;&nbsp;&nbsp;&nbsp;9.500 | &nbsp;&nbsp;06-01-52 | 48842 | &nbsp;&nbsp;&nbsp;&nbsp;43528 |
| CTF Asset Management, Loan ID - R1D86000032890 | &nbsp;&nbsp;&nbsp;&nbsp;8.500 | &nbsp;&nbsp;06-01-52 | 8340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7433 |
| CTF Asset Management, Loan ID - R1D86000032918 | &nbsp;&nbsp;&nbsp;&nbsp;8.500 | &nbsp;&nbsp;06-01-52 | 50000 | &nbsp;&nbsp;&nbsp;&nbsp;44560 |
| CTF Asset Management, Loan ID - R1D86000032937 | &nbsp;&nbsp;&nbsp;&nbsp;8.500 | &nbsp;&nbsp;06-01-52 | 477000 | &nbsp;&nbsp;&nbsp;425102 |
| CTF Asset Management, Loan ID - R1D86000033234 | &nbsp;&nbsp;&nbsp;&nbsp;8.500 | &nbsp;&nbsp;06-01-52 | 86300 | &nbsp;&nbsp;&nbsp;&nbsp;76911 |
| CTF Asset Management, Loan ID - R1D86000033972 | &nbsp;&nbsp;&nbsp;&nbsp;9.000 | &nbsp;&nbsp;07-01-52 | 49625 | &nbsp;&nbsp;&nbsp;&nbsp;44226 |
| CTF Asset Management, Loan ID - R1D86000034252 | &nbsp;&nbsp;10.250 | &nbsp;&nbsp;08-01-52 | 50000 | &nbsp;&nbsp;&nbsp;&nbsp;44560 |
| CTF Asset Management, Loan ID - R1D86000034480 | &nbsp;&nbsp;10.000 | &nbsp;&nbsp;08-01-52 | 54743 | &nbsp;&nbsp;&nbsp;&nbsp;48787 |
| CTF Asset Management, Loan ID - R1D86000034647 | &nbsp;&nbsp;10.250 | &nbsp;&nbsp;08-01-52 | 15863 | &nbsp;&nbsp;&nbsp;&nbsp;14137 |
| CTF Asset Management, Loan ID - R1D86000034678 | &nbsp;&nbsp;10.250 | &nbsp;&nbsp;08-01-52 | 20000 | &nbsp;&nbsp;&nbsp;&nbsp;17824 |
| CTF Asset Management, Loan ID - R1D86000034695 | &nbsp;&nbsp;10.000 | &nbsp;&nbsp;09-01-52 | 58347 | &nbsp;&nbsp;&nbsp;&nbsp;51999 |
| CTF Asset Management, Loan ID - R1D86000034787 | &nbsp;&nbsp;10.000 | &nbsp;&nbsp;09-01-52 | 101000 | &nbsp;&nbsp;&nbsp;&nbsp;90011 |
| CTF Asset Management, Loan ID - R1D86000034923 | &nbsp;&nbsp;10.250 | &nbsp;&nbsp;09-01-52 | 6809 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6068 |

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5 JOHN HANCOCK MARATHON ASSET-BASED LENDING FUND \| QUARTERLY REPORT SEE NOTES TO CONSOLIDATED FUND'S INVESTMENTS

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **JH Residential Whole Loan Trust (continued)** | **JH Residential Whole Loan Trust (continued)** |  |  |  |
| CTF Asset Management, Loan ID - R1D86000035563 | &nbsp;&nbsp;10.250 | &nbsp;&nbsp;10-01-52 | 225000 | $200520 |
| CTF Asset Management, Loan ID - R1D89160038038 (G) | &nbsp;&nbsp;12.200 | &nbsp;&nbsp;12-01-36 | 67727 | &nbsp;&nbsp;&nbsp;&nbsp;60358 |
| CTF Asset Management, Loan ID - R1D89160038038B | &nbsp;&nbsp;&nbsp;&nbsp;0.000 | &nbsp;&nbsp;08-01-28 | 940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;838 |
| CTF Asset Management, Loan ID - R1D89160044688 | &nbsp;&nbsp;&nbsp;&nbsp;4.750 | &nbsp;&nbsp;04-01-64 | 192751 | &nbsp;&nbsp;&nbsp;171780 |
| CTF Asset Management, Loan ID - R1D89160044690 | &nbsp;&nbsp;&nbsp;&nbsp;0.000 | &nbsp;&nbsp;07-01-37 | 12723 | &nbsp;&nbsp;&nbsp;&nbsp;11338 |
| CTF Asset Management, Loan ID - R1D89160044748 | &nbsp;&nbsp;11.700 | &nbsp;&nbsp;05-01-39 | 15053 | &nbsp;&nbsp;&nbsp;&nbsp;13416 |
| CTF Asset Management, Loan ID - R1D89160045474 | &nbsp;&nbsp;&nbsp;&nbsp;8.000 | &nbsp;&nbsp;06-01-53 | 22110 | &nbsp;&nbsp;&nbsp;&nbsp;19704 |
| CTF Asset Management, Loan ID - R1D89160045528 | &nbsp;&nbsp;&nbsp;&nbsp;6.000 | &nbsp;&nbsp;07-01-29 | 34808 | &nbsp;&nbsp;&nbsp;&nbsp;31021 |
| CTF Asset Management, Loan ID - R1D89160046378 | &nbsp;&nbsp;&nbsp;&nbsp;7.000 | &nbsp;&nbsp;09-01-63 | 74948 | &nbsp;&nbsp;&nbsp;&nbsp;66793 |
| CTF Asset Management, Loan ID - R1D89160058918 | &nbsp;&nbsp;&nbsp;&nbsp;5.250 | &nbsp;&nbsp;11-01-52 | 88495 | &nbsp;&nbsp;&nbsp;&nbsp;78867 |
| CTF Asset Management, Loan ID - R1D89160058998 | &nbsp;&nbsp;&nbsp;&nbsp;9.000 | &nbsp;&nbsp;12-01-42 | 33432 | &nbsp;&nbsp;&nbsp;&nbsp;29794 |
| CTF Asset Management, Loan ID - R1D89160059480 | &nbsp;&nbsp;&nbsp;&nbsp;6.000 | &nbsp;&nbsp;11-01-51 | 193867 | &nbsp;&nbsp;&nbsp;172774 |
| CTF Asset Management, Loan ID - R1D89160059548 | &nbsp;&nbsp;&nbsp;&nbsp;9.000 | &nbsp;&nbsp;06-01-42 | 42502 | &nbsp;&nbsp;&nbsp;&nbsp;37878 |
| CTF Asset Management, Loan ID - R1D89160061974 | &nbsp;&nbsp;&nbsp;&nbsp;9.000 | &nbsp;&nbsp;03-01-43 | 75407 | &nbsp;&nbsp;&nbsp;&nbsp;67203 |
| CTF Asset Management, Loan ID - R1D89160061988 | &nbsp;&nbsp;&nbsp;&nbsp;9.000 | &nbsp;&nbsp;05-01-42 | 47412 | &nbsp;&nbsp;&nbsp;&nbsp;42253 |
| CTF Asset Management, Loan ID - R1D89160062096 | &nbsp;&nbsp;&nbsp;&nbsp;7.000 | &nbsp;&nbsp;09-01-52 | 119239 | &nbsp;&nbsp;&nbsp;106266 |
| CTF Asset Management, Loan ID - R1D89160062110 | &nbsp;&nbsp;&nbsp;&nbsp;8.000 | &nbsp;&nbsp;10-01-41 | 52543 | &nbsp;&nbsp;&nbsp;&nbsp;46826 |
| CTF Asset Management, Loan ID - R1D89160062114 | &nbsp;&nbsp;&nbsp;&nbsp;4.250 | &nbsp;&nbsp;06-15-51 | 86986 | &nbsp;&nbsp;&nbsp;&nbsp;77522 |
| CTF Asset Management, Loan ID - R1D89160062136 | &nbsp;&nbsp;&nbsp;&nbsp;8.000 | &nbsp;&nbsp;07-01-51 | 126318 | &nbsp;&nbsp;&nbsp;112575 |
| CTF Asset Management, Loan ID - R1D89160067642 | &nbsp;&nbsp;&nbsp;&nbsp;8.000 | &nbsp;&nbsp;06-01-52 | 74962 | &nbsp;&nbsp;&nbsp;&nbsp;66806 |
| CTF Asset Management, Loan ID - R1D89160069322 | &nbsp;&nbsp;&nbsp;&nbsp;7.500 | &nbsp;&nbsp;07-15-52 | 123382 | &nbsp;&nbsp;&nbsp;109958 |
| CTF Asset Management, Loan ID - R1D89160070252 (G) | &nbsp;&nbsp;&nbsp;&nbsp;9.375 | &nbsp;&nbsp;06-01-37 | 55823 | &nbsp;&nbsp;&nbsp;&nbsp;49750 |
| CTF Asset Management, Loan ID - R1D89160070254 | &nbsp;&nbsp;&nbsp;&nbsp;9.250 | &nbsp;&nbsp;09-20-31 | 62985 | &nbsp;&nbsp;&nbsp;&nbsp;56132 |
| CTF Asset Management, Loan ID - R1D89160070258 | &nbsp;&nbsp;&nbsp;&nbsp;6.000 | &nbsp;&nbsp;05-01-42 | 41046 | &nbsp;&nbsp;&nbsp;&nbsp;36580 |
| CTF Asset Management, Loan ID - R1D89160070304 | &nbsp;&nbsp;12.000 | &nbsp;&nbsp;09-01-62 | 22640 | &nbsp;&nbsp;&nbsp;&nbsp;20177 |
| CTF Asset Management, Loan ID - R1D89160074370 | &nbsp;&nbsp;&nbsp;&nbsp;6.750 | &nbsp;&nbsp;07-01-36 | 43679 | &nbsp;&nbsp;&nbsp;&nbsp;38927 |
| CTF Asset Management, Loan ID - R1D89160075026 | &nbsp;&nbsp;&nbsp;&nbsp;8.000 | &nbsp;&nbsp;05-20-49 | 74750 | &nbsp;&nbsp;&nbsp;&nbsp;66617 |
| CTF Asset Management, Loan ID - R1D89160076994 | &nbsp;&nbsp;&nbsp;&nbsp;7.250 | &nbsp;&nbsp;11-01-60 | 153237 | &nbsp;&nbsp;&nbsp;136565 |
| CTF Asset Management, Loan ID - R1D89160080328 | &nbsp;&nbsp;&nbsp;&nbsp;6.000 | &nbsp;&nbsp;12-20-33 | 307023 | &nbsp;&nbsp;&nbsp;273619 |
| CTF Asset Management, Loan ID - R1D89160080998 | &nbsp;&nbsp;&nbsp;&nbsp;5.750 | &nbsp;&nbsp;03-20-37 | 81804 | &nbsp;&nbsp;&nbsp;&nbsp;72904 |
| CTF Asset Management, Loan ID - R1D89160082270 | &nbsp;&nbsp;&nbsp;&nbsp;7.115 | &nbsp;&nbsp;08-01-37 | 65033 | &nbsp;&nbsp;&nbsp;&nbsp;57958 |
| CTF Asset Management, Loan ID - R1D89160082820 | &nbsp;&nbsp;&nbsp;&nbsp;7.989 | &nbsp;&nbsp;10-01-42 | 105234 | &nbsp;&nbsp;&nbsp;&nbsp;93785 |
| CTF Asset Management, Loan ID - R1D89160082824 | &nbsp;&nbsp;&nbsp;&nbsp;7.874 | &nbsp;&nbsp;11-01-52 | 42963 | &nbsp;&nbsp;&nbsp;&nbsp;38288 |
| CTF Asset Management, Loan ID - R1D89160083650 | &nbsp;&nbsp;&nbsp;&nbsp;5.890 | &nbsp;&nbsp;01-01-28 | 61000 | &nbsp;&nbsp;&nbsp;&nbsp;54363 |
| CTF Asset Management, Loan ID - R1D89160083652 | &nbsp;&nbsp;&nbsp;&nbsp;5.184 | &nbsp;&nbsp;10-01-25 | 231500 | &nbsp;&nbsp;&nbsp;206313 |
| CTF Asset Management, Loan ID - R1D89160083654 | &nbsp;&nbsp;&nbsp;&nbsp;6.000 | &nbsp;&nbsp;09-01-27 | 159895 | &nbsp;&nbsp;&nbsp;142498 |
| CTF Asset Management, Loan ID - R1D89160083656 | &nbsp;&nbsp;&nbsp;&nbsp;5.800 | &nbsp;&nbsp;04-25-53 | 82742 | &nbsp;&nbsp;&nbsp;&nbsp;73740 |
| CTF Asset Management, Loan ID - R1D89160083658 | &nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;03-01-28 | 124187 | &nbsp;&nbsp;&nbsp;110675 |
| CTF Asset Management, Loan ID - R1D89160083660 | &nbsp;&nbsp;&nbsp;&nbsp;6.120 | &nbsp;&nbsp;02-01-28 | 148084 | &nbsp;&nbsp;&nbsp;131972 |
| CTF Asset Management, Loan ID - R1D89160083666 | &nbsp;&nbsp;&nbsp;&nbsp;9.250 | &nbsp;&nbsp;06-01-26 | 47269 | &nbsp;&nbsp;&nbsp;&nbsp;42126 |
| CTF Asset Management, Loan ID - R1D89160083668 | &nbsp;&nbsp;&nbsp;&nbsp;8.500 | &nbsp;&nbsp;07-01-42 | 37476 | &nbsp;&nbsp;&nbsp;&nbsp;33399 |
| CTF Asset Management, Loan ID - R1D89160083676 | &nbsp;&nbsp;&nbsp;&nbsp;6.000 | &nbsp;&nbsp;08-01-27 | 106891 | &nbsp;&nbsp;&nbsp;&nbsp;95261 |
| CTF Asset Management, Loan ID - R1D89160083678 | &nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;07-01-27 | 39136 | &nbsp;&nbsp;&nbsp;&nbsp;34878 |
| CTF Asset Management, Loan ID - R1D89160083682 | &nbsp;&nbsp;&nbsp;&nbsp;5.875 | &nbsp;&nbsp;04-01-53 | 131343 | &nbsp;&nbsp;&nbsp;117053 |
| CTF Asset Management, Loan ID - R1D89160083702 | &nbsp;&nbsp;&nbsp;&nbsp;5.250 | &nbsp;&nbsp;07-01-26 | 150985 | &nbsp;&nbsp;&nbsp;134558 |
| CTF Asset Management, Loan ID - R1D89160083706 | &nbsp;&nbsp;&nbsp;&nbsp;9.500 | &nbsp;&nbsp;10-01-35 | 49763 | &nbsp;&nbsp;&nbsp;&nbsp;44349 |
| CTF Asset Management, Loan ID - R1D89160084244 | &nbsp;&nbsp;14.999 | &nbsp;&nbsp;01-01-53 | 29387 | &nbsp;&nbsp;&nbsp;&nbsp;26190 |
| CTF Asset Management, Loan ID - R1D89160085000 | &nbsp;&nbsp;11.250 | &nbsp;&nbsp;11-01-43 | 73266 | &nbsp;&nbsp;&nbsp;&nbsp;65294 |
| CTF Asset Management, Loan ID - R1D89160086154 | &nbsp;&nbsp;&nbsp;&nbsp;8.990 | &nbsp;&nbsp;09-01-38 | 73327 | &nbsp;&nbsp;&nbsp;&nbsp;65349 |
| CTF Asset Management, Loan ID - R1D89160086156 | &nbsp;&nbsp;&nbsp;&nbsp;8.990 | &nbsp;&nbsp;09-01-38 | 68155 | &nbsp;&nbsp;&nbsp;&nbsp;60740 |
| CTF Asset Management, Loan ID - R1D89160086190 | &nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;06-01-50 | 77923 | &nbsp;&nbsp;&nbsp;&nbsp;69445 |
| CTF Asset Management, Loan ID - R1D89160086660 | &nbsp;&nbsp;11.699 | &nbsp;&nbsp;12-01-52 | 47096 | &nbsp;&nbsp;&nbsp;&nbsp;41972 |
| CTF Asset Management, Loan ID - R1D89160086670 | &nbsp;&nbsp;11.549 | &nbsp;&nbsp;12-01-53 | 58778 | &nbsp;&nbsp;&nbsp;&nbsp;52383 |
| CTF Asset Management, Loan ID - R1D89160087568 | &nbsp;&nbsp;10.000 | &nbsp;&nbsp;05-01-36 | 126661 | &nbsp;&nbsp;&nbsp;112880 |
| CTF Asset Management, Loan ID - R1D89160088850 | &nbsp;&nbsp;12.990 | &nbsp;&nbsp;12-01-53 | 198766 | &nbsp;&nbsp;&nbsp;177140 |
| CTF Asset Management, Loan ID - R1D89500005642 | &nbsp;&nbsp;&nbsp;&nbsp;9.000 | &nbsp;&nbsp;05-01-52 | 50000 | &nbsp;&nbsp;&nbsp;&nbsp;44560 |

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SEE NOTES TO CONSOLIDATED FUND'S INVESTMENTS JOHN HANCOCK MARATHON ASSET-BASED LENDING FUND \| QUARTERLY REPORT 6

------

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| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **JH Residential Whole Loan Trust (continued)** | **JH Residential Whole Loan Trust (continued)** |  |  |  |
| CTF Asset Management, Loan ID - R1D89992031886 | &nbsp;&nbsp;&nbsp;&nbsp;9.500 | &nbsp;&nbsp;06-01-30 | 11794 | $10511 |
| PPR Capital Management, Loan ID - R1D51303030492 | &nbsp;&nbsp;&nbsp;&nbsp;8.750 | &nbsp;&nbsp;10-01-62 | 47238 | &nbsp;&nbsp;&nbsp;24337 |
| PPR Capital Management, Loan ID - R1D51403030022 (G) | &nbsp;&nbsp;&nbsp;&nbsp;9.125 | &nbsp;&nbsp;09-01-25 | 153406 | &nbsp;&nbsp;&nbsp;79035 |
| PPR Capital Management, Loan ID - R1D51403030279 (G) | &nbsp;&nbsp;&nbsp;&nbsp;5.100 | &nbsp;&nbsp;10-01-36 | 58608 | &nbsp;&nbsp;&nbsp;30195 |
| PPR Capital Management, Loan ID - R1D51403030352 | &nbsp;&nbsp;&nbsp;&nbsp;9.150 | &nbsp;&nbsp;11-01-35 | 92254 | &nbsp;&nbsp;&nbsp;47529 |
| PPR Capital Management, Loan ID - R1D51403030948 (G) | &nbsp;&nbsp;&nbsp;&nbsp;9.900 | &nbsp;&nbsp;05-22-38 | 23064 | &nbsp;&nbsp;&nbsp;11883 |
| PPR Capital Management, Loan ID - R1D51502010013 | &nbsp;&nbsp;&nbsp;&nbsp;8.350 | &nbsp;&nbsp;11-01-42 | 7542 | &nbsp;&nbsp;&nbsp;&nbsp;3885 |
| PPR Capital Management, Loan ID - R1D51506010146 | &nbsp;&nbsp;&nbsp;&nbsp;7.250 | &nbsp;&nbsp;12-01-46 | 68432 | &nbsp;&nbsp;&nbsp;35256 |
| PPR Capital Management, Loan ID - R1D51506010444 | &nbsp;&nbsp;&nbsp;&nbsp;9.500 | &nbsp;&nbsp;01-01-52 | 51517 | &nbsp;&nbsp;&nbsp;26542 |
| PPR Capital Management, Loan ID - R1D51506010469 (G) | &nbsp;&nbsp;&nbsp;&nbsp;9.750 | &nbsp;&nbsp;09-01-36 | 23770 | &nbsp;&nbsp;&nbsp;12246 |
| PPR Capital Management, Loan ID - R1D51506010756 | &nbsp;&nbsp;&nbsp;&nbsp;4.800 | &nbsp;&nbsp;09-01-25 | 93 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48 |
| PPR Capital Management, Loan ID - R1D51507010001 | &nbsp;&nbsp;&nbsp;&nbsp;7.000 | &nbsp;&nbsp;01-01-28 | 4266 | &nbsp;&nbsp;&nbsp;&nbsp;2198 |
| PPR Capital Management, Loan ID - R1D51605010212 | &nbsp;&nbsp;&nbsp;&nbsp;7.250 | &nbsp;&nbsp;06-01-31 | 21299 | &nbsp;&nbsp;&nbsp;10973 |
| PPR Capital Management, Loan ID - R1D51611010043 (G) | &nbsp;&nbsp;&nbsp;&nbsp;9.990 | &nbsp;&nbsp;01-01-21 | 12865 | &nbsp;&nbsp;&nbsp;&nbsp;6628 |
| PPR Capital Management, Loan ID - R1D51805030001 | &nbsp;&nbsp;&nbsp;&nbsp;7.250 | &nbsp;&nbsp;03-20-43 | 24062 | &nbsp;&nbsp;&nbsp;12397 |
| PPR Capital Management, Loan ID - R1D51808040029 | &nbsp;&nbsp;&nbsp;&nbsp;9.000 | &nbsp;&nbsp;06-01-41 | 18277 | &nbsp;&nbsp;&nbsp;&nbsp;9416 |
| PPR Capital Management, Loan ID - R1D51812030089 (G) | &nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;08-01-47 | 70281 | &nbsp;&nbsp;&nbsp;36209 |
| PPR Capital Management, Loan ID - R1D51812030096 | &nbsp;&nbsp;13.500 | &nbsp;&nbsp;07-01-36 | 26041 | &nbsp;&nbsp;&nbsp;13416 |
| PPR Capital Management, Loan ID - R1D51812030180 | &nbsp;&nbsp;&nbsp;&nbsp;7.000 | &nbsp;&nbsp;02-01-50 | 117669 | &nbsp;&nbsp;&nbsp;60623 |
| PPR Capital Management, Loan ID - R1D51903040003 (G) | &nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;01-01-30 | 14635 | &nbsp;&nbsp;&nbsp;&nbsp;7540 |
| PPR Capital Management, Loan ID - R1D51903040192 | &nbsp;&nbsp;11.625 | &nbsp;&nbsp;02-01-37 | 76664 | &nbsp;&nbsp;&nbsp;39497 |
| PPR Capital Management, Loan ID - R1D51903040208 (G) | &nbsp;&nbsp;&nbsp;&nbsp;8.990 | &nbsp;&nbsp;02-01-22 | 82055 | &nbsp;&nbsp;&nbsp;42275 |
| PPR Capital Management, Loan ID - R1D51904010040 (G) | &nbsp;&nbsp;&nbsp;&nbsp;6.250 | &nbsp;&nbsp;09-01-51 | 123539 | &nbsp;&nbsp;&nbsp;63647 |
| PPR Capital Management, Loan ID - R1D51906030034 | &nbsp;&nbsp;&nbsp;&nbsp;6.000 | &nbsp;&nbsp;12-01-48 | 213921 | 110212 |
| PPR Capital Management, Loan ID - R1D52007020001 (G) | &nbsp;&nbsp;&nbsp;&nbsp;8.500 | &nbsp;&nbsp;04-01-38 | 20299 | &nbsp;&nbsp;&nbsp;10458 |
| PPR Capital Management, Loan ID - R1D52110130001 (G) | &nbsp;&nbsp;&nbsp;&nbsp;7.500 | &nbsp;&nbsp;05-18-42 | 97933 | &nbsp;&nbsp;&nbsp;50455 |
| Shelving Rock, Loan ID - R1D71005316541 | &nbsp;&nbsp;&nbsp;&nbsp;7.000 | &nbsp;&nbsp;06-01-31 | 17077 | &nbsp;&nbsp;&nbsp;14695 |
| Shelving Rock, Loan ID - R1D71005330611 | &nbsp;&nbsp;&nbsp;&nbsp;5.750 | &nbsp;&nbsp;08-25-26 | 23272 | &nbsp;&nbsp;&nbsp;20025 |
| Shelving Rock, Loan ID - R1D71005332444 | &nbsp;&nbsp;&nbsp;&nbsp;6.000 | &nbsp;&nbsp;10-01-31 | 27876 | &nbsp;&nbsp;&nbsp;23988 |
| Shelving Rock, Loan ID - R1D71005349123 | &nbsp;&nbsp;&nbsp;&nbsp;7.000 | &nbsp;&nbsp;10-01-31 | 12475 | &nbsp;&nbsp;&nbsp;10735 |
| Shelving Rock, Loan ID - R1D71006123597 | &nbsp;&nbsp;&nbsp;&nbsp;6.125 | &nbsp;&nbsp;11-01-26 | 163728 | 140888 |
| Shelving Rock, Loan ID - R1D7110507803 | &nbsp;&nbsp;&nbsp;&nbsp;8.875 | &nbsp;&nbsp;03-01-27 | 19078 | &nbsp;&nbsp;&nbsp;16416 |
| Shelving Rock, Loan ID - R1D7111713993 | &nbsp;&nbsp;&nbsp;&nbsp;6.000 | &nbsp;&nbsp;12-01-26 | 32109 | &nbsp;&nbsp;&nbsp;27630 |
| Shelving Rock, Loan ID - R1D7120449362 | &nbsp;&nbsp;&nbsp;&nbsp;8.375 | &nbsp;&nbsp;03-15-31 | 14615 | &nbsp;&nbsp;&nbsp;12576 |
| Shelving Rock, Loan ID - R1D7131263557 | &nbsp;&nbsp;10.625 | &nbsp;&nbsp;03-01-27 | 98519 | &nbsp;&nbsp;&nbsp;84775 |
| Shelving Rock, Loan ID - R1D7132056137 | &nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;10-01-26 | 114001 | &nbsp;&nbsp;&nbsp;98098 |
| Shelving Rock, Loan ID - R1D7138556254 | &nbsp;&nbsp;&nbsp;&nbsp;7.000 | &nbsp;&nbsp;10-01-28 | 48500 | &nbsp;&nbsp;&nbsp;41734 |
| Shelving Rock, Loan ID - R1D714141816 | &nbsp;&nbsp;&nbsp;&nbsp;6.500 | &nbsp;&nbsp;08-01-36 | 315397 | 271399 |
| Shelving Rock, Loan ID - R1D7146417973 | &nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;11-15-26 | 46771 | &nbsp;&nbsp;&nbsp;40247 |
| Shelving Rock, Loan ID - R1D7146861634 | &nbsp;&nbsp;10.250 | &nbsp;&nbsp;11-13-31 | 51700 | &nbsp;&nbsp;&nbsp;44488 |
| Shelving Rock, Loan ID - R1D7147552201 (I) | &nbsp;&nbsp;&nbsp;&nbsp;6.000 | &nbsp;&nbsp;01-01-25 | 59533 | &nbsp;&nbsp;&nbsp;51228 |
| Shelving Rock, Loan ID - R1D7147658590 | &nbsp;&nbsp;10.525 | &nbsp;&nbsp;01-01-27 | 296529 | 255163 |
| Shelving Rock, Loan ID - R1D7147758371 | &nbsp;&nbsp;&nbsp;&nbsp;7.900 | &nbsp;&nbsp;05-10-41 | 5586 | &nbsp;&nbsp;&nbsp;&nbsp;4807 |
| Shelving Rock, Loan ID - R1D7149230333 (I) | &nbsp;&nbsp;12.250 | &nbsp;&nbsp;05-01-25 | 58555 | &nbsp;&nbsp;&nbsp;50387 |
| Shelving Rock, Loan ID - R1D7149559183 | &nbsp;&nbsp;&nbsp;&nbsp;4.750 | &nbsp;&nbsp;03-31-43 | 50243 | &nbsp;&nbsp;&nbsp;43234 |
| Shelving Rock, Loan ID - R1D7149677942 | &nbsp;&nbsp;&nbsp;&nbsp;6.000 | &nbsp;&nbsp;07-01-26 | 99129 | &nbsp;&nbsp;&nbsp;85301 |
| Shelving Rock, Loan ID - R1D7150056432 | &nbsp;&nbsp;&nbsp;&nbsp;7.000 | &nbsp;&nbsp;08-01-28 | 109110 | &nbsp;&nbsp;&nbsp;93889 |
| Shelving Rock, Loan ID - R1D715011 | &nbsp;&nbsp;&nbsp;&nbsp;7.000 | &nbsp;&nbsp;02-01-37 | 144633 | 124457 |
| Shelving Rock, Loan ID - R1D7150554252 | &nbsp;&nbsp;&nbsp;&nbsp;7.375 | &nbsp;&nbsp;05-01-27 | 62342 | &nbsp;&nbsp;&nbsp;53645 |
| Shelving Rock, Loan ID - R1D715103820 | &nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;12-01-41 | 51559 | &nbsp;&nbsp;&nbsp;44366 |
| Shelving Rock, Loan ID - R1D7151117895 | &nbsp;&nbsp;&nbsp;&nbsp;9.125 | &nbsp;&nbsp;12-01-31 | 84590 | &nbsp;&nbsp;&nbsp;72790 |
| Shelving Rock, Loan ID - R1D7151175171 | &nbsp;&nbsp;&nbsp;&nbsp;6.000 | &nbsp;&nbsp;06-01-38 | 20989 | &nbsp;&nbsp;&nbsp;18061 |
| Shelving Rock, Loan ID - R1D7152139837 | &nbsp;&nbsp;&nbsp;&nbsp;7.750 | &nbsp;&nbsp;10-01-29 | 164914 | 141908 |
| Shelving Rock, Loan ID - R1D7152394494 | &nbsp;&nbsp;10.250 | &nbsp;&nbsp;11-01-31 | 62296 | &nbsp;&nbsp;&nbsp;53606 |
| Shelving Rock, Loan ID - R1D7152875318 | &nbsp;&nbsp;&nbsp;&nbsp;6.500 | &nbsp;&nbsp;01-01-27 | 69733 | &nbsp;&nbsp;&nbsp;60005 |
| Shelving Rock, Loan ID - R1D7153125943 (I) | &nbsp;&nbsp;&nbsp;&nbsp;7.375 | &nbsp;&nbsp;05-01-25 | 44194 | &nbsp;&nbsp;&nbsp;38029 |

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7 JOHN HANCOCK MARATHON ASSET-BASED LENDING FUND \| QUARTERLY REPORT SEE NOTES TO CONSOLIDATED FUND'S INVESTMENTS

------

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| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **JH Residential Whole Loan Trust (continued)** | **JH Residential Whole Loan Trust (continued)** |  |  |  |
| Shelving Rock, Loan ID - R1D7153215845 | &nbsp;&nbsp;10.875 | &nbsp;&nbsp;04-01-29 | 37153 | $31970 |
| Shelving Rock, Loan ID - R1D7153283112 | &nbsp;&nbsp;10.750 | &nbsp;&nbsp;10-01-27 | 33544 | &nbsp;&nbsp;&nbsp;28864 |
| Shelving Rock, Loan ID - R1D7153331975 | &nbsp;&nbsp;&nbsp;&nbsp;8.750 | &nbsp;&nbsp;02-01-27 | 58057 | &nbsp;&nbsp;&nbsp;49958 |
| Shelving Rock, Loan ID - R1D7153681515 | &nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;04-01-28 | 69575 | &nbsp;&nbsp;&nbsp;59869 |
| Shelving Rock, Loan ID - R1D7154664695 | &nbsp;&nbsp;&nbsp;&nbsp;8.750 | &nbsp;&nbsp;04-01-37 | 46456 | &nbsp;&nbsp;&nbsp;39975 |
| Shelving Rock, Loan ID - R1D7154844109 | &nbsp;&nbsp;10.375 | &nbsp;&nbsp;02-01-27 | 171098 | 147230 |
| Shelving Rock, Loan ID - R1D7155064828 | &nbsp;&nbsp;&nbsp;&nbsp;2.000 | &nbsp;&nbsp;01-01-32 | 11555 | &nbsp;&nbsp;&nbsp;&nbsp;9943 |
| Shelving Rock, Loan ID - R1D7155104113 (I) | &nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;02-01-25 | 77406 | &nbsp;&nbsp;&nbsp;66608 |
| Shelving Rock, Loan ID - R1D7156105663 | &nbsp;&nbsp;&nbsp;&nbsp;8.250 | &nbsp;&nbsp;01-01-29 | 44088 | &nbsp;&nbsp;&nbsp;37938 |
| Shelving Rock, Loan ID - R1D7156530174 | &nbsp;&nbsp;&nbsp;&nbsp;7.250 | &nbsp;&nbsp;04-01-28 | 89039 | &nbsp;&nbsp;&nbsp;76618 |
| Shelving Rock, Loan ID - R1D7157215669 | &nbsp;&nbsp;&nbsp;&nbsp;6.500 | &nbsp;&nbsp;02-29-44 | 8285 | &nbsp;&nbsp;&nbsp;&nbsp;7129 |
| Shelving Rock, Loan ID - R1D7157308823 | &nbsp;&nbsp;&nbsp;&nbsp;8.000 | &nbsp;&nbsp;03-01-29 | 75147 | &nbsp;&nbsp;&nbsp;64664 |
| Shelving Rock, Loan ID - R1D7158076955 | &nbsp;&nbsp;11.250 | &nbsp;&nbsp;03-01-32 | 139283 | 119853 |
| Shelving Rock, Loan ID - R1D7158284666 | &nbsp;&nbsp;&nbsp;&nbsp;8.250 | &nbsp;&nbsp;03-31-28 | 50291 | &nbsp;&nbsp;&nbsp;43275 |
| Shelving Rock, Loan ID - R1D7159142975 | &nbsp;&nbsp;&nbsp;&nbsp;8.875 | &nbsp;&nbsp;05-01-37 | 26604 | &nbsp;&nbsp;&nbsp;22893 |
| Shelving Rock, Loan ID - R1D7190028 | &nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;01-01-35 | 163503 | 140695 |
| Shelving Rock, Loan ID - R1D728102939 | &nbsp;&nbsp;&nbsp;&nbsp;7.250 | &nbsp;&nbsp;04-01-26 | 71137 | &nbsp;&nbsp;&nbsp;61213 |
| Shelving Rock, Loan ID - R1D7304203 | &nbsp;&nbsp;10.325 | &nbsp;&nbsp;09-01-26 | 51099 | &nbsp;&nbsp;&nbsp;43971 |
| Shelving Rock, Loan ID - R1D7304297 | &nbsp;&nbsp;&nbsp;&nbsp;9.500 | &nbsp;&nbsp;01-01-32 | 27767 | &nbsp;&nbsp;&nbsp;23894 |
| Shelving Rock, Loan ID - R1D7358309 | &nbsp;&nbsp;&nbsp;&nbsp;6.375 | &nbsp;&nbsp;08-01-43 | 73837 | &nbsp;&nbsp;&nbsp;63536 |
| Shelving Rock, Loan ID - R1D7358890 (G) | &nbsp;&nbsp;&nbsp;&nbsp;7.500 | &nbsp;&nbsp;12-01-29 | 190577 | 163991 |
| Shelving Rock, Loan ID - R1D7371699 | &nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;05-01-32 | 152824 | 131505 |
| Shelving Rock, Loan ID - R1D7372448 | &nbsp;&nbsp;&nbsp;&nbsp;9.000 | &nbsp;&nbsp;05-01-37 | 245038 | 210855 |
| Shelving Rock, Loan ID - R1D7379247 | &nbsp;&nbsp;&nbsp;&nbsp;7.000 | &nbsp;&nbsp;10-01-29 | 64741 | &nbsp;&nbsp;&nbsp;55710 |
| Shelving Rock, Loan ID - R1D7403476 | &nbsp;&nbsp;&nbsp;&nbsp;7.750 | &nbsp;&nbsp;10-01-35 | 19560 | &nbsp;&nbsp;&nbsp;16831 |
| Shelving Rock, Loan ID - R1D7501299 | &nbsp;&nbsp;10.125 | &nbsp;&nbsp;04-01-26 | 35628 | &nbsp;&nbsp;&nbsp;30658 |
| Shelving Rock, Loan ID - R1D7501374 | &nbsp;&nbsp;&nbsp;&nbsp;9.500 | &nbsp;&nbsp;10-01-26 | 44532 | &nbsp;&nbsp;&nbsp;38320 |
| Shelving Rock, Loan ID - R1D7612362392 | &nbsp;&nbsp;&nbsp;&nbsp;7.325 | &nbsp;&nbsp;08-01-25 | 75231 | &nbsp;&nbsp;&nbsp;64736 |
| Shelving Rock, Loan ID - R1D7612363572 | &nbsp;&nbsp;10.000 | &nbsp;&nbsp;08-01-36 | 12608 | &nbsp;&nbsp;&nbsp;10849 |
| Shelving Rock, Loan ID - R1D7612563619 | &nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;12-01-25 | 35455 | &nbsp;&nbsp;&nbsp;30509 |
| Shelving Rock, Loan ID - R1D7612687814 | &nbsp;&nbsp;&nbsp;&nbsp;7.625 | &nbsp;&nbsp;05-01-27 | 92988 | &nbsp;&nbsp;&nbsp;80016 |
| Shelving Rock, Loan ID - R1D7612704445 | &nbsp;&nbsp;&nbsp;&nbsp;7.500 | &nbsp;&nbsp;08-01-25 | 21624 | &nbsp;&nbsp;&nbsp;18607 |
| Shelving Rock, Loan ID - R1D7612780007 (I) | &nbsp;&nbsp;10.630 | &nbsp;&nbsp;07-01-25 | 37463 | &nbsp;&nbsp;&nbsp;32237 |
| Shelving Rock, Loan ID - R1D7612782771 | &nbsp;&nbsp;12.250 | &nbsp;&nbsp;09-01-28 | 7459 | &nbsp;&nbsp;&nbsp;&nbsp;6419 |
| Shelving Rock, Loan ID - R1D7612786152 | &nbsp;&nbsp;&nbsp;&nbsp;8.750 | &nbsp;&nbsp;08-01-25 | 16329 | &nbsp;&nbsp;&nbsp;14051 |
| Shelving Rock, Loan ID - R1D7612791616 | &nbsp;&nbsp;&nbsp;&nbsp;6.490 | &nbsp;&nbsp;12-01-36 | 136796 | 117713 |
| Shelving Rock, Loan ID - R1D7612795344 | &nbsp;&nbsp;&nbsp;&nbsp;6.250 | &nbsp;&nbsp;11-01-27 | 54182 | &nbsp;&nbsp;&nbsp;46623 |
| Shelving Rock, Loan ID - R1D7612815027 | &nbsp;&nbsp;&nbsp;&nbsp;8.312 | &nbsp;&nbsp;01-01-37 | 54145 | &nbsp;&nbsp;&nbsp;46592 |
| Shelving Rock, Loan ID - R1D7612822130 | &nbsp;&nbsp;&nbsp;&nbsp;7.000 | &nbsp;&nbsp;02-01-28 | 42990 | &nbsp;&nbsp;&nbsp;36993 |
| Shelving Rock, Loan ID - R1D7612838599 | &nbsp;&nbsp;&nbsp;&nbsp;7.000 | &nbsp;&nbsp;05-01-26 | 77959 | &nbsp;&nbsp;&nbsp;67084 |
| Shelving Rock, Loan ID - R1D7612845552 | &nbsp;&nbsp;&nbsp;&nbsp;6.000 | &nbsp;&nbsp;12-01-26 | 54733 | &nbsp;&nbsp;&nbsp;47098 |
| Shelving Rock, Loan ID - R1D7612870923 | &nbsp;&nbsp;&nbsp;&nbsp;9.625 | &nbsp;&nbsp;06-01-33 | 35414 | &nbsp;&nbsp;&nbsp;30474 |
| Shelving Rock, Loan ID - R1D7612900092 | &nbsp;&nbsp;&nbsp;&nbsp;9.625 | &nbsp;&nbsp;08-01-25 | 14263 | &nbsp;&nbsp;&nbsp;12273 |
| Shelving Rock, Loan ID - R1D7612916767 (I) | &nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;12-01-24 | 143057 | 123101 |
| Shelving Rock, Loan ID - R1D7612930362 | &nbsp;&nbsp;&nbsp;&nbsp;6.750 | &nbsp;&nbsp;12-01-28 | 95550 | &nbsp;&nbsp;&nbsp;82221 |
| Shelving Rock, Loan ID - R1D7612930867 | &nbsp;&nbsp;&nbsp;&nbsp;6.000 | &nbsp;&nbsp;03-01-29 | 98514 | &nbsp;&nbsp;&nbsp;84771 |
| Shelving Rock, Loan ID - R1D7612934083 | &nbsp;&nbsp;&nbsp;&nbsp;6.000 | &nbsp;&nbsp;12-01-31 | 37332 | &nbsp;&nbsp;&nbsp;32124 |
| Shelving Rock, Loan ID - R1D7612935650 | &nbsp;&nbsp;&nbsp;&nbsp;8.375 | &nbsp;&nbsp;01-01-29 | 88965 | &nbsp;&nbsp;&nbsp;76554 |
| Shelving Rock, Loan ID - R1D7612945691 | &nbsp;&nbsp;12.000 | &nbsp;&nbsp;08-01-25 | 76996 | &nbsp;&nbsp;&nbsp;66255 |
| Shelving Rock, Loan ID - R1D7612946632 | &nbsp;&nbsp;&nbsp;&nbsp;8.000 | &nbsp;&nbsp;04-01-26 | 97594 | &nbsp;&nbsp;&nbsp;83980 |
| Shelving Rock, Loan ID - R1D7612968586 (I) | &nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;05-01-25 | 68107 | &nbsp;&nbsp;&nbsp;58606 |
| Shelving Rock, Loan ID - R1D7612982157 | &nbsp;&nbsp;&nbsp;&nbsp;9.125 | &nbsp;&nbsp;12-01-31 | 17942 | &nbsp;&nbsp;&nbsp;15439 |
| Shelving Rock, Loan ID - R1D7612984567 | &nbsp;&nbsp;&nbsp;&nbsp;5.375 | &nbsp;&nbsp;01-01-32 | 68262 | &nbsp;&nbsp;&nbsp;58739 |
| Shelving Rock, Loan ID - R1D7612987016 (I) | &nbsp;&nbsp;&nbsp;&nbsp;8.750 | &nbsp;&nbsp;07-01-25 | 71694 | &nbsp;&nbsp;&nbsp;61693 |
| Shelving Rock, Loan ID - R1D7612987701 | &nbsp;&nbsp;&nbsp;&nbsp;5.250 | &nbsp;&nbsp;01-01-32 | 38901 | &nbsp;&nbsp;&nbsp;33475 |
| Shelving Rock, Loan ID - R1D7612987966 | &nbsp;&nbsp;&nbsp;&nbsp;6.250 | &nbsp;&nbsp;08-01-26 | 55623 | &nbsp;&nbsp;&nbsp;47864 |

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SEE NOTES TO CONSOLIDATED FUND'S INVESTMENTS JOHN HANCOCK MARATHON ASSET-BASED LENDING FUND \| QUARTERLY REPORT 8

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| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **JH Residential Whole Loan Trust (continued)** | **JH Residential Whole Loan Trust (continued)** |  |  |  |
| Shelving Rock, Loan ID - R1D7612994574 | &nbsp;&nbsp;&nbsp;&nbsp;7.875 | &nbsp;&nbsp;12-01-31 | 45407 | $39072 |
| Shelving Rock, Loan ID - R1D7613006691 | &nbsp;&nbsp;&nbsp;&nbsp;7.500 | &nbsp;&nbsp;05-01-27 | 59998 | &nbsp;&nbsp;&nbsp;51628 |
| Shelving Rock, Loan ID - R1D7613009166 (I) | &nbsp;&nbsp;&nbsp;&nbsp;2.000 | &nbsp;&nbsp;05-01-25 | 7672 | &nbsp;&nbsp;&nbsp;&nbsp;6602 |
| Shelving Rock, Loan ID - R1D7613024009 | &nbsp;&nbsp;&nbsp;&nbsp;7.500 | &nbsp;&nbsp;01-01-32 | 56141 | &nbsp;&nbsp;&nbsp;48309 |
| Shelving Rock, Loan ID - R1D7613033455 | &nbsp;&nbsp;&nbsp;&nbsp;8.375 | &nbsp;&nbsp;09-01-26 | 42488 | &nbsp;&nbsp;&nbsp;36561 |
| Shelving Rock, Loan ID - R1D7613048636 | &nbsp;&nbsp;&nbsp;&nbsp;8.000 | &nbsp;&nbsp;06-01-30 | 38434 | &nbsp;&nbsp;&nbsp;33072 |
| Shelving Rock, Loan ID - R1D7613050301 | &nbsp;&nbsp;&nbsp;&nbsp;8.000 | &nbsp;&nbsp;04-01-29 | 22827 | &nbsp;&nbsp;&nbsp;19643 |
| Shelving Rock, Loan ID - R1D7613070523 | &nbsp;&nbsp;&nbsp;&nbsp;6.000 | &nbsp;&nbsp;02-01-30 | 71331 | &nbsp;&nbsp;&nbsp;61380 |
| Shelving Rock, Loan ID - R1D7613081298 | &nbsp;&nbsp;&nbsp;&nbsp;8.375 | &nbsp;&nbsp;01-01-28 | 41635 | &nbsp;&nbsp;&nbsp;35827 |
| Shelving Rock, Loan ID - R1D7613115377 | &nbsp;&nbsp;&nbsp;&nbsp;9.125 | &nbsp;&nbsp;03-01-32 | 6600 | &nbsp;&nbsp;&nbsp;&nbsp;5679 |
| Shelving Rock, Loan ID - R1D7613121615 | &nbsp;&nbsp;&nbsp;&nbsp;7.000 | &nbsp;&nbsp;09-01-29 | 173831 | 149581 |
| Shelving Rock, Loan ID - R1D7613166206 | &nbsp;&nbsp;&nbsp;&nbsp;8.000 | &nbsp;&nbsp;08-01-25 | 19922 | &nbsp;&nbsp;&nbsp;17143 |
| Shelving Rock, Loan ID - R1D7613170885 (I) | &nbsp;&nbsp;&nbsp;&nbsp;7.000 | &nbsp;&nbsp;04-01-25 | 55924 | &nbsp;&nbsp;&nbsp;48122 |
| Shelving Rock, Loan ID - R1D7613171974 | &nbsp;&nbsp;&nbsp;&nbsp;9.250 | &nbsp;&nbsp;04-01-37 | 41704 | &nbsp;&nbsp;&nbsp;35887 |
| Shelving Rock, Loan ID - R1D7613181106 | &nbsp;&nbsp;&nbsp;&nbsp;8.000 | &nbsp;&nbsp;05-01-37 | 9672 | &nbsp;&nbsp;&nbsp;&nbsp;8322 |
| Shelving Rock, Loan ID - R1D7613184407 | &nbsp;&nbsp;&nbsp;&nbsp;8.625 | &nbsp;&nbsp;03-01-35 | 25521 | &nbsp;&nbsp;&nbsp;21961 |
| Shelving Rock, Loan ID - R1D7613190008 (I) | &nbsp;&nbsp;&nbsp;&nbsp;8.500 | &nbsp;&nbsp;05-01-25 | 75279 | &nbsp;&nbsp;&nbsp;64777 |
| Shelving Rock, Loan ID - R1D7613190438 | &nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;01-01-27 | 110522 | &nbsp;&nbsp;&nbsp;95104 |
| Shelving Rock, Loan ID - R1D7613192491 | &nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;03-01-29 | 45184 | &nbsp;&nbsp;&nbsp;38881 |
| Shelving Rock, Loan ID - R1D7613201664 | &nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;04-01-32 | 48447 | &nbsp;&nbsp;&nbsp;41689 |
| Shelving Rock, Loan ID - R1D7613204593 | &nbsp;&nbsp;&nbsp;&nbsp;6.000 | &nbsp;&nbsp;02-01-27 | 113205 | &nbsp;&nbsp;&nbsp;97413 |
| Shelving Rock, Loan ID - R1D7614380152 | &nbsp;&nbsp;&nbsp;&nbsp;7.500 | &nbsp;&nbsp;06-01-27 | 125763 | 108219 |
| Shelving Rock, Loan ID - R1D7616147567 | &nbsp;&nbsp;11.900 | &nbsp;&nbsp;05-01-29 | 65429 | &nbsp;&nbsp;&nbsp;56301 |
| Shelving Rock, Loan ID - R1D7618434583 | &nbsp;&nbsp;&nbsp;&nbsp;9.000 | &nbsp;&nbsp;02-01-30 | 75722 | &nbsp;&nbsp;&nbsp;65159 |
| Shelving Rock, Loan ID - R1D7618446017 | &nbsp;&nbsp;&nbsp;&nbsp;9.375 | &nbsp;&nbsp;12-01-31 | 15736 | &nbsp;&nbsp;&nbsp;13541 |
| Shelving Rock, Loan ID - R1D7618446488 | &nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;12-01-28 | 109215 | &nbsp;&nbsp;&nbsp;93979 |
| Shelving Rock, Loan ID - R1D7618452353 | &nbsp;&nbsp;&nbsp;&nbsp;9.875 | &nbsp;&nbsp;03-01-27 | 39246 | &nbsp;&nbsp;&nbsp;33771 |
| Shelving Rock, Loan ID - R1D76865188 (I) | &nbsp;&nbsp;11.725 | &nbsp;&nbsp;05-01-25 | 60887 | &nbsp;&nbsp;&nbsp;52394 |
| Shelving Rock, Loan ID - R1D772832781 | &nbsp;&nbsp;&nbsp;&nbsp;6.750 | &nbsp;&nbsp;04-01-28 | 16267 | &nbsp;&nbsp;&nbsp;13998 |
| Shelving Rock, Loan ID - R1D789737854 (I) | &nbsp;&nbsp;&nbsp;&nbsp;8.000 | &nbsp;&nbsp;05-01-25 | 165391 | 142319 |
| Shelving Rock, Loan ID - R1D789786346 | &nbsp;&nbsp;&nbsp;&nbsp;7.750 | &nbsp;&nbsp;01-01-29 | 162065 | 139457 |
| Shelving Rock, Loan ID - R1D789806906 | &nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;08-01-32 | 197267 | 169748 |
| Shelving Rock, Loan ID - R1D789909929 | &nbsp;&nbsp;&nbsp;&nbsp;7.375 | &nbsp;&nbsp;12-01-27 | 57484 | &nbsp;&nbsp;&nbsp;49465 |
| Shelving Rock, Loan ID - R1D789914746 | &nbsp;&nbsp;&nbsp;&nbsp;8.000 | &nbsp;&nbsp;12-01-27 | 31082 | &nbsp;&nbsp;&nbsp;26746 |
| Shelving Rock, Loan ID - R1D789919476 | &nbsp;&nbsp;&nbsp;&nbsp;6.000 | &nbsp;&nbsp;09-01-25 | 83330 | &nbsp;&nbsp;&nbsp;71705 |
| Shelving Rock, Loan ID - R1D789919657 | &nbsp;&nbsp;&nbsp;&nbsp;7.000 | &nbsp;&nbsp;02-01-27 | 233230 | 200695 |
| Shelving Rock, Loan ID - R1D789931830 | &nbsp;&nbsp;&nbsp;&nbsp;8.000 | &nbsp;&nbsp;02-01-32 | 64251 | &nbsp;&nbsp;&nbsp;55288 |
| Shelving Rock, Loan ID - R1D789987287 | &nbsp;&nbsp;&nbsp;&nbsp;8.125 | &nbsp;&nbsp;03-01-37 | 35192 | &nbsp;&nbsp;&nbsp;30283 |
| Shelving Rock, Loan ID - R1D789996254 | &nbsp;&nbsp;&nbsp;&nbsp;8.000 | &nbsp;&nbsp;05-01-29 | 65855 | &nbsp;&nbsp;&nbsp;56668 |
| Shelving Rock, Loan ID - R1D91004717785 | &nbsp;&nbsp;&nbsp;&nbsp;6.000 | &nbsp;&nbsp;05-01-29 | 139723 | 107768 |
| Shelving Rock, Loan ID - R1D91004729618 (G) | &nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;01-01-37 | 24595 | &nbsp;&nbsp;&nbsp;18970 |
| Shelving Rock, Loan ID - R1D91004736151 | &nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;12-01-36 | 89783 | &nbsp;&nbsp;&nbsp;69250 |
| Shelving Rock, Loan ID - R1D91005327572 | &nbsp;&nbsp;&nbsp;&nbsp;7.000 | &nbsp;&nbsp;09-01-29 | 96047 | &nbsp;&nbsp;&nbsp;74081 |
| Shelving Rock, Loan ID - R1D91005337038 | &nbsp;&nbsp;&nbsp;&nbsp;6.500 | &nbsp;&nbsp;11-01-29 | 127077 | &nbsp;&nbsp;&nbsp;98015 |
| Shelving Rock, Loan ID - R1D91084131 | &nbsp;&nbsp;&nbsp;&nbsp;6.500 | &nbsp;&nbsp;03-01-26 | 50339 | &nbsp;&nbsp;&nbsp;38826 |
| Shelving Rock, Loan ID - R1D912791 (G) | &nbsp;&nbsp;&nbsp;&nbsp;9.375 | &nbsp;&nbsp;12-01-27 | 71901 | &nbsp;&nbsp;&nbsp;55457 |
| Shelving Rock, Loan ID - R1D9131159016 | &nbsp;&nbsp;&nbsp;&nbsp;9.990 | &nbsp;&nbsp;12-01-26 | 80850 | &nbsp;&nbsp;&nbsp;62360 |
| Shelving Rock, Loan ID - R1D9131945755 | &nbsp;&nbsp;12.125 | &nbsp;&nbsp;04-01-29 | 48397 | &nbsp;&nbsp;&nbsp;37328 |
| Shelving Rock, Loan ID - R1D9141942568 | &nbsp;&nbsp;&nbsp;&nbsp;7.000 | &nbsp;&nbsp;01-01-28 | 80330 | &nbsp;&nbsp;&nbsp;61958 |
| Shelving Rock, Loan ID - R1D9142583663 | &nbsp;&nbsp;&nbsp;&nbsp;0.000 | &nbsp;&nbsp;01-01-50 | 45744 | &nbsp;&nbsp;&nbsp;35283 |
| Shelving Rock, Loan ID - R1D9146661473 | &nbsp;&nbsp;&nbsp;&nbsp;7.000 | &nbsp;&nbsp;12-01-36 | 87088 | &nbsp;&nbsp;&nbsp;67171 |
| Shelving Rock, Loan ID - R1D9146948925 | &nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;10-01-27 | 197135 | 152050 |
| Shelving Rock, Loan ID - R1D9147577076 | &nbsp;&nbsp;&nbsp;&nbsp;7.990 | &nbsp;&nbsp;04-01-26 | 76417 | &nbsp;&nbsp;&nbsp;58940 |
| Shelving Rock, Loan ID - R1D9148123833 | &nbsp;&nbsp;10.400 | &nbsp;&nbsp;08-01-25 | 50796 | &nbsp;&nbsp;&nbsp;39179 |
| Shelving Rock, Loan ID - R1D9148506475 | &nbsp;&nbsp;&nbsp;&nbsp;2.000 | &nbsp;&nbsp;02-01-42 | 68026 | &nbsp;&nbsp;&nbsp;52469 |
| Shelving Rock, Loan ID - R1D9148600650 | &nbsp;&nbsp;&nbsp;&nbsp;8.500 | &nbsp;&nbsp;02-01-42 | 42335 | &nbsp;&nbsp;&nbsp;32653 |

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9 JOHN HANCOCK MARATHON ASSET-BASED LENDING FUND \| QUARTERLY REPORT SEE NOTES TO CONSOLIDATED FUND'S INVESTMENTS

------

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| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **JH Residential Whole Loan Trust (continued)** | **JH Residential Whole Loan Trust (continued)** |  |  |  |
| Shelving Rock, Loan ID - R1D9150222640 | &nbsp;&nbsp;&nbsp;&nbsp;9.250 | &nbsp;&nbsp;08-01-29 | 65247 | $50325 |
| Shelving Rock, Loan ID - R1D9155752270 | &nbsp;&nbsp;&nbsp;&nbsp;7.125 | &nbsp;&nbsp;07-01-28 | 83135 | &nbsp;&nbsp;&nbsp;64122 |
| Shelving Rock, Loan ID - R1D9155934430 | &nbsp;&nbsp;&nbsp;&nbsp;9.375 | &nbsp;&nbsp;04-01-30 | 41174 | &nbsp;&nbsp;&nbsp;31758 |
| Shelving Rock, Loan ID - R1D9156031844 (G) | &nbsp;&nbsp;&nbsp;&nbsp;0.000 | &nbsp;&nbsp;02-01-32 | 37773 | &nbsp;&nbsp;&nbsp;29134 |
| Shelving Rock, Loan ID - R1D9157715050 | &nbsp;&nbsp;&nbsp;&nbsp;6.000 | &nbsp;&nbsp;03-01-42 | 25085 | &nbsp;&nbsp;&nbsp;19348 |
| Shelving Rock, Loan ID - R1D9158148327 | &nbsp;&nbsp;&nbsp;&nbsp;8.375 | &nbsp;&nbsp;08-01-28 | 57428 | &nbsp;&nbsp;&nbsp;44294 |
| Shelving Rock, Loan ID - R1D9158148855 | &nbsp;&nbsp;&nbsp;&nbsp;7.000 | &nbsp;&nbsp;04-01-29 | 129768 | 100090 |
| Shelving Rock, Loan ID - R1D9158767452 | &nbsp;&nbsp;&nbsp;&nbsp;9.000 | &nbsp;&nbsp;04-01-37 | 68621 | &nbsp;&nbsp;&nbsp;52927 |
| Shelving Rock, Loan ID - R1D9158789377 | &nbsp;&nbsp;&nbsp;&nbsp;9.250 | &nbsp;&nbsp;03-01-29 | 35847 | &nbsp;&nbsp;&nbsp;27648 |
| Shelving Rock, Loan ID - R1D9158991614 | &nbsp;&nbsp;&nbsp;&nbsp;0.000 | &nbsp;&nbsp;06-01-41 | 55339 | &nbsp;&nbsp;&nbsp;42683 |
| Shelving Rock, Loan ID - R1D9200612828 | &nbsp;&nbsp;&nbsp;&nbsp;7.500 | &nbsp;&nbsp;03-01-29 | 96759 | &nbsp;&nbsp;&nbsp;74630 |
| Shelving Rock, Loan ID - R1D9241924992 (G) | &nbsp;&nbsp;10.610 | &nbsp;&nbsp;09-01-27 | 74036 | &nbsp;&nbsp;&nbsp;57104 |
| Shelving Rock, Loan ID - R1D9249324178 | &nbsp;&nbsp;&nbsp;&nbsp;6.000 | &nbsp;&nbsp;08-01-36 | 55580 | &nbsp;&nbsp;&nbsp;42869 |
| Shelving Rock, Loan ID - R1D9284407970 | &nbsp;&nbsp;11.000 | &nbsp;&nbsp;11-01-35 | 8134 | &nbsp;&nbsp;&nbsp;&nbsp;6273 |
| Shelving Rock, Loan ID - R1D9284906034 | &nbsp;&nbsp;&nbsp;&nbsp;9.450 | &nbsp;&nbsp;09-01-35 | 22080 | &nbsp;&nbsp;&nbsp;17030 |
| Shelving Rock, Loan ID - R1D930560148 | &nbsp;&nbsp;&nbsp;&nbsp;4.830 | &nbsp;&nbsp;09-01-28 | 102662 | &nbsp;&nbsp;&nbsp;79183 |
| Shelving Rock, Loan ID - R1D9310904 | &nbsp;&nbsp;&nbsp;&nbsp;7.600 | &nbsp;&nbsp;01-01-29 | 89720 | &nbsp;&nbsp;&nbsp;69201 |
| Shelving Rock, Loan ID - R1D9371864 | &nbsp;&nbsp;&nbsp;&nbsp;9.000 | &nbsp;&nbsp;11-01-29 | 54170 | &nbsp;&nbsp;&nbsp;41782 |
| Shelving Rock, Loan ID - R1D9372093 | &nbsp;&nbsp;&nbsp;&nbsp;8.000 | &nbsp;&nbsp;01-01-34 | 55952 | &nbsp;&nbsp;&nbsp;43155 |
| Shelving Rock, Loan ID - R1D9379972 | &nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;12-01-36 | 130904 | 100967 |
| Shelving Rock, Loan ID - R1D9400157 | &nbsp;&nbsp;&nbsp;&nbsp;8.500 | &nbsp;&nbsp;10-01-31 | 27946 | &nbsp;&nbsp;&nbsp;21555 |
| Shelving Rock, Loan ID - R1D9500145 | &nbsp;&nbsp;&nbsp;&nbsp;6.975 | &nbsp;&nbsp;07-01-41 | 134460 | 103709 |
| Shelving Rock, Loan ID - R1D9610225724 | &nbsp;&nbsp;12.300 | &nbsp;&nbsp;05-01-27 | 79693 | &nbsp;&nbsp;&nbsp;61467 |
| Shelving Rock, Loan ID - R1D9612072348 | &nbsp;&nbsp;&nbsp;&nbsp;0.000 | &nbsp;&nbsp;05-01-31 | 19685 | &nbsp;&nbsp;&nbsp;15183 |
| Shelving Rock, Loan ID - R1D9612761841 | &nbsp;&nbsp;&nbsp;&nbsp;7.000 | &nbsp;&nbsp;09-01-28 | 59292 | &nbsp;&nbsp;&nbsp;45732 |
| Shelving Rock, Loan ID - R1D9612799072 | &nbsp;&nbsp;&nbsp;&nbsp;9.500 | &nbsp;&nbsp;12-01-36 | 31639 | &nbsp;&nbsp;&nbsp;24403 |
| Shelving Rock, Loan ID - R1D9612818088 | &nbsp;&nbsp;&nbsp;&nbsp;9.125 | &nbsp;&nbsp;02-01-32 | 80747 | &nbsp;&nbsp;&nbsp;62280 |
| Shelving Rock, Loan ID - R1D9612840629 | &nbsp;&nbsp;&nbsp;&nbsp;8.063 | &nbsp;&nbsp;06-01-30 | 67302 | &nbsp;&nbsp;&nbsp;51910 |
| Shelving Rock, Loan ID - R1D9612844068 | &nbsp;&nbsp;&nbsp;&nbsp;6.250 | &nbsp;&nbsp;08-01-29 | 136000 | 104897 |
| Shelving Rock, Loan ID - R1D9612943639 | &nbsp;&nbsp;&nbsp;&nbsp;8.250 | &nbsp;&nbsp;02-01-27 | 59481 | &nbsp;&nbsp;&nbsp;45878 |
| Shelving Rock, Loan ID - R1D9612960286 | &nbsp;&nbsp;&nbsp;&nbsp;0.000 | &nbsp;&nbsp;06-01-45 | 36065 | &nbsp;&nbsp;&nbsp;27817 |
| Shelving Rock, Loan ID - R1D9612970285 | &nbsp;&nbsp;&nbsp;&nbsp;9.375 | &nbsp;&nbsp;06-01-33 | 17582 | &nbsp;&nbsp;&nbsp;13561 |
| Shelving Rock, Loan ID - R1D9612980318 | &nbsp;&nbsp;&nbsp;&nbsp;0.000 | &nbsp;&nbsp;06-01-31 | 5210 | &nbsp;&nbsp;&nbsp;&nbsp;4018 |
| Shelving Rock, Loan ID - R1D9612993840 | &nbsp;&nbsp;&nbsp;&nbsp;7.750 | &nbsp;&nbsp;06-01-29 | 81950 | &nbsp;&nbsp;&nbsp;63208 |
| Shelving Rock, Loan ID - R1D9612999292 | &nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;02-01-27 | 352461 | 271853 |
| Shelving Rock, Loan ID - R1D9612999375 | &nbsp;&nbsp;10.125 | &nbsp;&nbsp;09-01-29 | 24008 | &nbsp;&nbsp;&nbsp;18518 |
| Shelving Rock, Loan ID - R1D9613041136 | &nbsp;&nbsp;10.250 | &nbsp;&nbsp;01-01-32 | 40834 | &nbsp;&nbsp;&nbsp;31495 |
| Shelving Rock, Loan ID - R1D9613052844 | &nbsp;&nbsp;&nbsp;&nbsp;8.000 | &nbsp;&nbsp;02-01-32 | 38321 | &nbsp;&nbsp;&nbsp;29557 |
| Shelving Rock, Loan ID - R1D9613067354 | &nbsp;&nbsp;&nbsp;&nbsp;9.125 | &nbsp;&nbsp;03-01-27 | 10322 | &nbsp;&nbsp;&nbsp;&nbsp;7961 |
| Shelving Rock, Loan ID - R1D9613079896 | &nbsp;&nbsp;&nbsp;&nbsp;7.750 | &nbsp;&nbsp;04-01-27 | 9209 | &nbsp;&nbsp;&nbsp;&nbsp;7103 |
| Shelving Rock, Loan ID - R1D9613089978 | &nbsp;&nbsp;&nbsp;&nbsp;0.000 | &nbsp;&nbsp;02-01-31 | 16906 | &nbsp;&nbsp;&nbsp;13039 |
| Shelving Rock, Loan ID - R1D9613099894 | &nbsp;&nbsp;&nbsp;&nbsp;7.875 | &nbsp;&nbsp;11-01-29 | 75416 | &nbsp;&nbsp;&nbsp;58168 |
| Shelving Rock, Loan ID - R1D9613107093 | &nbsp;&nbsp;&nbsp;&nbsp;6.750 | &nbsp;&nbsp;03-01-28 | 109376 | &nbsp;&nbsp;&nbsp;84362 |
| Shelving Rock, Loan ID - R1D9613120443 | &nbsp;&nbsp;&nbsp;&nbsp;7.625 | &nbsp;&nbsp;03-01-37 | 28883 | &nbsp;&nbsp;&nbsp;22277 |
| Shelving Rock, Loan ID - R1D9613127596 | &nbsp;&nbsp;&nbsp;&nbsp;8.875 | &nbsp;&nbsp;03-01-26 | 18971 | &nbsp;&nbsp;&nbsp;14632 |
| Shelving Rock, Loan ID - R1D9613142967 | &nbsp;&nbsp;10.125 | &nbsp;&nbsp;05-01-29 | 13892 | &nbsp;&nbsp;&nbsp;10715 |
| Shelving Rock, Loan ID - R1D9613176767 | &nbsp;&nbsp;&nbsp;&nbsp;0.000 | &nbsp;&nbsp;04-01-34 | 29847 | &nbsp;&nbsp;&nbsp;23021 |
| Shelving Rock, Loan ID - R1D9613184639 | &nbsp;&nbsp;&nbsp;&nbsp;8.875 | &nbsp;&nbsp;03-01-27 | 48151 | &nbsp;&nbsp;&nbsp;37139 |
| Shelving Rock, Loan ID - R1D9613207661 | &nbsp;&nbsp;&nbsp;&nbsp;8.500 | &nbsp;&nbsp;04-01-32 | 57048 | &nbsp;&nbsp;&nbsp;44001 |
| Shelving Rock, Loan ID - R1D9614389724 | &nbsp;&nbsp;&nbsp;&nbsp;6.250 | &nbsp;&nbsp;11-01-29 | 129269 | &nbsp;&nbsp;&nbsp;99705 |
| Shelving Rock, Loan ID - R1D9615372729 | &nbsp;&nbsp;&nbsp;&nbsp;6.000 | &nbsp;&nbsp;09-01-28 | 71869 | &nbsp;&nbsp;&nbsp;55433 |
| Shelving Rock, Loan ID - R1D9616148953 | &nbsp;&nbsp;&nbsp;&nbsp;6.850 | &nbsp;&nbsp;04-01-26 | 135865 | 104793 |
| Shelving Rock, Loan ID - R1D9616189072 (G) | &nbsp;&nbsp;&nbsp;&nbsp;0.000 | &nbsp;&nbsp;11-01-36 | 64353 | &nbsp;&nbsp;&nbsp;49636 |
| Shelving Rock, Loan ID - R1D9617588413 | &nbsp;&nbsp;&nbsp;&nbsp;6.500 | &nbsp;&nbsp;09-01-28 | 180395 | 139139 |
| Shelving Rock, Loan ID - R1D9617704952 | &nbsp;&nbsp;&nbsp;&nbsp;9.250 | &nbsp;&nbsp;05-01-29 | 40580 | &nbsp;&nbsp;&nbsp;31299 |
| Shelving Rock, Loan ID - R1D9617982608 | &nbsp;&nbsp;&nbsp;&nbsp;8.000 | &nbsp;&nbsp;06-01-29 | 148165 | 114279 |

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SEE NOTES TO CONSOLIDATED FUND'S INVESTMENTS JOHN HANCOCK MARATHON ASSET-BASED LENDING FUND \| QUARTERLY REPORT 10

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| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **JH Residential Whole Loan Trust (continued)** | **JH Residential Whole Loan Trust (continued)** |  |  |  |
| Shelving Rock, Loan ID - R1D9618205744 (G) | &nbsp;&nbsp;&nbsp;&nbsp;7.823 | &nbsp;&nbsp;03-01-31 | 36705 | &nbsp;&nbsp;&nbsp;&nbsp;$28310 |
| Shelving Rock, Loan ID - R1D9618442362 | &nbsp;&nbsp;&nbsp;&nbsp;7.000 | &nbsp;&nbsp;12-01-36 | 57921 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44674 |
| Shelving Rock, Loan ID - R1D9618448088 (G) | &nbsp;&nbsp;&nbsp;&nbsp;8.000 | &nbsp;&nbsp;02-01-28 | 27808 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21448 |
| Shelving Rock, Loan ID - R1D9618449102 | &nbsp;&nbsp;&nbsp;&nbsp;7.750 | &nbsp;&nbsp;05-01-29 | 66070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50960 |
| Shelving Rock, Loan ID - R1D9618450936 | &nbsp;&nbsp;&nbsp;&nbsp;6.250 | &nbsp;&nbsp;06-01-29 | 88746 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68450 |
| Shelving Rock, Loan ID - R1D9618452650 (I) | &nbsp;&nbsp;&nbsp;&nbsp;6.875 | &nbsp;&nbsp;05-01-25 | 141023 | &nbsp;&nbsp;&nbsp;&nbsp;108771 |
| Shelving Rock, Loan ID - R1D9618455380 (I) | &nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;06-01-25 | 109963 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84815 |
| Shelving Rock, Loan ID - R1D989786385 | &nbsp;&nbsp;&nbsp;&nbsp;6.000 | &nbsp;&nbsp;09-01-27 | 122842 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94748 |
| Shelving Rock, Loan ID - R1D989786394 | &nbsp;&nbsp;&nbsp;&nbsp;8.750 | &nbsp;&nbsp;11-01-29 | 54453 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42000 |
| Shelving Rock, Loan ID - R1D989906775 | &nbsp;&nbsp;11.250 | &nbsp;&nbsp;07-01-26 | 7468 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5760 |
| Shelving Rock, Loan ID - R1D989925469 | &nbsp;&nbsp;&nbsp;&nbsp;0.000 | &nbsp;&nbsp;11-01-30 | 20137 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15531 |
| Shelving Rock, Loan ID - R1D989993682 | &nbsp;&nbsp;&nbsp;&nbsp;7.500 | &nbsp;&nbsp;02-01-31 | 29669 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22883 |
| **JH Residential Whole Loan Trust II (E)(F) 3.5%** | **JH Residential Whole Loan Trust II (E)(F) 3.5%** |  |  | **8060611** |
| Achieve, Loan ID - R21032974202 | &nbsp;&nbsp;15.250 | &nbsp;&nbsp;10-01-33 | 38939 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39815 |
| Achieve, Loan ID - R21032974325 | &nbsp;&nbsp;12.250 | &nbsp;&nbsp;10-01-33 | 111777 | &nbsp;&nbsp;&nbsp;&nbsp;114292 |
| Achieve, Loan ID - R21034913863 | &nbsp;&nbsp;13.750 | &nbsp;&nbsp;05-01-34 | 64434 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65884 |
| Achieve, Loan ID - R2693294704 | &nbsp;&nbsp;11.250 | &nbsp;&nbsp;04-01-35 | 31858 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32575 |
| Achieve, Loan ID - R2693294712 | &nbsp;&nbsp;12.375 | &nbsp;&nbsp;04-01-35 | 53283 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54482 |
| Achieve, Loan ID - R2693294886 | &nbsp;&nbsp;11.250 | &nbsp;&nbsp;04-01-40 | 59975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61324 |
| Achieve, Loan ID - R2693294993 | &nbsp;&nbsp;13.500 | &nbsp;&nbsp;04-01-40 | 98585 | &nbsp;&nbsp;&nbsp;&nbsp;100803 |
| Achieve, Loan ID - R2693295008 | &nbsp;&nbsp;11.375 | &nbsp;&nbsp;04-01-35 | 43260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44233 |
| Achieve, Loan ID - R2693295099 | &nbsp;&nbsp;11.750 | &nbsp;&nbsp;04-01-55 | 145240 | &nbsp;&nbsp;&nbsp;&nbsp;148508 |
| Achieve, Loan ID - R2693295305 | &nbsp;&nbsp;13.000 | &nbsp;&nbsp;04-01-40 | 30909 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31605 |
| Achieve, Loan ID - R2693295529 | &nbsp;&nbsp;10.000 | &nbsp;&nbsp;04-01-35 | 52663 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53848 |
| Achieve, Loan ID - R2693295545 | &nbsp;&nbsp;11.125 | &nbsp;&nbsp;04-01-35 | 31463 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32171 |
| Achieve, Loan ID - R2693295552 | &nbsp;&nbsp;11.625 | &nbsp;&nbsp;04-01-35 | 38935 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39811 |
| Achieve, Loan ID - R2693295560 | &nbsp;&nbsp;10.750 | &nbsp;&nbsp;04-01-55 | 172100 | &nbsp;&nbsp;&nbsp;&nbsp;175973 |
| Achieve, Loan ID - R2693306110 | &nbsp;&nbsp;11.875 | &nbsp;&nbsp;04-01-35 | 64889 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66349 |
| Achieve, Loan ID - R2693306128 | &nbsp;&nbsp;10.250 | &nbsp;&nbsp;04-01-35 | 129809 | &nbsp;&nbsp;&nbsp;&nbsp;132730 |
| Achieve, Loan ID - R2693306326 | &nbsp;&nbsp;11.750 | &nbsp;&nbsp;04-01-40 | 57279 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58568 |
| Achieve, Loan ID - R2693306367 | &nbsp;&nbsp;13.250 | &nbsp;&nbsp;04-01-55 | 76867 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78596 |
| Achieve, Loan ID - R2693306466 | &nbsp;&nbsp;11.875 | &nbsp;&nbsp;04-01-35 | 15730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16084 |
| Achieve, Loan ID - R2693355844 | &nbsp;&nbsp;10.500 | &nbsp;&nbsp;04-01-35 | 32253 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32979 |
| Achieve, Loan ID - R2693355919 | &nbsp;&nbsp;11.875 | &nbsp;&nbsp;04-01-45 | 140313 | &nbsp;&nbsp;&nbsp;&nbsp;143470 |
| Achieve, Loan ID - R2693356073 | &nbsp;&nbsp;10.875 | &nbsp;&nbsp;04-01-55 | 44634 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45638 |
| Achieve, Loan ID - R2693356149 | &nbsp;&nbsp;11.625 | &nbsp;&nbsp;04-01-40 | 50484 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51620 |
| Achieve, Loan ID - R2693356297 | &nbsp;&nbsp;&nbsp;&nbsp;9.500 | &nbsp;&nbsp;04-01-55 | 42977 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43944 |
| Achieve, Loan ID - R2693356321 | &nbsp;&nbsp;10.875 | &nbsp;&nbsp;04-01-55 | 65265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66733 |
| Achieve, Loan ID - R2693356396 | &nbsp;&nbsp;11.125 | &nbsp;&nbsp;04-01-55 | 72793 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74431 |
| Achieve, Loan ID - R2693356602 | &nbsp;&nbsp;12.125 | &nbsp;&nbsp;04-01-55 | 85986 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87921 |
| Achieve, Loan ID - R2693356610 | &nbsp;&nbsp;&nbsp;&nbsp;9.350 | &nbsp;&nbsp;04-01-55 | 35478 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36276 |
| Achieve, Loan ID - R2693356669 | &nbsp;&nbsp;&nbsp;&nbsp;9.375 | &nbsp;&nbsp;04-01-35 | 15342 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15687 |
| Achieve, Loan ID - R2693356727 | &nbsp;&nbsp;12.000 | &nbsp;&nbsp;04-01-35 | 48174 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49258 |
| Achieve, Loan ID - R2693405797 | &nbsp;&nbsp;11.000 | &nbsp;&nbsp;04-01-35 | 49362 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50472 |
| Achieve, Loan ID - R2693406118 | &nbsp;&nbsp;10.125 | &nbsp;&nbsp;04-01-35 | 51106 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52256 |
| Achieve, Loan ID - R2693406126 | &nbsp;&nbsp;&nbsp;&nbsp;9.500 | &nbsp;&nbsp;04-01-55 | 188584 | &nbsp;&nbsp;&nbsp;&nbsp;192827 |
| Achieve, Loan ID - R2693406217 | &nbsp;&nbsp;12.125 | &nbsp;&nbsp;04-01-55 | 100408 | &nbsp;&nbsp;&nbsp;&nbsp;102667 |
| Achieve, Loan ID - R2693406324 | &nbsp;&nbsp;11.875 | &nbsp;&nbsp;04-01-35 | 27330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27945 |
| Achieve, Loan ID - R2693406407 | &nbsp;&nbsp;12.000 | &nbsp;&nbsp;04-01-55 | 62301 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63703 |
| Achieve, Loan ID - R2693475600 | &nbsp;&nbsp;13.000 | &nbsp;&nbsp;04-01-35 | 30013 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30688 |
| Achieve, Loan ID - R2693475923 | &nbsp;&nbsp;11.250 | &nbsp;&nbsp;04-01-40 | 41338 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42268 |
| Achieve, Loan ID - R2693475980 | &nbsp;&nbsp;12.250 | &nbsp;&nbsp;05-01-40 | 112348 | &nbsp;&nbsp;&nbsp;&nbsp;114876 |
| Achieve, Loan ID - R2693475998 | &nbsp;&nbsp;13.000 | &nbsp;&nbsp;05-01-40 | 57588 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58884 |
| Achieve, Loan ID - R2693476095 | &nbsp;&nbsp;12.500 | &nbsp;&nbsp;04-01-35 | 181995 | &nbsp;&nbsp;&nbsp;&nbsp;186090 |
| Achieve, Loan ID - R2693476111 | &nbsp;&nbsp;11.375 | &nbsp;&nbsp;04-01-35 | 49656 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50773 |
| Achieve, Loan ID - R2693476145 | &nbsp;&nbsp;&nbsp;&nbsp;7.740 | &nbsp;&nbsp;04-01-40 | 35719 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36522 |

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11 JOHN HANCOCK MARATHON ASSET-BASED LENDING FUND \| QUARTERLY REPORT SEE NOTES TO CONSOLIDATED FUND'S INVESTMENTS

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **JH Residential Whole Loan Trust II (continued)** | **JH Residential Whole Loan Trust II (continued)** |  |  |  |
| Achieve, Loan ID - R2693476152 | &nbsp;&nbsp;11.125 | &nbsp;&nbsp;04-01-55 | 74498 | $76175 |
| Achieve, Loan ID - R2693476228 | &nbsp;&nbsp;11.250 | &nbsp;&nbsp;04-01-40 | 148346 | 151684 |
| Achieve, Loan ID - R2693476301 | &nbsp;&nbsp;13.250 | &nbsp;&nbsp;04-01-35 | 53576 | &nbsp;&nbsp;&nbsp;54782 |
| Achieve, Loan ID - R2693476327 | &nbsp;&nbsp;11.000 | &nbsp;&nbsp;04-01-35 | 30706 | &nbsp;&nbsp;&nbsp;31396 |
| Achieve, Loan ID - R2693476335 | &nbsp;&nbsp;&nbsp;&nbsp;9.875 | &nbsp;&nbsp;04-01-35 | 87594 | &nbsp;&nbsp;&nbsp;89565 |
| Achieve, Loan ID - R2693476467 | &nbsp;&nbsp;11.750 | &nbsp;&nbsp;04-01-35 | 53092 | &nbsp;&nbsp;&nbsp;54287 |
| Achieve, Loan ID - R2693476590 | &nbsp;&nbsp;10.500 | &nbsp;&nbsp;05-01-35 | 35823 | &nbsp;&nbsp;&nbsp;36629 |
| Achieve, Loan ID - R2693476673 | &nbsp;&nbsp;12.500 | &nbsp;&nbsp;04-01-40 | 48298 | &nbsp;&nbsp;&nbsp;49385 |
| Achieve, Loan ID - R2693476749 | &nbsp;&nbsp;11.500 | &nbsp;&nbsp;04-01-40 | 118671 | 121341 |
| Achieve, Loan ID - R2693476806 | &nbsp;&nbsp;12.000 | &nbsp;&nbsp;04-01-35 | 49452 | &nbsp;&nbsp;&nbsp;50565 |
| Achieve, Loan ID - R2693476871 | &nbsp;&nbsp;11.750 | &nbsp;&nbsp;04-01-40 | 59164 | &nbsp;&nbsp;&nbsp;60495 |
| Achieve, Loan ID - R2693476897 | &nbsp;&nbsp;14.250 | &nbsp;&nbsp;04-01-40 | 72538 | &nbsp;&nbsp;&nbsp;74170 |
| Achieve, Loan ID - R2693476962 | &nbsp;&nbsp;11.625 | &nbsp;&nbsp;04-01-35 | 64266 | &nbsp;&nbsp;&nbsp;65712 |
| Achieve, Loan ID - R2693476988 | &nbsp;&nbsp;14.000 | &nbsp;&nbsp;05-01-40 | 48460 | &nbsp;&nbsp;&nbsp;49551 |
| Achieve, Loan ID - R2693477010 | &nbsp;&nbsp;&nbsp;&nbsp;9.500 | &nbsp;&nbsp;04-01-40 | 62126 | &nbsp;&nbsp;&nbsp;63524 |
| Achieve, Loan ID - R2693496028 | &nbsp;&nbsp;11.500 | &nbsp;&nbsp;05-01-35 | 53738 | &nbsp;&nbsp;&nbsp;54947 |
| Achieve, Loan ID - R2693496150 | &nbsp;&nbsp;10.125 | &nbsp;&nbsp;05-01-45 | 64376 | &nbsp;&nbsp;&nbsp;65825 |
| Achieve, Loan ID - R2693496168 | &nbsp;&nbsp;12.000 | &nbsp;&nbsp;05-01-35 | 73035 | &nbsp;&nbsp;&nbsp;74678 |
| Achieve, Loan ID - R2693496192 | &nbsp;&nbsp;10.250 | &nbsp;&nbsp;05-01-55 | 142406 | 145610 |
| Achieve, Loan ID - R2693496234 | &nbsp;&nbsp;11.625 | &nbsp;&nbsp;05-01-40 | 42576 | &nbsp;&nbsp;&nbsp;43534 |
| Achieve, Loan ID - R2693496366 | &nbsp;&nbsp;12.250 | &nbsp;&nbsp;05-01-35 | 40538 | &nbsp;&nbsp;&nbsp;41450 |
| Achieve, Loan ID - R2693496374 | &nbsp;&nbsp;11.875 | &nbsp;&nbsp;05-01-55 | 152930 | 156371 |
| Achieve, Loan ID - R2693496457 | &nbsp;&nbsp;13.750 | &nbsp;&nbsp;05-01-40 | 48516 | &nbsp;&nbsp;&nbsp;49607 |
| Achieve, Loan ID - R2693496507 | &nbsp;&nbsp;14.250 | &nbsp;&nbsp;05-01-40 | 50036 | &nbsp;&nbsp;&nbsp;51162 |
| Achieve, Loan ID - R2693496523 | &nbsp;&nbsp;11.750 | &nbsp;&nbsp;05-01-40 | 76831 | &nbsp;&nbsp;&nbsp;78560 |
| Achieve, Loan ID - R2693531733 | &nbsp;&nbsp;10.500 | &nbsp;&nbsp;05-01-35 | 33303 | &nbsp;&nbsp;&nbsp;34053 |
| Achieve, Loan ID - R2693531782 | &nbsp;&nbsp;11.875 | &nbsp;&nbsp;05-01-55 | 67142 | &nbsp;&nbsp;&nbsp;68653 |
| Achieve, Loan ID - R2693531816 | &nbsp;&nbsp;10.750 | &nbsp;&nbsp;05-01-40 | 49370 | &nbsp;&nbsp;&nbsp;50481 |
| Achieve, Loan ID - R2693531824 | &nbsp;&nbsp;11.500 | &nbsp;&nbsp;05-01-35 | 82780 | &nbsp;&nbsp;&nbsp;84643 |
| Achieve, Loan ID - R2693531873 | &nbsp;&nbsp;10.500 | &nbsp;&nbsp;05-01-35 | 36070 | &nbsp;&nbsp;&nbsp;36882 |
| Achieve, Loan ID - R2693531956 | &nbsp;&nbsp;10.000 | &nbsp;&nbsp;05-01-35 | 142037 | 145233 |
| Achieve, Loan ID - R2693532046 | &nbsp;&nbsp;&nbsp;&nbsp;9.500 | &nbsp;&nbsp;05-01-55 | 74968 | &nbsp;&nbsp;&nbsp;76655 |
| Achieve, Loan ID - R2693532079 | &nbsp;&nbsp;11.375 | &nbsp;&nbsp;05-01-55 | 62897 | &nbsp;&nbsp;&nbsp;64312 |
| Achieve, Loan ID - R2693532152 | &nbsp;&nbsp;13.000 | &nbsp;&nbsp;05-01-35 | 46399 | &nbsp;&nbsp;&nbsp;47443 |
| Achieve, Loan ID - R2693532186 | &nbsp;&nbsp;11.000 | &nbsp;&nbsp;05-01-35 | 23021 | &nbsp;&nbsp;&nbsp;23539 |
| Achieve, Loan ID - R2693532244 | &nbsp;&nbsp;12.750 | &nbsp;&nbsp;05-01-35 | 92906 | &nbsp;&nbsp;&nbsp;94996 |
| Achieve, Loan ID - R2693532285 | &nbsp;&nbsp;10.750 | &nbsp;&nbsp;05-01-40 | 79245 | &nbsp;&nbsp;&nbsp;81028 |
| Achieve, Loan ID - R2693532343 | &nbsp;&nbsp;10.250 | &nbsp;&nbsp;05-01-35 | 123640 | 126422 |
| Achieve, Loan ID - R2693532368 | &nbsp;&nbsp;11.000 | &nbsp;&nbsp;05-01-35 | 61060 | &nbsp;&nbsp;&nbsp;62434 |
| Achieve, Loan ID - R2693532376 | &nbsp;&nbsp;&nbsp;&nbsp;9.750 | &nbsp;&nbsp;05-01-40 | 112975 | 115517 |
| Achieve, Loan ID - R2693532400 | &nbsp;&nbsp;10.500 | &nbsp;&nbsp;05-01-35 | 72981 | &nbsp;&nbsp;&nbsp;74623 |
| Achieve, Loan ID - R2693532459 | &nbsp;&nbsp;12.250 | &nbsp;&nbsp;05-01-40 | 76911 | &nbsp;&nbsp;&nbsp;78642 |
| Achieve, Loan ID - R2693532467 | &nbsp;&nbsp;&nbsp;&nbsp;9.875 | &nbsp;&nbsp;05-01-35 | 30643 | &nbsp;&nbsp;&nbsp;31332 |
| Achieve, Loan ID - R2693532475 | &nbsp;&nbsp;10.250 | &nbsp;&nbsp;05-01-40 | 113148 | 115694 |
| Achieve, Loan ID - R2693532533 | &nbsp;&nbsp;11.000 | &nbsp;&nbsp;05-01-35 | 58788 | &nbsp;&nbsp;&nbsp;60111 |
| Achieve, Loan ID - R2693532566 | &nbsp;&nbsp;11.250 | &nbsp;&nbsp;05-01-40 | 99033 | 101261 |
| Achieve, Loan ID - R2693532574 | &nbsp;&nbsp;12.125 | &nbsp;&nbsp;05-01-55 | 87658 | &nbsp;&nbsp;&nbsp;89631 |
| Achieve, Loan ID - R2693532624 | &nbsp;&nbsp;12.250 | &nbsp;&nbsp;05-01-40 | 51621 | &nbsp;&nbsp;&nbsp;52782 |
| Achieve, Loan ID - R2693532681 | &nbsp;&nbsp;13.250 | &nbsp;&nbsp;05-01-40 | 52931 | &nbsp;&nbsp;&nbsp;54122 |
| Achieve, Loan ID - R2693532723 | &nbsp;&nbsp;11.500 | &nbsp;&nbsp;05-01-35 | 94338 | &nbsp;&nbsp;&nbsp;96460 |
| Achieve, Loan ID - R2693532756 | &nbsp;&nbsp;10.000 | &nbsp;&nbsp;05-01-35 | 34299 | &nbsp;&nbsp;&nbsp;35070 |
| Achieve, Loan ID - R2693550147 | &nbsp;&nbsp;13.000 | &nbsp;&nbsp;05-01-40 | 60359 | &nbsp;&nbsp;&nbsp;61717 |
| Achieve, Loan ID - R2693550154 | &nbsp;&nbsp;10.500 | &nbsp;&nbsp;05-01-35 | 124863 | 127673 |
| Achieve, Loan ID - R2693550188 | &nbsp;&nbsp;11.500 | &nbsp;&nbsp;05-01-40 | 50337 | &nbsp;&nbsp;&nbsp;51470 |
| Achieve, Loan ID - R2693550204 | &nbsp;&nbsp;12.000 | &nbsp;&nbsp;05-01-35 | 50630 | &nbsp;&nbsp;&nbsp;51769 |
| Achieve, Loan ID - R2693550212 | &nbsp;&nbsp;11.625 | &nbsp;&nbsp;05-01-55 | 65813 | &nbsp;&nbsp;&nbsp;67294 |

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SEE NOTES TO CONSOLIDATED FUND'S INVESTMENTS JOHN HANCOCK MARATHON ASSET-BASED LENDING FUND \| QUARTERLY REPORT 12

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---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **JH Residential Whole Loan Trust II (continued)** | **JH Residential Whole Loan Trust II (continued)** |  |  |  |
| Achieve, Loan ID - R2693550220 | &nbsp;&nbsp;10.000 | &nbsp;&nbsp;05-01-40 | 126290 | &nbsp;&nbsp;&nbsp;$129131 |
| Achieve, Loan ID - R2693550378 | &nbsp;&nbsp;10.875 | &nbsp;&nbsp;05-01-45 | 122752 | &nbsp;&nbsp;&nbsp;&nbsp;125514 |
| Achieve, Loan ID - R2693550386 | &nbsp;&nbsp;11.500 | &nbsp;&nbsp;05-01-40 | 45747 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46776 |
| Achieve, Loan ID - R2693550501 | &nbsp;&nbsp;10.250 | &nbsp;&nbsp;05-01-35 | 45167 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46183 |
| Achieve, Loan ID - R2693550600 | &nbsp;&nbsp;10.875 | &nbsp;&nbsp;05-01-35 | 82209 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84058 |
| Achieve, Loan ID - R2693550618 | &nbsp;&nbsp;11.000 | &nbsp;&nbsp;05-01-35 | 33099 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33844 |
| Achieve, Loan ID - R2693569188 | &nbsp;&nbsp;11.625 | &nbsp;&nbsp;05-01-55 | 70723 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72315 |
| Achieve, Loan ID - R2693569246 | &nbsp;&nbsp;12.250 | &nbsp;&nbsp;05-01-35 | 31749 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32463 |
| Achieve, Loan ID - R2693569543 | &nbsp;&nbsp;&nbsp;&nbsp;9.500 | &nbsp;&nbsp;05-01-40 | 32211 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32936 |
| Achieve, Loan ID - R2693569675 | &nbsp;&nbsp;10.375 | &nbsp;&nbsp;05-01-55 | 297636 | &nbsp;&nbsp;&nbsp;&nbsp;304333 |
| Achieve, Loan ID - R2693569857 | &nbsp;&nbsp;11.375 | &nbsp;&nbsp;05-01-55 | 37401 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38242 |
| Achieve, Loan ID - R2693570012 | &nbsp;&nbsp;11.625 | &nbsp;&nbsp;05-01-55 | 55051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56290 |
| **Residential whole loans 3.8%** |  |  |  | **8780917** |
| ACHM Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-HE2, Class D PO (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-25-38 | &nbsp;&nbsp;&nbsp;&nbsp;567739 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;288947 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-HE2, Class XS IO (A)(F)(J) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-25-38 | &nbsp;&nbsp;&nbsp;&nbsp;5050479 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;162625 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-HE1, Class D PO (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.847 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-25-39 | &nbsp;&nbsp;&nbsp;&nbsp;609464 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61119 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-HE1, Class XS IO (A)(F)(J) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-25-39 | &nbsp;&nbsp;&nbsp;&nbsp;8706622 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850637 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-HE2, Class D PO (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.474 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-25-39 | &nbsp;&nbsp;&nbsp;&nbsp;595549 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69384 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-HE2, Class XS IO (A)(J) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-25-39 | &nbsp;&nbsp;&nbsp;&nbsp;8508008 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1209324 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-HE1, Class D PO (A)(F) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.132 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-25-55 | &nbsp;&nbsp;&nbsp;&nbsp;1437728 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;502917 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-HE1, Class XS IO (A)(F)(J) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-25-55 | &nbsp;&nbsp;&nbsp;&nbsp;20538972 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2016927 |
| FIGRE Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-HE5, Class CE PO (A)(J) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-25-54 | &nbsp;&nbsp;&nbsp;&nbsp;421291 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1609623 |
| JP Morgan Mortgage Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-CES1, Class M1 (A)(B)(D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.267 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-25-55 | &nbsp;&nbsp;&nbsp;&nbsp;2000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2009414 |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Special purpose vehicles 15.2%** |  | &nbsp;&nbsp;**$35598500** |
| (Cost $34,230,699) |  |  |
| **Industrials 11.5%** |  | &nbsp;&nbsp;&nbsp;**26854975** |
| JH Arbor Leasing LLC (F)(K)(L) | 9530956 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8784110 |
| JH Finance LeaseCo LLC (F)(K)(L) | 6048343 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6061242 |
| JH Liftco LLC (F)(K)(L) | 14477000 | &nbsp;&nbsp;&nbsp;&nbsp;12009623 |
| **Real estate 0.0%** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**146391** |
| JH REO Trust (F)(K)(L) | 139901 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;146391 |
| **Transportation assets 3.7%** |  | &nbsp;&nbsp;&nbsp;&nbsp;**8597134** |
| MSN 803 Trust (F)(K)(L) | 7882217 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8597134 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** |  | **Par value^** | **Value** |
| **Term loans (M) 12.5%** |  |  |  |  | **$29178689** |
| (Cost $29,176,903) |  |  |  |  |  |
| **Commercial real estate lending 12.5%** | **Commercial real estate lending 12.5%** | **Commercial real estate lending 12.5%** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**29178689** |
| Clairemont Drive LLC, Term Loan (1 month CME Term SOFR + 7.000%) (F) | &nbsp;&nbsp;11.623 | &nbsp;&nbsp;03-11-26 |  | 4412918 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4349372 |
| Genprov Holdco LLC, Term Loan (1 month CME Term SOFR + 4.900%) (F) | &nbsp;&nbsp;&nbsp;&nbsp;9.775 | &nbsp;&nbsp;08-11-26 |  | 4914630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4918562 |
| MCR Newark Airport LLC, Term Loan (1 month CME Term SOFR + 6.250%) (F) | &nbsp;&nbsp;11.000 | &nbsp;&nbsp;04-11-27 |  | 4617939 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4606394 |
| Stevens Creek Boulevard, Term Loan (1 month CME Term SOFR + 5.800%) (F) | &nbsp;&nbsp;10.623 | &nbsp;&nbsp;07-11-26 |  | 4732080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4706054 |
| Verena at Gilbert, Delayed Draw Term Loan (1 month CME Term SOFR + 5.000%) (F) | &nbsp;&nbsp;&nbsp;&nbsp;9.623 | &nbsp;&nbsp;01-11-27 |  | 4736017 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4704760 |
| Verena at Hillard, Term Loan (1 month CME Term SOFR + 5.350%) (F) | &nbsp;&nbsp;&nbsp;&nbsp;9.973 | &nbsp;&nbsp;04-11-27 |  | 5904766 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5893547 |
| **Profit participating notes 10.2%** |  |  |  |  | **$23775390** |
| (Cost $20,634,860) |  |  |  |  |  |
| **Corporate asset-based credit 0.6%** | **Corporate asset-based credit 0.6%** | **Corporate asset-based credit 0.6%** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**1400583** |
| Tilapia Finance Profit Participating Notes (3 month EURIBOR + 6.900%) (C)(F) | &nbsp;&nbsp;&nbsp;&nbsp;8.908 | &nbsp;&nbsp;12-12-33 | &nbsp;&nbsp;EUR | 1223010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1400583 |

---

13 JOHN HANCOCK MARATHON ASSET-BASED LENDING FUND \| QUARTERLY REPORT SEE NOTES TO CONSOLIDATED FUND'S INVESTMENTS

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Transportation assets 9.6%** | **Transportation assets 9.6%** | **Transportation assets 9.6%** |  | &nbsp;&nbsp;**$22374807** |
| JH Aircraft Leasing 4535 (Ireland) Designated Activity Company (F)(K)(N) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;04-26-44 | 20897863 | &nbsp;&nbsp;&nbsp;&nbsp;22374807 |
| **Consumer-related assets 9.6%** |  |  |  | **$22311976** |
| (Cost $21,759,698) |  |  |  |  |
| **Consumer loans 9.6%** |  |  |  | &nbsp;&nbsp;&nbsp;**22311976** |
| ACHV ABS Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-3PL, Class R (A)(F)(J) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-19-30 | &nbsp;&nbsp;&nbsp;&nbsp;2637 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;253699 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1PL, Class E (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-26-32 | &nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;978815 |
| Avant Loans Funding Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-REV1, Class E (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12.980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-15-31 | &nbsp;&nbsp;&nbsp;&nbsp;3000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3033174 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-REV1, Class D (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-15-34 | &nbsp;&nbsp;&nbsp;&nbsp;3000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2999427 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-REV1, Class C (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-15-33 | &nbsp;&nbsp;&nbsp;&nbsp;1750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1787836 |
| Best Egg Asset Structured Pass Through Master Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-A, Class CERT (A)(F)(J) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-15-35 | &nbsp;&nbsp;&nbsp;&nbsp;3003 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;461215 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-C, Class CERT (A)(F)(J) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-15-35 | &nbsp;&nbsp;&nbsp;&nbsp;3003 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;391958 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-B, Class CERT (A)(F)(J) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-15-35 | &nbsp;&nbsp;&nbsp;&nbsp;3003 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;598461 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-D, Class CERT (A)(F)(J) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-15-35 | &nbsp;&nbsp;&nbsp;&nbsp;3003 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;659607 |
| Credit Suisse ABS Repackaging Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2013-A, Class R1 (A)(F)(J) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-25-43 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1765311 |
| Freedom Financial ABS Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-3FP, Class CERT (A)(J) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-20-29 | &nbsp;&nbsp;&nbsp;&nbsp;23900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2261655 |
| GreenSky Home Improvement Issuer Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-2A, Class E (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-25-60 | &nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1006793 |
| Mosaic Solar Loan Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-2GS, Class R IO (A)(J) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-22-44 | &nbsp;&nbsp;&nbsp;&nbsp;19131000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3056981 |
| Santander Drive Auto Receivables Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-S1, Class CERT (A)(F)(J) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-18-28 | &nbsp;&nbsp;&nbsp;&nbsp;11500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3057044 |
| **Consumer loans 2.5%** |  |  |  | &nbsp;&nbsp;&nbsp;**$5956414** |
| (Cost $6,118,829) |  |  |  |  |
| **JH Consumer Loan Trust (E)(F) 2.5%** | **JH Consumer Loan Trust (E)(F) 2.5%** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**5956414** |
| Achieve, Loan ID - C18648251 | &nbsp;&nbsp;20.990 | &nbsp;&nbsp;12-14-26 | 13948 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13763 |
| Achieve, Loan ID - C22902472 | &nbsp;&nbsp;16.740 | &nbsp;&nbsp;12-10-26 | 19390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19133 |
| Achieve, Loan ID - C23253984 | &nbsp;&nbsp;14.990 | &nbsp;&nbsp;01-15-26 | 7067 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6973 |
| Achieve, Loan ID - C23300084 | &nbsp;&nbsp;16.490 | &nbsp;&nbsp;01-25-27 | 10634 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10493 |
| Achieve, Loan ID - C23301086 | &nbsp;&nbsp;21.740 | &nbsp;&nbsp;02-13-28 | 16558 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16338 |
| Achieve, Loan ID - C23500788 | &nbsp;&nbsp;&nbsp;&nbsp;8.490 | &nbsp;&nbsp;01-15-28 | 7643 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7542 |
| Achieve, Loan ID - C23511393 | &nbsp;&nbsp;25.490 | &nbsp;&nbsp;01-20-26 | 1282 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1265 |
| Achieve, Loan ID - C23885575 | &nbsp;&nbsp;13.740 | &nbsp;&nbsp;01-24-27 | 11263 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11113 |
| Achieve, Loan ID - C23902626 | &nbsp;&nbsp;23.990 | &nbsp;&nbsp;01-23-28 | 16742 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16520 |
| Achieve, Loan ID - C23957226 | &nbsp;&nbsp;22.240 | &nbsp;&nbsp;12-11-25 | 8790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8673 |
| Achieve, Loan ID - C23964782 | &nbsp;&nbsp;26.990 | &nbsp;&nbsp;12-10-27 | 29871 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29474 |
| Achieve, Loan ID - C23966505 | &nbsp;&nbsp;26.990 | &nbsp;&nbsp;02-25-28 | 15100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14899 |
| Achieve, Loan ID - C23985013 | &nbsp;&nbsp;26.990 | &nbsp;&nbsp;02-28-28 | 8097 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7990 |
| Achieve, Loan ID - C23988868 | &nbsp;&nbsp;21.740 | &nbsp;&nbsp;12-10-27 | 14676 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14481 |
| Achieve, Loan ID - C23992646 | &nbsp;&nbsp;26.990 | &nbsp;&nbsp;01-15-28 | 8096 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7989 |
| Achieve, Loan ID - C23992707 | &nbsp;&nbsp;21.990 | &nbsp;&nbsp;12-04-27 | 31420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31003 |
| Achieve, Loan ID - C23993537 | &nbsp;&nbsp;22.990 | &nbsp;&nbsp;12-16-26 | 18729 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18480 |
| Achieve, Loan ID - C24002565 | &nbsp;&nbsp;26.990 | &nbsp;&nbsp;12-10-27 | 7020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6927 |
| Achieve, Loan ID - C24003540 | &nbsp;&nbsp;23.990 | &nbsp;&nbsp;01-25-26 | 3515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3468 |
| Achieve, Loan ID - C24095448 | &nbsp;&nbsp;26.990 | &nbsp;&nbsp;02-25-28 | 14411 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14220 |
| Achieve, Loan ID - C24100561 | &nbsp;&nbsp;26.740 | &nbsp;&nbsp;12-14-27 | 8631 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8516 |
| Achieve, Loan ID - C24117426 | &nbsp;&nbsp;25.490 | &nbsp;&nbsp;01-26-26 | 3998 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3945 |
| Achieve, Loan ID - C24118254 (H) | &nbsp;&nbsp;16.240 | &nbsp;&nbsp;01-25-28 | 33066 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32627 |
| Achieve, Loan ID - C24119783 | &nbsp;&nbsp;26.740 | &nbsp;&nbsp;01-20-28 | 11869 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11712 |
| Achieve, Loan ID - C24160824 | &nbsp;&nbsp;21.490 | &nbsp;&nbsp;01-26-28 | 9744 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9615 |
| Achieve, Loan ID - C24166360 | &nbsp;&nbsp;26.990 | &nbsp;&nbsp;02-27-28 | 6092 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6011 |
| Achieve, Loan ID - C24173305 | &nbsp;&nbsp;21.490 | &nbsp;&nbsp;01-15-27 | 5381 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5310 |
| Achieve, Loan ID - C24178392 | &nbsp;&nbsp;14.240 | &nbsp;&nbsp;01-26-28 | 16833 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16610 |

---

SEE NOTES TO CONSOLIDATED FUND'S INVESTMENTS JOHN HANCOCK MARATHON ASSET-BASED LENDING FUND \| QUARTERLY REPORT 14

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **JH Consumer Loan Trust (continued)** | **JH Consumer Loan Trust (continued)** |  |  |  |
| Achieve, Loan ID - C24219111 | &nbsp;&nbsp;13.740 | &nbsp;&nbsp;12-14-26 | 22513 | $22214 |
| Achieve, Loan ID - C24223658 | &nbsp;&nbsp;&nbsp;&nbsp;8.740 | &nbsp;&nbsp;12-14-25 | 7467 | &nbsp;&nbsp;&nbsp;&nbsp;7368 |
| Achieve, Loan ID - C24228404 | &nbsp;&nbsp;19.740 | &nbsp;&nbsp;01-27-27 | 15514 | &nbsp;&nbsp;&nbsp;15308 |
| Achieve, Loan ID - C24234040 | &nbsp;&nbsp;15.490 | &nbsp;&nbsp;01-27-28 | 12795 | &nbsp;&nbsp;&nbsp;12625 |
| Achieve, Loan ID - C24250851 | &nbsp;&nbsp;&nbsp;&nbsp;9.240 | &nbsp;&nbsp;01-20-26 | 4836 | &nbsp;&nbsp;&nbsp;&nbsp;4772 |
| Achieve, Loan ID - C24281913 | &nbsp;&nbsp;26.990 | &nbsp;&nbsp;02-29-28 | 26679 | &nbsp;&nbsp;&nbsp;26325 |
| Achieve, Loan ID - C24284884 | &nbsp;&nbsp;26.240 | &nbsp;&nbsp;01-20-28 | 10038 | &nbsp;&nbsp;&nbsp;&nbsp;9905 |
| Achieve, Loan ID - C24305742 (H) | &nbsp;&nbsp;25.240 | &nbsp;&nbsp;12-16-26 | 15616 | &nbsp;&nbsp;&nbsp;15409 |
| Achieve, Loan ID - C24322154 | &nbsp;&nbsp;25.490 | &nbsp;&nbsp;12-16-25 | 1744 | &nbsp;&nbsp;&nbsp;&nbsp;1721 |
| Achieve, Loan ID - C24328234 | &nbsp;&nbsp;24.240 | &nbsp;&nbsp;01-29-28 | 26745 | &nbsp;&nbsp;&nbsp;26390 |
| Achieve, Loan ID - C24332351 | &nbsp;&nbsp;26.490 | &nbsp;&nbsp;01-29-27 | 35552 | &nbsp;&nbsp;&nbsp;35080 |
| Achieve, Loan ID - C24337568 | &nbsp;&nbsp;17.990 | &nbsp;&nbsp;01-30-26 | 1097 | &nbsp;&nbsp;&nbsp;&nbsp;1082 |
| Achieve, Loan ID - C24361791 | &nbsp;&nbsp;25.740 | &nbsp;&nbsp;02-29-28 | 27765 | &nbsp;&nbsp;&nbsp;27396 |
| Achieve, Loan ID - C24702290 | &nbsp;&nbsp;25.490 | &nbsp;&nbsp;12-24-27 | 5931 | &nbsp;&nbsp;&nbsp;&nbsp;5853 |
| Achieve, Loan ID - C24708215 | &nbsp;&nbsp;17.740 | &nbsp;&nbsp;02-03-27 | 10443 | &nbsp;&nbsp;&nbsp;10305 |
| Achieve, Loan ID - C24737748 | &nbsp;&nbsp;16.240 | &nbsp;&nbsp;12-28-26 | 6663 | &nbsp;&nbsp;&nbsp;&nbsp;6574 |
| Achieve, Loan ID - C24770901 | &nbsp;&nbsp;18.990 | &nbsp;&nbsp;12-25-26 | 11932 | &nbsp;&nbsp;&nbsp;11774 |
| Achieve, Loan ID - C24783767 | &nbsp;&nbsp;26.990 | &nbsp;&nbsp;03-09-28 | 4219 | &nbsp;&nbsp;&nbsp;&nbsp;4163 |
| Achieve, Loan ID - C24785164 | &nbsp;&nbsp;20.740 | &nbsp;&nbsp;12-25-27 | 11290 | &nbsp;&nbsp;&nbsp;11141 |
| Achieve, Loan ID - C24786979 (H) | &nbsp;&nbsp;26.990 | &nbsp;&nbsp;03-09-28 | 24307 | &nbsp;&nbsp;&nbsp;23984 |
| Achieve, Loan ID - C24808124 | &nbsp;&nbsp;23.490 | &nbsp;&nbsp;02-13-28 | 16388 | &nbsp;&nbsp;&nbsp;16171 |
| Achieve, Loan ID - C24808507 | &nbsp;&nbsp;18.990 | &nbsp;&nbsp;02-02-26 | 7623 | &nbsp;&nbsp;&nbsp;&nbsp;7522 |
| Achieve, Loan ID - C24838632 | &nbsp;&nbsp;26.990 | &nbsp;&nbsp;03-11-28 | 13586 | &nbsp;&nbsp;&nbsp;13405 |
| Achieve, Loan ID - C24842245 | &nbsp;&nbsp;&nbsp;&nbsp;9.240 | &nbsp;&nbsp;12-26-27 | 7256 | &nbsp;&nbsp;&nbsp;&nbsp;7160 |
| Achieve, Loan ID - C24891649 | &nbsp;&nbsp;23.490 | &nbsp;&nbsp;02-01-27 | 27788 | &nbsp;&nbsp;&nbsp;27419 |
| Achieve, Loan ID - C24929161 | &nbsp;&nbsp;25.740 | &nbsp;&nbsp;03-12-28 | 14012 | &nbsp;&nbsp;&nbsp;13827 |
| Achieve, Loan ID - C24931645 | &nbsp;&nbsp;21.240 | &nbsp;&nbsp;12-30-27 | 4033 | &nbsp;&nbsp;&nbsp;&nbsp;3979 |
| Achieve, Loan ID - C24941009 | &nbsp;&nbsp;20.240 | &nbsp;&nbsp;02-13-27 | 6716 | &nbsp;&nbsp;&nbsp;&nbsp;6627 |
| Achieve, Loan ID - C24941466 | &nbsp;&nbsp;26.490 | &nbsp;&nbsp;12-30-26 | 2826 | &nbsp;&nbsp;&nbsp;&nbsp;2788 |
| Achieve, Loan ID - C31322342 | &nbsp;&nbsp;26.990 | &nbsp;&nbsp;06-14-28 | 8641 | &nbsp;&nbsp;&nbsp;&nbsp;8526 |
| Achieve, Loan ID - C31323216 (I) | &nbsp;&nbsp;&nbsp;&nbsp;5.990 | &nbsp;&nbsp;04-30-25 | 833 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;822 |
| Achieve, Loan ID - C31339468 (H) | &nbsp;&nbsp;15.740 | &nbsp;&nbsp;05-01-27 | 9460 | &nbsp;&nbsp;&nbsp;&nbsp;9334 |
| Achieve, Loan ID - C31355554 | &nbsp;&nbsp;24.740 | &nbsp;&nbsp;06-16-28 | 8315 | &nbsp;&nbsp;&nbsp;&nbsp;8205 |
| Achieve, Loan ID - C31358659 | &nbsp;&nbsp;20.740 | &nbsp;&nbsp;06-12-28 | 7482 | &nbsp;&nbsp;&nbsp;&nbsp;7382 |
| Achieve, Loan ID - C31359319 | &nbsp;&nbsp;21.740 | &nbsp;&nbsp;06-12-28 | 7537 | &nbsp;&nbsp;&nbsp;&nbsp;7437 |
| Achieve, Loan ID - C31361837 | &nbsp;&nbsp;16.240 | &nbsp;&nbsp;06-21-27 | 13087 | &nbsp;&nbsp;&nbsp;12913 |
| Achieve, Loan ID - C31363408 | &nbsp;&nbsp;26.990 | &nbsp;&nbsp;06-15-28 | 25035 | &nbsp;&nbsp;&nbsp;24703 |
| Achieve, Loan ID - C31368567 | &nbsp;&nbsp;16.990 | &nbsp;&nbsp;06-20-28 | 34641 | &nbsp;&nbsp;&nbsp;34181 |
| Achieve, Loan ID - C31369376 | &nbsp;&nbsp;19.240 | &nbsp;&nbsp;06-13-28 | 3726 | &nbsp;&nbsp;&nbsp;&nbsp;3677 |
| Achieve, Loan ID - C31370479 | &nbsp;&nbsp;16.490 | &nbsp;&nbsp;06-22-26 | 16541 | &nbsp;&nbsp;&nbsp;16321 |
| Achieve, Loan ID - C31375823 | &nbsp;&nbsp;24.240 | &nbsp;&nbsp;06-18-27 | 10931 | &nbsp;&nbsp;&nbsp;10786 |
| Achieve, Loan ID - C31376581 | &nbsp;&nbsp;18.990 | &nbsp;&nbsp;06-23-28 | 8635 | &nbsp;&nbsp;&nbsp;&nbsp;8521 |
| Achieve, Loan ID - C31384566 | &nbsp;&nbsp;26.990 | &nbsp;&nbsp;07-26-28 | 18742 | &nbsp;&nbsp;&nbsp;18494 |
| Achieve, Loan ID - C31386911 | &nbsp;&nbsp;21.990 | &nbsp;&nbsp;06-16-28 | 26564 | &nbsp;&nbsp;&nbsp;26212 |
| Achieve, Loan ID - C31388466 | &nbsp;&nbsp;20.490 | &nbsp;&nbsp;06-13-28 | 10599 | &nbsp;&nbsp;&nbsp;10459 |
| Achieve, Loan ID - C31388907 | &nbsp;&nbsp;20.740 | &nbsp;&nbsp;06-16-27 | 22091 | &nbsp;&nbsp;&nbsp;21798 |
| Achieve, Loan ID - C31389230 | &nbsp;&nbsp;26.990 | &nbsp;&nbsp;06-16-28 | 2660 | &nbsp;&nbsp;&nbsp;&nbsp;2625 |
| Achieve, Loan ID - C31389516 | &nbsp;&nbsp;20.740 | &nbsp;&nbsp;06-13-28 | 21823 | &nbsp;&nbsp;&nbsp;21534 |
| Achieve, Loan ID - C31389544 | &nbsp;&nbsp;18.240 | &nbsp;&nbsp;06-15-26 | 22167 | &nbsp;&nbsp;&nbsp;21872 |
| Achieve, Loan ID - C31390921 | &nbsp;&nbsp;22.490 | &nbsp;&nbsp;06-13-27 | 2969 | &nbsp;&nbsp;&nbsp;&nbsp;2929 |
| Achieve, Loan ID - C31391521 | &nbsp;&nbsp;26.990 | &nbsp;&nbsp;06-14-28 | 6763 | &nbsp;&nbsp;&nbsp;&nbsp;6673 |
| Achieve, Loan ID - C31392604 | &nbsp;&nbsp;26.990 | &nbsp;&nbsp;06-13-28 | 7396 | &nbsp;&nbsp;&nbsp;&nbsp;7298 |
| Achieve, Loan ID - C31393020 | &nbsp;&nbsp;26.990 | &nbsp;&nbsp;07-27-28 | 5270 | &nbsp;&nbsp;&nbsp;&nbsp;5201 |
| Achieve, Loan ID - C31394748 | &nbsp;&nbsp;23.990 | &nbsp;&nbsp;06-29-27 | 7214 | &nbsp;&nbsp;&nbsp;&nbsp;7118 |
| Achieve, Loan ID - C31395045 | &nbsp;&nbsp;22.990 | &nbsp;&nbsp;05-01-28 | 9319 | &nbsp;&nbsp;&nbsp;&nbsp;9195 |
| Achieve, Loan ID - C31395596 (I) | &nbsp;&nbsp;18.740 | &nbsp;&nbsp;06-29-25 | 1516 | &nbsp;&nbsp;&nbsp;&nbsp;1496 |

---

15 JOHN HANCOCK MARATHON ASSET-BASED LENDING FUND \| QUARTERLY REPORT SEE NOTES TO CONSOLIDATED FUND'S INVESTMENTS

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **JH Consumer Loan Trust (continued)** | **JH Consumer Loan Trust (continued)** |  |  |  |
| Achieve, Loan ID - C31395796 | &nbsp;&nbsp;24.240 | &nbsp;&nbsp;07-30-28 | 12324 | $12160 |
| Achieve, Loan ID - C31396148 | &nbsp;&nbsp;21.740 | &nbsp;&nbsp;06-30-28 | 17283 | &nbsp;&nbsp;&nbsp;17054 |
| Achieve, Loan ID - C31396302 | &nbsp;&nbsp;26.990 | &nbsp;&nbsp;07-26-28 | 8772 | &nbsp;&nbsp;&nbsp;&nbsp;8655 |
| Achieve, Loan ID - C31396322 | &nbsp;&nbsp;25.240 | &nbsp;&nbsp;07-27-28 | 8820 | &nbsp;&nbsp;&nbsp;&nbsp;8703 |
| Achieve, Loan ID - C31396534 | &nbsp;&nbsp;26.990 | &nbsp;&nbsp;07-29-28 | 11307 | &nbsp;&nbsp;&nbsp;11157 |
| Achieve, Loan ID - C31397404 | &nbsp;&nbsp;20.740 | &nbsp;&nbsp;06-24-26 | 9503 | &nbsp;&nbsp;&nbsp;&nbsp;9377 |
| Achieve, Loan ID - C31399171 | &nbsp;&nbsp;22.990 | &nbsp;&nbsp;06-29-28 | 23358 | &nbsp;&nbsp;&nbsp;23048 |
| Achieve, Loan ID - C31402076 | &nbsp;&nbsp;24.240 | &nbsp;&nbsp;06-27-26 | 10554 | &nbsp;&nbsp;&nbsp;10414 |
| Achieve, Loan ID - C31403150 (H) | &nbsp;&nbsp;&nbsp;&nbsp;5.990 | &nbsp;&nbsp;06-13-25 | 3253 | &nbsp;&nbsp;&nbsp;&nbsp;3210 |
| Achieve, Loan ID - C31404074 | &nbsp;&nbsp;14.740 | &nbsp;&nbsp;06-25-27 | 8941 | &nbsp;&nbsp;&nbsp;&nbsp;8822 |
| Achieve, Loan ID - C31405619 | &nbsp;&nbsp;23.740 | &nbsp;&nbsp;06-16-28 | 7266 | &nbsp;&nbsp;&nbsp;&nbsp;7170 |
| Achieve, Loan ID - C31407785 | &nbsp;&nbsp;19.990 | &nbsp;&nbsp;06-25-26 | 6833 | &nbsp;&nbsp;&nbsp;&nbsp;6743 |
| Achieve, Loan ID - C31413266 | &nbsp;&nbsp;19.740 | &nbsp;&nbsp;06-14-26 | 2934 | &nbsp;&nbsp;&nbsp;&nbsp;2895 |
| Achieve, Loan ID - C31416188 | &nbsp;&nbsp;26.990 | &nbsp;&nbsp;06-20-28 | 15450 | &nbsp;&nbsp;&nbsp;15245 |
| Achieve, Loan ID - C31421074 | &nbsp;&nbsp;22.740 | &nbsp;&nbsp;06-23-27 | 13033 | &nbsp;&nbsp;&nbsp;12860 |
| Achieve, Loan ID - C31424651 | &nbsp;&nbsp;26.990 | &nbsp;&nbsp;06-14-28 | 7409 | &nbsp;&nbsp;&nbsp;&nbsp;7311 |
| Achieve, Loan ID - C31433338 | &nbsp;&nbsp;16.490 | &nbsp;&nbsp;06-16-26 | 16664 | &nbsp;&nbsp;&nbsp;16443 |
| Achieve, Loan ID - C31439606 | &nbsp;&nbsp;18.990 | &nbsp;&nbsp;06-16-27 | 13067 | &nbsp;&nbsp;&nbsp;12894 |
| Achieve, Loan ID - C31440568 | &nbsp;&nbsp;19.990 | &nbsp;&nbsp;06-15-28 | 13141 | &nbsp;&nbsp;&nbsp;12967 |
| Achieve, Loan ID - C31446756 | &nbsp;&nbsp;18.990 | &nbsp;&nbsp;06-29-27 | 8844 | &nbsp;&nbsp;&nbsp;&nbsp;8727 |
| Achieve, Loan ID - C31454028 | &nbsp;&nbsp;22.990 | &nbsp;&nbsp;06-29-28 | 25691 | &nbsp;&nbsp;&nbsp;25350 |
| Achieve, Loan ID - C32811890 | &nbsp;&nbsp;18.740 | &nbsp;&nbsp;11-21-27 | 29551 | &nbsp;&nbsp;&nbsp;29304 |
| Achieve, Loan ID - C34505079 | &nbsp;&nbsp;18.990 | &nbsp;&nbsp;11-20-28 | 15746 | &nbsp;&nbsp;&nbsp;15614 |
| Achieve, Loan ID - C34505570 | &nbsp;&nbsp;17.240 | &nbsp;&nbsp;11-17-26 | 6206 | &nbsp;&nbsp;&nbsp;&nbsp;6154 |
| Achieve, Loan ID - C34651006 | &nbsp;&nbsp;25.240 | &nbsp;&nbsp;10-06-27 | 7131 | &nbsp;&nbsp;&nbsp;&nbsp;7072 |
| Achieve, Loan ID - C34722397 | &nbsp;&nbsp;13.990 | &nbsp;&nbsp;11-20-27 | 8874 | &nbsp;&nbsp;&nbsp;&nbsp;8800 |
| Achieve, Loan ID - C34739349 | &nbsp;&nbsp;25.990 | &nbsp;&nbsp;12-19-28 | 5456 | &nbsp;&nbsp;&nbsp;&nbsp;5410 |
| Achieve, Loan ID - C34763286 | &nbsp;&nbsp;14.490 | &nbsp;&nbsp;11-20-26 | 10878 | &nbsp;&nbsp;&nbsp;10787 |
| Achieve, Loan ID - C34778675 | &nbsp;&nbsp;19.990 | &nbsp;&nbsp;10-06-27 | 13803 | &nbsp;&nbsp;&nbsp;13688 |
| Achieve, Loan ID - C34779142 | &nbsp;&nbsp;19.740 | &nbsp;&nbsp;11-08-25 | 2351 | &nbsp;&nbsp;&nbsp;&nbsp;2331 |
| Achieve, Loan ID - C34779309 | &nbsp;&nbsp;21.240 | &nbsp;&nbsp;11-21-27 | 10669 | &nbsp;&nbsp;&nbsp;10580 |
| Achieve, Loan ID - C34779394 | &nbsp;&nbsp;&nbsp;&nbsp;5.990 | &nbsp;&nbsp;11-10-25 | 1776 | &nbsp;&nbsp;&nbsp;&nbsp;1761 |
| Achieve, Loan ID - C34780323 | &nbsp;&nbsp;&nbsp;&nbsp;5.990 | &nbsp;&nbsp;10-01-25 | 1751 | &nbsp;&nbsp;&nbsp;&nbsp;1736 |
| Achieve, Loan ID - C34822398 | &nbsp;&nbsp;21.240 | &nbsp;&nbsp;11-17-27 | 10448 | &nbsp;&nbsp;&nbsp;10360 |
| Achieve, Loan ID - C34859657 | &nbsp;&nbsp;25.990 | &nbsp;&nbsp;11-18-28 | 19011 | &nbsp;&nbsp;&nbsp;18852 |
| Achieve, Loan ID - C34868243 | &nbsp;&nbsp;24.490 | &nbsp;&nbsp;12-20-28 | 18685 | &nbsp;&nbsp;&nbsp;18529 |
| Achieve, Loan ID - C34873664 | &nbsp;&nbsp;25.990 | &nbsp;&nbsp;12-20-28 | 16237 | &nbsp;&nbsp;&nbsp;16101 |
| Achieve, Loan ID - C34895842 | &nbsp;&nbsp;14.240 | &nbsp;&nbsp;10-06-26 | 7010 | &nbsp;&nbsp;&nbsp;&nbsp;6951 |
| Achieve, Loan ID - C34903520 | &nbsp;&nbsp;25.990 | &nbsp;&nbsp;11-07-28 | 13311 | &nbsp;&nbsp;&nbsp;13200 |
| Achieve, Loan ID - C34903753 | &nbsp;&nbsp;13.990 | &nbsp;&nbsp;11-10-28 | 29777 | &nbsp;&nbsp;&nbsp;29529 |
| Achieve, Loan ID - C34905741 | &nbsp;&nbsp;25.990 | &nbsp;&nbsp;12-19-28 | 13324 | &nbsp;&nbsp;&nbsp;13213 |
| Achieve, Loan ID - C34910473 | &nbsp;&nbsp;24.240 | &nbsp;&nbsp;11-20-26 | 16412 | &nbsp;&nbsp;&nbsp;16275 |
| Achieve, Loan ID - C34917068 | &nbsp;&nbsp;20.240 | &nbsp;&nbsp;11-15-27 | 28518 | &nbsp;&nbsp;&nbsp;28280 |
| Achieve, Loan ID - C34918363 | &nbsp;&nbsp;&nbsp;&nbsp;5.990 | &nbsp;&nbsp;11-15-25 | 937 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;929 |
| Achieve, Loan ID - C34921910 | &nbsp;&nbsp;&nbsp;&nbsp;5.990 | &nbsp;&nbsp;11-07-25 | 2190 | &nbsp;&nbsp;&nbsp;&nbsp;2171 |
| Achieve, Loan ID - C34924262 | &nbsp;&nbsp;24.490 | &nbsp;&nbsp;11-10-27 | 11290 | &nbsp;&nbsp;&nbsp;11196 |
| Achieve, Loan ID - C34925650 | &nbsp;&nbsp;21.240 | &nbsp;&nbsp;11-21-28 | 15762 | &nbsp;&nbsp;&nbsp;15630 |
| Arivo, Loan ID - C1378970 | &nbsp;&nbsp;18.980 | &nbsp;&nbsp;05-22-29 | 34122 | &nbsp;&nbsp;&nbsp;33041 |
| Arivo, Loan ID - C1380541 | &nbsp;&nbsp;21.950 | &nbsp;&nbsp;05-22-29 | 37380 | &nbsp;&nbsp;&nbsp;36195 |
| Arivo, Loan ID - C1381078 | &nbsp;&nbsp;21.260 | &nbsp;&nbsp;05-27-29 | 22551 | &nbsp;&nbsp;&nbsp;21837 |
| Arivo, Loan ID - C1381533 | &nbsp;&nbsp;18.000 | &nbsp;&nbsp;05-13-29 | 19273 | &nbsp;&nbsp;&nbsp;18662 |
| Arivo, Loan ID - C1381923 | &nbsp;&nbsp;20.150 | &nbsp;&nbsp;05-23-29 | 19121 | &nbsp;&nbsp;&nbsp;18515 |
| Arivo, Loan ID - C1382501 | &nbsp;&nbsp;20.570 | &nbsp;&nbsp;04-30-29 | 16559 | &nbsp;&nbsp;&nbsp;16034 |
| Arivo, Loan ID - C1383648 | &nbsp;&nbsp;22.830 | &nbsp;&nbsp;11-12-27 | 20359 | &nbsp;&nbsp;&nbsp;19713 |
| Arivo, Loan ID - C1384317 | &nbsp;&nbsp;20.550 | &nbsp;&nbsp;05-18-29 | 23774 | &nbsp;&nbsp;&nbsp;23020 |
| Arivo, Loan ID - C1384529 | &nbsp;&nbsp;22.200 | &nbsp;&nbsp;05-30-29 | 24488 | &nbsp;&nbsp;&nbsp;23712 |

---

SEE NOTES TO CONSOLIDATED FUND'S INVESTMENTS JOHN HANCOCK MARATHON ASSET-BASED LENDING FUND \| QUARTERLY REPORT 16

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **JH Consumer Loan Trust (continued)** | **JH Consumer Loan Trust (continued)** |  |  |  |
| Arivo, Loan ID - C1385054 | &nbsp;&nbsp;16.820 | &nbsp;&nbsp;05-18-29 | 24652 | $23870 |
| Arivo, Loan ID - C1385469 | &nbsp;&nbsp;22.990 | &nbsp;&nbsp;11-19-28 | 12850 | &nbsp;&nbsp;&nbsp;12443 |
| Arivo, Loan ID - C1385521 | &nbsp;&nbsp;20.000 | &nbsp;&nbsp;11-19-27 | 31485 | &nbsp;&nbsp;&nbsp;30487 |
| Arivo, Loan ID - C1385526 | &nbsp;&nbsp;20.570 | &nbsp;&nbsp;05-30-29 | 22157 | &nbsp;&nbsp;&nbsp;21455 |
| Arivo, Loan ID - C1385540 | &nbsp;&nbsp;13.340 | &nbsp;&nbsp;05-19-29 | 31911 | &nbsp;&nbsp;&nbsp;30900 |
| Arivo, Loan ID - C1385548 | &nbsp;&nbsp;14.700 | &nbsp;&nbsp;05-04-29 | 33365 | &nbsp;&nbsp;&nbsp;32308 |
| Arivo, Loan ID - C1385661 | &nbsp;&nbsp;20.000 | &nbsp;&nbsp;05-21-29 | 35368 | &nbsp;&nbsp;&nbsp;34247 |
| Arivo, Loan ID - C1385838 | &nbsp;&nbsp;17.850 | &nbsp;&nbsp;05-29-29 | 24119 | &nbsp;&nbsp;&nbsp;23354 |
| Arivo, Loan ID - C1386089 | &nbsp;&nbsp;20.200 | &nbsp;&nbsp;05-22-29 | 17436 | &nbsp;&nbsp;&nbsp;16883 |
| Arivo, Loan ID - C1386584 | &nbsp;&nbsp;20.000 | &nbsp;&nbsp;05-21-29 | 17815 | &nbsp;&nbsp;&nbsp;17251 |
| Arivo, Loan ID - C1386680 | &nbsp;&nbsp;17.000 | &nbsp;&nbsp;05-21-29 | 947 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;917 |
| Arivo, Loan ID - C1386731 | &nbsp;&nbsp;13.450 | &nbsp;&nbsp;05-23-29 | 25032 | &nbsp;&nbsp;&nbsp;24239 |
| Arivo, Loan ID - C1387131 | &nbsp;&nbsp;18.000 | &nbsp;&nbsp;05-21-29 | 115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112 |
| Arivo, Loan ID - C1387295 | &nbsp;&nbsp;18.890 | &nbsp;&nbsp;05-22-29 | 25338 | &nbsp;&nbsp;&nbsp;24535 |
| Arivo, Loan ID - C1387393 | &nbsp;&nbsp;16.860 | &nbsp;&nbsp;05-25-29 | 29933 | &nbsp;&nbsp;&nbsp;28984 |
| Arivo, Loan ID - C1387501 | &nbsp;&nbsp;18.900 | &nbsp;&nbsp;05-22-29 | 11320 | &nbsp;&nbsp;&nbsp;10962 |
| Arivo, Loan ID - C1387732 | &nbsp;&nbsp;20.660 | &nbsp;&nbsp;05-23-29 | 22327 | &nbsp;&nbsp;&nbsp;21620 |
| Arivo, Loan ID - C1387765 | &nbsp;&nbsp;22.560 | &nbsp;&nbsp;05-23-29 | 19464 | &nbsp;&nbsp;&nbsp;18847 |
| Arivo, Loan ID - C1387802 | &nbsp;&nbsp;18.000 | &nbsp;&nbsp;05-22-29 | 17429 | &nbsp;&nbsp;&nbsp;16877 |
| Arivo, Loan ID - C1387840 | &nbsp;&nbsp;20.110 | &nbsp;&nbsp;05-22-29 | 22012 | &nbsp;&nbsp;&nbsp;21314 |
| Arivo, Loan ID - C1387867 | &nbsp;&nbsp;20.000 | &nbsp;&nbsp;05-25-29 | 24506 | &nbsp;&nbsp;&nbsp;23729 |
| Arivo, Loan ID - C1388209 | &nbsp;&nbsp;16.370 | &nbsp;&nbsp;05-23-29 | 4635 | &nbsp;&nbsp;&nbsp;&nbsp;4488 |
| Arivo, Loan ID - C1388265 | &nbsp;&nbsp;20.410 | &nbsp;&nbsp;05-23-29 | 18689 | &nbsp;&nbsp;&nbsp;18097 |
| Arivo, Loan ID - C1388326 | &nbsp;&nbsp;18.000 | &nbsp;&nbsp;05-23-29 | 36016 | &nbsp;&nbsp;&nbsp;34875 |
| Arivo, Loan ID - C1388383 | &nbsp;&nbsp;18.000 | &nbsp;&nbsp;05-23-29 | 18419 | &nbsp;&nbsp;&nbsp;17836 |
| Arivo, Loan ID - C1388406 | &nbsp;&nbsp;16.500 | &nbsp;&nbsp;05-23-29 | 8541 | &nbsp;&nbsp;&nbsp;&nbsp;8270 |
| Arivo, Loan ID - C1388509 | &nbsp;&nbsp;21.260 | &nbsp;&nbsp;05-25-29 | 26129 | &nbsp;&nbsp;&nbsp;25301 |
| Arivo, Loan ID - C1388512 | &nbsp;&nbsp;18.000 | &nbsp;&nbsp;05-23-29 | 21958 | &nbsp;&nbsp;&nbsp;21262 |
| Arivo, Loan ID - C1388696 | &nbsp;&nbsp;19.230 | &nbsp;&nbsp;05-12-29 | 23720 | &nbsp;&nbsp;&nbsp;22969 |
| Arivo, Loan ID - C1388855 | &nbsp;&nbsp;22.900 | &nbsp;&nbsp;05-15-29 | 21963 | &nbsp;&nbsp;&nbsp;21267 |
| Arivo, Loan ID - C1388993 | &nbsp;&nbsp;18.210 | &nbsp;&nbsp;05-23-29 | 27974 | &nbsp;&nbsp;&nbsp;27087 |
| Arivo, Loan ID - C1389039 | &nbsp;&nbsp;18.710 | &nbsp;&nbsp;05-09-29 | 31716 | &nbsp;&nbsp;&nbsp;30711 |
| Arivo, Loan ID - C1389201 | &nbsp;&nbsp;14.610 | &nbsp;&nbsp;05-14-29 | 32132 | &nbsp;&nbsp;&nbsp;31113 |
| Arivo, Loan ID - C1389271 | &nbsp;&nbsp;21.880 | &nbsp;&nbsp;06-01-29 | 20499 | &nbsp;&nbsp;&nbsp;19849 |
| Arivo, Loan ID - C1389338 | &nbsp;&nbsp;20.350 | &nbsp;&nbsp;05-25-29 | 29031 | &nbsp;&nbsp;&nbsp;28111 |
| Arivo, Loan ID - C1389412 | &nbsp;&nbsp;18.350 | &nbsp;&nbsp;05-26-29 | 46458 | &nbsp;&nbsp;&nbsp;44986 |
| Arivo, Loan ID - C1389425 | &nbsp;&nbsp;16.390 | &nbsp;&nbsp;06-01-29 | 24521 | &nbsp;&nbsp;&nbsp;23744 |
| Arivo, Loan ID - C1389461 | &nbsp;&nbsp;19.760 | &nbsp;&nbsp;05-29-29 | 3456 | &nbsp;&nbsp;&nbsp;&nbsp;3347 |
| Arivo, Loan ID - C1389469 | &nbsp;&nbsp;20.000 | &nbsp;&nbsp;05-25-29 | 22711 | &nbsp;&nbsp;&nbsp;21991 |
| Arivo, Loan ID - C1389502 | &nbsp;&nbsp;19.740 | &nbsp;&nbsp;05-28-29 | 25375 | &nbsp;&nbsp;&nbsp;24571 |
| Arivo, Loan ID - C1389530 | &nbsp;&nbsp;20.130 | &nbsp;&nbsp;05-26-29 | 20039 | &nbsp;&nbsp;&nbsp;19404 |
| Arivo, Loan ID - C1389587 | &nbsp;&nbsp;13.740 | &nbsp;&nbsp;05-25-29 | 32619 | &nbsp;&nbsp;&nbsp;31585 |
| Arivo, Loan ID - C1389712 | &nbsp;&nbsp;22.080 | &nbsp;&nbsp;05-25-29 | 10259 | &nbsp;&nbsp;&nbsp;&nbsp;9934 |
| Arivo, Loan ID - C1389869 | &nbsp;&nbsp;17.250 | &nbsp;&nbsp;11-25-27 | 10196 | &nbsp;&nbsp;&nbsp;&nbsp;9873 |
| Arivo, Loan ID - C1389972 | &nbsp;&nbsp;15.580 | &nbsp;&nbsp;05-26-29 | 8515 | &nbsp;&nbsp;&nbsp;&nbsp;8245 |
| Arivo, Loan ID - C1390027 | &nbsp;&nbsp;17.150 | &nbsp;&nbsp;05-23-29 | 23865 | &nbsp;&nbsp;&nbsp;23109 |
| Arivo, Loan ID - C1390140 | &nbsp;&nbsp;21.880 | &nbsp;&nbsp;05-26-29 | 14838 | &nbsp;&nbsp;&nbsp;14368 |
| Arivo, Loan ID - C1390165 | &nbsp;&nbsp;20.080 | &nbsp;&nbsp;05-26-29 | 21327 | &nbsp;&nbsp;&nbsp;20651 |
| Arivo, Loan ID - C1390258 | &nbsp;&nbsp;20.500 | &nbsp;&nbsp;05-11-29 | 17116 | &nbsp;&nbsp;&nbsp;16574 |
| Arivo, Loan ID - C1390345 | &nbsp;&nbsp;20.000 | &nbsp;&nbsp;11-26-27 | 20871 | &nbsp;&nbsp;&nbsp;20210 |
| Arivo, Loan ID - C1390443 | &nbsp;&nbsp;17.030 | &nbsp;&nbsp;05-26-29 | 36417 | &nbsp;&nbsp;&nbsp;35263 |
| Arivo, Loan ID - C1390475 | &nbsp;&nbsp;20.890 | &nbsp;&nbsp;05-26-29 | 20277 | &nbsp;&nbsp;&nbsp;19635 |
| Arivo, Loan ID - C1390501 | &nbsp;&nbsp;15.920 | &nbsp;&nbsp;05-26-29 | 34686 | &nbsp;&nbsp;&nbsp;33587 |
| Arivo, Loan ID - C1390516 | &nbsp;&nbsp;18.000 | &nbsp;&nbsp;05-26-29 | 39927 | &nbsp;&nbsp;&nbsp;38662 |
| Arivo, Loan ID - C1390616 | &nbsp;&nbsp;20.000 | &nbsp;&nbsp;05-26-29 | 32063 | &nbsp;&nbsp;&nbsp;31047 |
| Arivo, Loan ID - C1390630 | &nbsp;&nbsp;15.360 | &nbsp;&nbsp;05-26-29 | 19402 | &nbsp;&nbsp;&nbsp;18787 |

---

17 JOHN HANCOCK MARATHON ASSET-BASED LENDING FUND \| QUARTERLY REPORT SEE NOTES TO CONSOLIDATED FUND'S INVESTMENTS

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **JH Consumer Loan Trust (continued)** | **JH Consumer Loan Trust (continued)** |  |  |  |
| Arivo, Loan ID - C1390640 | &nbsp;&nbsp;20.000 | &nbsp;&nbsp;05-25-29 | 24952 | $24161 |
| Arivo, Loan ID - C1390700 | &nbsp;&nbsp;20.000 | &nbsp;&nbsp;05-27-29 | 22582 | &nbsp;&nbsp;&nbsp;21867 |
| Arivo, Loan ID - C1390709 | &nbsp;&nbsp;18.000 | &nbsp;&nbsp;05-27-29 | 24605 | &nbsp;&nbsp;&nbsp;23826 |
| Arivo, Loan ID - C1390735 | &nbsp;&nbsp;18.060 | &nbsp;&nbsp;05-13-29 | 30747 | &nbsp;&nbsp;&nbsp;29773 |
| Arivo, Loan ID - C1390766 | &nbsp;&nbsp;17.830 | &nbsp;&nbsp;05-27-29 | 18677 | &nbsp;&nbsp;&nbsp;18086 |
| Arivo, Loan ID - C1390785 | &nbsp;&nbsp;21.580 | &nbsp;&nbsp;05-29-29 | 16432 | &nbsp;&nbsp;&nbsp;15911 |
| Arivo, Loan ID - C1390807 | &nbsp;&nbsp;22.540 | &nbsp;&nbsp;05-27-29 | 20001 | &nbsp;&nbsp;&nbsp;19367 |
| Arivo, Loan ID - C1390907 | &nbsp;&nbsp;17.010 | &nbsp;&nbsp;05-27-29 | 21818 | &nbsp;&nbsp;&nbsp;21126 |
| Arivo, Loan ID - C1391006 | &nbsp;&nbsp;18.430 | &nbsp;&nbsp;05-27-29 | 21420 | &nbsp;&nbsp;&nbsp;20741 |
| Arivo, Loan ID - C1391008 | &nbsp;&nbsp;21.850 | &nbsp;&nbsp;05-27-29 | 21993 | &nbsp;&nbsp;&nbsp;21296 |
| Arivo, Loan ID - C1391067 | &nbsp;&nbsp;17.910 | &nbsp;&nbsp;05-27-29 | 24311 | &nbsp;&nbsp;&nbsp;23541 |
| Arivo, Loan ID - C1391235 | &nbsp;&nbsp;17.930 | &nbsp;&nbsp;05-30-29 | 20291 | &nbsp;&nbsp;&nbsp;19648 |
| Arivo, Loan ID - C1391262 | &nbsp;&nbsp;16.960 | &nbsp;&nbsp;05-27-29 | 16204 | &nbsp;&nbsp;&nbsp;15690 |
| Arivo, Loan ID - C1391263 | &nbsp;&nbsp;18.000 | &nbsp;&nbsp;05-27-29 | 29657 | &nbsp;&nbsp;&nbsp;28717 |
| Arivo, Loan ID - C1391280 | &nbsp;&nbsp;20.260 | &nbsp;&nbsp;05-27-29 | 21521 | &nbsp;&nbsp;&nbsp;20839 |
| Arivo, Loan ID - C1391342 | &nbsp;&nbsp;14.930 | &nbsp;&nbsp;05-28-29 | 16899 | &nbsp;&nbsp;&nbsp;16363 |
| Arivo, Loan ID - C1391427 | &nbsp;&nbsp;19.880 | &nbsp;&nbsp;05-28-29 | 6957 | &nbsp;&nbsp;&nbsp;&nbsp;6736 |
| Arivo, Loan ID - C1391483 | &nbsp;&nbsp;16.470 | &nbsp;&nbsp;05-28-29 | 39102 | &nbsp;&nbsp;&nbsp;37863 |
| Arivo, Loan ID - C1391610 | &nbsp;&nbsp;20.570 | &nbsp;&nbsp;05-13-29 | 22041 | &nbsp;&nbsp;&nbsp;21343 |
| Arivo, Loan ID - C1391647 | &nbsp;&nbsp;20.570 | &nbsp;&nbsp;05-29-29 | 14181 | &nbsp;&nbsp;&nbsp;13732 |
| Arivo, Loan ID - C1391652 | &nbsp;&nbsp;19.570 | &nbsp;&nbsp;05-25-29 | 15728 | &nbsp;&nbsp;&nbsp;15230 |
| Arivo, Loan ID - C1391694 | &nbsp;&nbsp;20.000 | &nbsp;&nbsp;05-28-29 | 38736 | &nbsp;&nbsp;&nbsp;37508 |
| Arivo, Loan ID - C1391736 | &nbsp;&nbsp;16.550 | &nbsp;&nbsp;05-29-29 | 17746 | &nbsp;&nbsp;&nbsp;17184 |
| Arivo, Loan ID - C1391813 | &nbsp;&nbsp;18.000 | &nbsp;&nbsp;06-02-29 | 27724 | &nbsp;&nbsp;&nbsp;26845 |
| Arivo, Loan ID - C1391838 | &nbsp;&nbsp;22.660 | &nbsp;&nbsp;05-28-29 | 26587 | &nbsp;&nbsp;&nbsp;25745 |
| Arivo, Loan ID - C1392009 | &nbsp;&nbsp;16.290 | &nbsp;&nbsp;11-13-27 | 7266 | &nbsp;&nbsp;&nbsp;&nbsp;7036 |
| Arivo, Loan ID - C1392016 | &nbsp;&nbsp;20.470 | &nbsp;&nbsp;05-30-29 | 25668 | &nbsp;&nbsp;&nbsp;24855 |
| Arivo, Loan ID - C1392078 | &nbsp;&nbsp;18.000 | &nbsp;&nbsp;05-28-29 | 3846 | &nbsp;&nbsp;&nbsp;&nbsp;3724 |
| Arivo, Loan ID - C1392104 | &nbsp;&nbsp;18.000 | &nbsp;&nbsp;05-28-29 | 22845 | &nbsp;&nbsp;&nbsp;22121 |
| Arivo, Loan ID - C1392195 | &nbsp;&nbsp;17.980 | &nbsp;&nbsp;05-29-29 | 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;193 |
| Arivo, Loan ID - C1392202 | &nbsp;&nbsp;16.430 | &nbsp;&nbsp;05-29-29 | 40150 | &nbsp;&nbsp;&nbsp;38878 |
| Arivo, Loan ID - C1392258 | &nbsp;&nbsp;18.000 | &nbsp;&nbsp;05-29-29 | 17615 | &nbsp;&nbsp;&nbsp;17056 |
| Arivo, Loan ID - C1392320 | &nbsp;&nbsp;17.980 | &nbsp;&nbsp;05-14-29 | 32598 | &nbsp;&nbsp;&nbsp;31565 |
| Arivo, Loan ID - C1392322 | &nbsp;&nbsp;20.610 | &nbsp;&nbsp;11-14-27 | 13901 | &nbsp;&nbsp;&nbsp;13460 |
| Arivo, Loan ID - C1392327 | &nbsp;&nbsp;18.000 | &nbsp;&nbsp;05-14-29 | 25873 | &nbsp;&nbsp;&nbsp;25053 |
| Arivo, Loan ID - C1392364 | &nbsp;&nbsp;22.070 | &nbsp;&nbsp;05-29-29 | 23507 | &nbsp;&nbsp;&nbsp;22762 |
| Arivo, Loan ID - C1392401 | &nbsp;&nbsp;21.440 | &nbsp;&nbsp;05-29-29 | 20728 | &nbsp;&nbsp;&nbsp;20071 |
| Arivo, Loan ID - C1392420 | &nbsp;&nbsp;14.430 | &nbsp;&nbsp;11-29-27 | 19783 | &nbsp;&nbsp;&nbsp;19156 |
| Arivo, Loan ID - C1392421 | &nbsp;&nbsp;20.000 | &nbsp;&nbsp;05-28-29 | 24455 | &nbsp;&nbsp;&nbsp;23680 |
| Arivo, Loan ID - C1392514 | &nbsp;&nbsp;20.000 | &nbsp;&nbsp;05-29-29 | 20665 | &nbsp;&nbsp;&nbsp;20010 |
| Arivo, Loan ID - C1392527 | &nbsp;&nbsp;14.780 | &nbsp;&nbsp;05-29-29 | 40422 | &nbsp;&nbsp;&nbsp;39141 |
| Arivo, Loan ID - C1392568 | &nbsp;&nbsp;14.740 | &nbsp;&nbsp;05-29-29 | 19375 | &nbsp;&nbsp;&nbsp;18761 |
| Arivo, Loan ID - C1392580 | &nbsp;&nbsp;14.420 | &nbsp;&nbsp;05-30-29 | 24796 | &nbsp;&nbsp;&nbsp;24010 |
| Arivo, Loan ID - C1392651 | &nbsp;&nbsp;20.270 | &nbsp;&nbsp;06-02-29 | 23342 | &nbsp;&nbsp;&nbsp;22602 |
| Arivo, Loan ID - C1392768 | &nbsp;&nbsp;18.000 | &nbsp;&nbsp;05-15-29 | 19051 | &nbsp;&nbsp;&nbsp;18448 |
| Arivo, Loan ID - C1392780 | &nbsp;&nbsp;24.050 | &nbsp;&nbsp;05-29-29 | 19870 | &nbsp;&nbsp;&nbsp;19240 |
| Arivo, Loan ID - C1392838 | &nbsp;&nbsp;18.000 | &nbsp;&nbsp;05-14-29 | 23165 | &nbsp;&nbsp;&nbsp;22431 |
| Arivo, Loan ID - C1392840 | &nbsp;&nbsp;18.140 | &nbsp;&nbsp;05-29-29 | 22731 | &nbsp;&nbsp;&nbsp;22011 |
| Arivo, Loan ID - C1392844 | &nbsp;&nbsp;17.970 | &nbsp;&nbsp;05-29-29 | 21288 | &nbsp;&nbsp;&nbsp;20613 |
| Arivo, Loan ID - C1392924 | &nbsp;&nbsp;22.500 | &nbsp;&nbsp;06-04-29 | 26373 | &nbsp;&nbsp;&nbsp;25538 |
| Arivo, Loan ID - C1392970 | &nbsp;&nbsp;20.000 | &nbsp;&nbsp;05-15-29 | 14826 | &nbsp;&nbsp;&nbsp;14356 |
| Arivo, Loan ID - C1392982 | &nbsp;&nbsp;20.060 | &nbsp;&nbsp;05-25-29 | 29926 | &nbsp;&nbsp;&nbsp;28978 |
| Arivo, Loan ID - C1393035 | &nbsp;&nbsp;12.830 | &nbsp;&nbsp;05-30-29 | 41588 | &nbsp;&nbsp;&nbsp;40270 |
| Arivo, Loan ID - C1393075 | &nbsp;&nbsp;15.310 | &nbsp;&nbsp;05-15-29 | 23365 | &nbsp;&nbsp;&nbsp;22624 |
| Arivo, Loan ID - C1393081 | &nbsp;&nbsp;14.660 | &nbsp;&nbsp;05-30-29 | 17835 | &nbsp;&nbsp;&nbsp;17270 |
| Arivo, Loan ID - C1393111 | &nbsp;&nbsp;17.560 | &nbsp;&nbsp;05-29-29 | 27538 | &nbsp;&nbsp;&nbsp;26665 |

---

SEE NOTES TO CONSOLIDATED FUND'S INVESTMENTS JOHN HANCOCK MARATHON ASSET-BASED LENDING FUND \| QUARTERLY REPORT 18

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **JH Consumer Loan Trust (continued)** | **JH Consumer Loan Trust (continued)** |  |  |  |
| Arivo, Loan ID - C1393122 | &nbsp;&nbsp;18.260 | &nbsp;&nbsp;05-30-29 | 17903 | $17336 |
| Arivo, Loan ID - C1393159 | &nbsp;&nbsp;21.090 | &nbsp;&nbsp;11-25-27 | 16487 | &nbsp;&nbsp;&nbsp;15965 |
| Arivo, Loan ID - C1393204 | &nbsp;&nbsp;20.560 | &nbsp;&nbsp;05-30-29 | 18880 | &nbsp;&nbsp;&nbsp;18281 |
| Arivo, Loan ID - C1393263 | &nbsp;&nbsp;19.710 | &nbsp;&nbsp;05-30-29 | 21315 | &nbsp;&nbsp;&nbsp;20639 |
| Arivo, Loan ID - C1393343 | &nbsp;&nbsp;19.960 | &nbsp;&nbsp;05-26-29 | 7889 | &nbsp;&nbsp;&nbsp;&nbsp;7639 |
| Arivo, Loan ID - C1393348 | &nbsp;&nbsp;20.300 | &nbsp;&nbsp;05-30-29 | 11563 | &nbsp;&nbsp;&nbsp;11197 |
| Arivo, Loan ID - C1393370 | &nbsp;&nbsp;18.000 | &nbsp;&nbsp;05-15-29 | 9041 | &nbsp;&nbsp;&nbsp;&nbsp;8755 |
| Arivo, Loan ID - C1393472 | &nbsp;&nbsp;20.000 | &nbsp;&nbsp;05-30-29 | 37185 | &nbsp;&nbsp;&nbsp;36007 |
| Arivo, Loan ID - C1393511 | &nbsp;&nbsp;18.000 | &nbsp;&nbsp;05-30-29 | 21518 | &nbsp;&nbsp;&nbsp;20836 |
| Arivo, Loan ID - C1393576 | &nbsp;&nbsp;21.540 | &nbsp;&nbsp;05-30-29 | 26010 | &nbsp;&nbsp;&nbsp;25185 |
| Arivo, Loan ID - C1393593 | &nbsp;&nbsp;14.460 | &nbsp;&nbsp;06-01-29 | 23778 | &nbsp;&nbsp;&nbsp;23024 |
| Arivo, Loan ID - C1393720 | &nbsp;&nbsp;14.520 | &nbsp;&nbsp;05-30-29 | 20738 | &nbsp;&nbsp;&nbsp;20080 |
| Arivo, Loan ID - C1393734 | &nbsp;&nbsp;16.870 | &nbsp;&nbsp;05-25-29 | 36189 | &nbsp;&nbsp;&nbsp;35042 |
| Arivo, Loan ID - C1393907 | &nbsp;&nbsp;13.250 | &nbsp;&nbsp;05-30-29 | 25549 | &nbsp;&nbsp;&nbsp;24739 |
| Arivo, Loan ID - C1393979 | &nbsp;&nbsp;21.130 | &nbsp;&nbsp;05-16-29 | 45208 | &nbsp;&nbsp;&nbsp;43775 |
| Arivo, Loan ID - C1394001 | &nbsp;&nbsp;21.320 | &nbsp;&nbsp;05-30-29 | 39775 | &nbsp;&nbsp;&nbsp;38514 |
| Arivo, Loan ID - C1394007 | &nbsp;&nbsp;21.300 | &nbsp;&nbsp;05-30-29 | 16011 | &nbsp;&nbsp;&nbsp;15503 |
| Arivo, Loan ID - C1394076 | &nbsp;&nbsp;18.670 | &nbsp;&nbsp;06-01-29 | 23811 | &nbsp;&nbsp;&nbsp;23057 |
| Arivo, Loan ID - C1394218 | &nbsp;&nbsp;17.260 | &nbsp;&nbsp;05-17-29 | 18065 | &nbsp;&nbsp;&nbsp;17493 |
| Arivo, Loan ID - C1394326 | &nbsp;&nbsp;13.540 | &nbsp;&nbsp;06-01-29 | 38520 | &nbsp;&nbsp;&nbsp;37300 |
| Arivo, Loan ID - C1394447 | &nbsp;&nbsp;15.570 | &nbsp;&nbsp;06-01-29 | 24403 | &nbsp;&nbsp;&nbsp;23629 |
| Arivo, Loan ID - C1394484 | &nbsp;&nbsp;20.000 | &nbsp;&nbsp;06-01-29 | 14802 | &nbsp;&nbsp;&nbsp;14332 |
| Arivo, Loan ID - C1394590 | &nbsp;&nbsp;14.710 | &nbsp;&nbsp;05-17-29 | 17109 | &nbsp;&nbsp;&nbsp;16567 |
| Arivo, Loan ID - C1394614 | &nbsp;&nbsp;16.820 | &nbsp;&nbsp;06-01-29 | 27694 | &nbsp;&nbsp;&nbsp;26817 |
| Arivo, Loan ID - C1394691 | &nbsp;&nbsp;15.960 | &nbsp;&nbsp;06-01-29 | 28088 | &nbsp;&nbsp;&nbsp;27198 |
| Arivo, Loan ID - C1394693 | &nbsp;&nbsp;18.040 | &nbsp;&nbsp;06-01-29 | 26012 | &nbsp;&nbsp;&nbsp;25188 |
| Arivo, Loan ID - C1394761 | &nbsp;&nbsp;18.000 | &nbsp;&nbsp;06-01-29 | 23250 | &nbsp;&nbsp;&nbsp;22514 |
| Arivo, Loan ID - C1394905 | &nbsp;&nbsp;21.820 | &nbsp;&nbsp;06-04-29 | 38353 | &nbsp;&nbsp;&nbsp;37138 |
| Arivo, Loan ID - C1394975 | &nbsp;&nbsp;16.750 | &nbsp;&nbsp;05-26-29 | 19572 | &nbsp;&nbsp;&nbsp;18951 |
| Arivo, Loan ID - C1395036 | &nbsp;&nbsp;18.600 | &nbsp;&nbsp;05-18-29 | 27669 | &nbsp;&nbsp;&nbsp;26792 |
| Arivo, Loan ID - C1395055 | &nbsp;&nbsp;18.950 | &nbsp;&nbsp;06-02-29 | 33102 | &nbsp;&nbsp;&nbsp;32053 |
| Arivo, Loan ID - C1395098 | &nbsp;&nbsp;14.860 | &nbsp;&nbsp;06-02-29 | 39334 | &nbsp;&nbsp;&nbsp;38087 |
| Arivo, Loan ID - C1395177 | &nbsp;&nbsp;14.990 | &nbsp;&nbsp;06-02-29 | 27405 | &nbsp;&nbsp;&nbsp;26536 |
| Arivo, Loan ID - C1395182 | &nbsp;&nbsp;17.670 | &nbsp;&nbsp;06-02-29 | 13517 | &nbsp;&nbsp;&nbsp;13088 |
| Arivo, Loan ID - C1395239 | &nbsp;&nbsp;17.130 | &nbsp;&nbsp;05-30-29 | 26817 | &nbsp;&nbsp;&nbsp;25967 |
| Arivo, Loan ID - C1395328 | &nbsp;&nbsp;20.000 | &nbsp;&nbsp;05-18-29 | 26617 | &nbsp;&nbsp;&nbsp;25774 |
| Arivo, Loan ID - C1395338 | &nbsp;&nbsp;19.730 | &nbsp;&nbsp;06-03-29 | 27022 | &nbsp;&nbsp;&nbsp;26165 |
| Arivo, Loan ID - C1395472 | &nbsp;&nbsp;17.210 | &nbsp;&nbsp;06-02-29 | 30650 | &nbsp;&nbsp;&nbsp;29678 |
| Arivo, Loan ID - C1395484 | &nbsp;&nbsp;19.030 | &nbsp;&nbsp;05-18-29 | 20394 | &nbsp;&nbsp;&nbsp;19748 |
| Arivo, Loan ID - C1395714 | &nbsp;&nbsp;18.000 | &nbsp;&nbsp;06-02-29 | 20434 | &nbsp;&nbsp;&nbsp;19786 |
| Arivo, Loan ID - C1395914 | &nbsp;&nbsp;16.090 | &nbsp;&nbsp;06-03-29 | 12290 | &nbsp;&nbsp;&nbsp;11900 |
| Arivo, Loan ID - C1395983 | &nbsp;&nbsp;16.840 | &nbsp;&nbsp;06-03-29 | 21082 | &nbsp;&nbsp;&nbsp;20414 |
| Arivo, Loan ID - C1396446 | &nbsp;&nbsp;20.570 | &nbsp;&nbsp;06-04-29 | 22272 | &nbsp;&nbsp;&nbsp;21567 |
| Arivo, Loan ID - C1397113 | &nbsp;&nbsp;19.680 | &nbsp;&nbsp;06-04-29 | 29000 | &nbsp;&nbsp;&nbsp;28081 |
| Arivo, Loan ID - C1397185 | &nbsp;&nbsp;20.570 | &nbsp;&nbsp;06-04-29 | 16617 | &nbsp;&nbsp;&nbsp;16090 |
| Arivo, Loan ID - C1397666 | &nbsp;&nbsp;21.960 | &nbsp;&nbsp;06-05-29 | 22017 | &nbsp;&nbsp;&nbsp;21319 |
| Arivo, Loan ID - C1480324 | &nbsp;&nbsp;18.000 | &nbsp;&nbsp;09-02-29 | 30487 | &nbsp;&nbsp;&nbsp;29521 |
| Arivo, Loan ID - C1483188 | &nbsp;&nbsp;14.640 | &nbsp;&nbsp;09-07-29 | 37338 | &nbsp;&nbsp;&nbsp;36155 |
| Arivo, Loan ID - C1483586 | &nbsp;&nbsp;24.370 | &nbsp;&nbsp;09-07-29 | 28521 | &nbsp;&nbsp;&nbsp;27617 |
| Arivo, Loan ID - C1485900 | &nbsp;&nbsp;19.770 | &nbsp;&nbsp;09-10-29 | 21319 | &nbsp;&nbsp;&nbsp;20644 |
| Arivo, Loan ID - C1486798 | &nbsp;&nbsp;21.980 | &nbsp;&nbsp;09-12-29 | 18083 | &nbsp;&nbsp;&nbsp;17510 |
| Arivo, Loan ID - C1486827 | &nbsp;&nbsp;20.110 | &nbsp;&nbsp;03-12-28 | 11501 | &nbsp;&nbsp;&nbsp;11136 |
| Arivo, Loan ID - C1487273 | &nbsp;&nbsp;20.000 | &nbsp;&nbsp;09-12-29 | 29546 | &nbsp;&nbsp;&nbsp;28609 |
| Arivo, Loan ID - C1488090 | &nbsp;&nbsp;20.000 | &nbsp;&nbsp;09-15-29 | 19906 | &nbsp;&nbsp;&nbsp;19276 |
| Arivo, Loan ID - C1488149 | &nbsp;&nbsp;17.370 | &nbsp;&nbsp;09-17-29 | 40054 | &nbsp;&nbsp;&nbsp;38785 |
| Arivo, Loan ID - C1488570 | &nbsp;&nbsp;12.980 | &nbsp;&nbsp;09-14-29 | 5456 | &nbsp;&nbsp;&nbsp;&nbsp;5283 |

---

19 JOHN HANCOCK MARATHON ASSET-BASED LENDING FUND \| QUARTERLY REPORT SEE NOTES TO CONSOLIDATED FUND'S INVESTMENTS

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **JH Consumer Loan Trust (continued)** | **JH Consumer Loan Trust (continued)** |  |  |  |
| Arivo, Loan ID - C1488990 | &nbsp;&nbsp;18.000 | &nbsp;&nbsp;09-15-29 | 30469 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$29503 |
| Arivo, Loan ID - C1489048 | &nbsp;&nbsp;17.770 | &nbsp;&nbsp;08-30-29 | 26142 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25314 |
| Arivo, Loan ID - C1489582 | &nbsp;&nbsp;16.430 | &nbsp;&nbsp;09-16-29 | 17644 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17085 |
| Arivo, Loan ID - C1490051 (H) | &nbsp;&nbsp;20.000 | &nbsp;&nbsp;09-17-29 | 29012 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28093 |
| Arivo, Loan ID - C1490515 | &nbsp;&nbsp;19.680 | &nbsp;&nbsp;09-04-29 | 25542 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24733 |
| Arivo, Loan ID - C1491219 | &nbsp;&nbsp;17.650 | &nbsp;&nbsp;09-04-29 | 35369 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34248 |
| Arivo, Loan ID - C1491340 | &nbsp;&nbsp;15.510 | &nbsp;&nbsp;09-04-29 | 24458 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23683 |
| Arivo, Loan ID - C1491409 | &nbsp;&nbsp;17.650 | &nbsp;&nbsp;09-20-29 | 25679 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24865 |
| Arivo, Loan ID - C1491789 (H) | &nbsp;&nbsp;22.620 | &nbsp;&nbsp;03-20-28 | 18757 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18163 |
| Arivo, Loan ID - C1492310 | &nbsp;&nbsp;20.890 | &nbsp;&nbsp;09-21-29 | 28403 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27503 |
| Arivo, Loan ID - C1492454 | &nbsp;&nbsp;19.010 | &nbsp;&nbsp;09-07-29 | 22634 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21916 |
| Arivo, Loan ID - C1492664 | &nbsp;&nbsp;18.000 | &nbsp;&nbsp;09-06-29 | 19009 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18407 |
| Arivo, Loan ID - C1492950 | &nbsp;&nbsp;22.610 | &nbsp;&nbsp;09-22-29 | 23649 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22900 |
| Arivo, Loan ID - C1493370 | &nbsp;&nbsp;19.430 | &nbsp;&nbsp;09-22-29 | 28023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27135 |
| Arivo, Loan ID - C1493394 | &nbsp;&nbsp;24.340 | &nbsp;&nbsp;09-22-29 | 23151 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22417 |
| Arivo, Loan ID - C1493661 | &nbsp;&nbsp;21.050 | &nbsp;&nbsp;09-23-29 | 33906 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32832 |
| **Corporate asset-based credit 2.2%** | **Corporate asset-based credit 2.2%** | **Corporate asset-based credit 2.2%** |  | &nbsp;&nbsp;&nbsp;&nbsp;**$5149000** |
| (Cost $5,000,000) |  |  |  |  |
| **Materials 2.2%** |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**5149000** |
| CG Finance A LP |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-1, Class A (F) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-28-28 | &nbsp;&nbsp;&nbsp;&nbsp;5000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5149000 |
| **Credit-linked notes 9.5%** |  |  |  | **$22191337** |
| (Cost $22,218,080) |  |  |  |  |
| **Consumer loans 2.4%** | **Consumer loans 2.4%** | **Consumer loans 2.4%** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**5690685** |
| Huntington Bank Auto Credit-Linked Note |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-1, Class E (30 day Average SOFR + 8.250%) (A)(C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12.598 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-20-32 | &nbsp;&nbsp;&nbsp;&nbsp;701030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;707099 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-2, Class E (30 day Average SOFR + 7.500%) (A)(C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11.848 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-20-32 | &nbsp;&nbsp;&nbsp;&nbsp;1295747 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1298204 |
| Santander Bank Auto Credit-Linked Note |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-A, Class G (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24.695 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-15-33 | &nbsp;&nbsp;&nbsp;&nbsp;2698510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3182147 |
| U.S. Bank NA Auto Credit-Linked Note |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-1, Class D (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13.597 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-25-32 | &nbsp;&nbsp;&nbsp;&nbsp;496159 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;503235 |
| **Corporate asset-backed securities 7.1%** | **Corporate asset-backed securities 7.1%** | **Corporate asset-backed securities 7.1%** |  | &nbsp;&nbsp;&nbsp;&nbsp;**16500652** |
| Deutsche Bank AG Credit-Linked Note |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-1A, Class CLN (3 month CME Term SOFR + 9.250%) (A)(C)(F) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13.530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-21-33 | &nbsp;&nbsp;&nbsp;&nbsp;5000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5089500 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-2A, Class CLN (3 month CME Term SOFR + 7.250%) (A)(C)(F) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11.593 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-21-35 | &nbsp;&nbsp;&nbsp;&nbsp;5750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5750000 |
| MAM SRT Holder II, Ltd. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(1 month CME Term SOFR + 6.500%) (A)(C)(F) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.851 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-06-32 | &nbsp;&nbsp;&nbsp;&nbsp;3989880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3987487 |
| U.S. Bank NA Auto Credit-Linked Note |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2025-SUP1, Class R (30 day Average SOFR + 7.500%) (A)(C)(F) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11.852 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-25-32 | &nbsp;&nbsp;&nbsp;&nbsp;1673665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1673665 |

---

---

| | | |
|:---|:---|:---|
|  | **Contracts/Notional amount** | **Value** |
| **Purchased options 0.0%** |  | **$293** |
| (Cost $7,773) |  |  |
| **Calls 0.0%** |  | &nbsp;&nbsp;&nbsp;**293** |
| Exchange-traded Option on 5-Year U.S. Treasury Note Futures (Expiration Date: 8-22-25; Strike Price: $111.50; Notional Amount: 25,000) (H) | 25 | &nbsp;&nbsp;&nbsp;293 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Yield (%)** | **Shares** | **Value** |
| **Short-term investments 5.5%** |  |  | **$12712929** |
| (Cost $12,712,929) |  |  |  |
| **Short-term funds 5.5%** |  |  | &nbsp;&nbsp;&nbsp;**12712929** |
| State Street Institutional U.S. Government Money Market Fund, Premier Class | &nbsp;&nbsp;4.2386(O) | &nbsp;&nbsp;12431062 | &nbsp;&nbsp;&nbsp;12431062 |
| U.S. Bank Money Market Deposit Account | &nbsp;&nbsp;3.4350(O) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91576 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91576 |
| Wilmington U.S. Government Money Market Fund, Institutional Class | &nbsp;&nbsp;4.0900(O) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190291 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190291 |

---

SEE NOTES TO CONSOLIDATED FUND'S INVESTMENTS JOHN HANCOCK MARATHON ASSET-BASED LENDING FUND \| QUARTERLY REPORT 20

------

---

| | |
|:---|:---|
| **Total investments (Cost $285,010,845) 124.3%** | &nbsp;&nbsp;**$289935250** |
| **Other assets and liabilities, net (24.3%)** | &nbsp;&nbsp;&nbsp;**(56658458)** |
| **Total net assets 100.0%** | **$233276792** |

---

---

| | |
|:---|:---|
| The percentage shown for each investment category is the total value of the category as a percentage of the net assets of the fund. | The percentage shown for each investment category is the total value of the category as a percentage of the net assets of the fund. |
| ^All par values are denominated in U.S. dollars unless otherwise indicated. | ^All par values are denominated in U.S. dollars unless otherwise indicated. |
| **Currency Abbreviations** | **Currency Abbreviations** |
| EUR | Euro |

---

---

| | |
|:---|:---|
| **Security Abbreviations and Legend** | **Security Abbreviations and Legend** |
| CME | CME Group Published Rates |
| EURIBOR | Euro Interbank Offered Rate |
| IO | Interest-Only Security - (Interest Tranche of Stripped Mortgage Pool). Rate shown is the annualized yield at the end of the period. |
| PO | Principal-Only Security - (Principal Tranche of Stripped Security). Rate shown is the annualized yield on date of purchase. |
| SOFR | Secured Overnight Financing Rate |
| (A) | This security is exempt from registration under Rule 144A of the Securities Act of 1933, as amended. Such securities may be resold, normally to qualified institutional buyers, in transactions exempt from registration. Rule 144A securities amounted to $143,976,675 or 61.7% of the fund's net assets as of 7-31-25. |
| (B) | All or a portion of this security is segregated as collateral for reverse repurchase agreements. |
| (C) | Variable rate obligation. The coupon rate shown represents the rate at period end. |
| (D) | Variable or floating rate security, the interest rate of which adjusts periodically based on a weighted average of interest rates and prepayments on the underlying pool of assets. The interest rate shown is the current rate as of period end. |
| (E) | Loans are privately issued. Loan originator and/or seller is reflected. |
| (F) | Securities are valued using significant unobservable inputs and are classified as Level 3 in the fair value hierarchy. |
| (G) | Non-income producing - borrower is in default. |
| (H) | Non-income producing security. |
| (I) | The underlying loans have matured but are still in the repayment process. |
| (J) | Notes do not bear interest and represent the ownership of the residual interest in the issuing entity. Distributions are made only after all classes senior in priority have received all amounts due. |
| (K) | The fund holds an affiliate interest in this investment. |
| (L) | The fund holds 100% of the economic interests in the investment. |
| (M) | Term loans are variable rate obligations. The rate shown represents the rate at period end. |
| (N) | There is no stated interest rate. The fund holds 100% of the economic interests in the investment. |
| (O) | The rate shown is the annualized seven-day yield as of 7-31-25. |

---

21 JOHN HANCOCK MARATHON ASSET-BASED LENDING FUND \| QUARTERLY REPORT SEE NOTES TO CONSOLIDATED FUND'S INVESTMENTS

------

#### DERIVATIVES

#### FUTURES

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Open contracts** | &nbsp;&nbsp;**Number of<br> contracts** | &nbsp;&nbsp;**Position** | &nbsp;&nbsp;**Expiration<br> date** | &nbsp;&nbsp;**Notional<br> basis^** | &nbsp;&nbsp;**Notional<br> value^** | &nbsp;&nbsp;**Unrealized<br> appreciation<br> (depreciation)** |
| 2-Year U.S. Treasury Note Futures | &nbsp;&nbsp;11 | &nbsp;&nbsp;Short | &nbsp;&nbsp;Sep 2025 | &nbsp;&nbsp;$(2279883) | &nbsp;&nbsp;$(2276828) | &nbsp;&nbsp;&nbsp;$3055 |
| 3-Year U.S. Treasury Note Futures | &nbsp;&nbsp;45 | &nbsp;&nbsp;Short | &nbsp;&nbsp;Sep 2025 | &nbsp;&nbsp;&nbsp;&nbsp;(9500910) | &nbsp;&nbsp;&nbsp;&nbsp;(9501328) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(418) |
|  |  |  |  |  |  | &nbsp;&nbsp;**$2637** |

---

^ Notional basis refers to the contractual amount agreed upon at inception of open contracts; notional value represents the current value of the open contract.

#### FORWARD FOREIGN CURRENCY CONTRACTS

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Contract to buy** | **Contract to buy** | **Contract to sell** | **Contract to sell** | **Counterparty (OTC)** | **Contractual<br> settlement<br> date** | **Unrealized<br> appreciation** | **Unrealized<br> depreciation** |
| EUR | 1172553 | USD | 1243369 | SSB | 11/28/2025 | &nbsp;&nbsp;$105347 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| EUR | &nbsp;&nbsp;&nbsp;927149 | USD | 1087394 | SSB | 1/21/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;$(17161) |
| USD | &nbsp;&nbsp;&nbsp;157495 | EUR | &nbsp;&nbsp;&nbsp;146734 | SSB | 10/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(10815) |
| USD | 1261801 | EUR | 1172553 | SSB | 11/28/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(86914) |
| USD | 1138059 | EUR | 1070006 | SSB | 1/21/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(97077) |
| USD | &nbsp;&nbsp;&nbsp;165050 | EUR | &nbsp;&nbsp;&nbsp;139971 | SSB | 4/22/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| USD | 1124276 | EUR | &nbsp;&nbsp;&nbsp;948750 | SSB | 7/22/2026 | &nbsp;&nbsp;&nbsp;&nbsp;17652 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
|  |  |  |  |  |  | **$125619** | **$(211967)** |

---

---

| | |
|:---|:---|
| **Derivatives Currency Abbreviations** | **Derivatives Currency Abbreviations** |
| EUR | Euro |
| USD | U.S. Dollar |

---

---

| | |
|:---|:---|
| **Derivatives Abbreviations** | **Derivatives Abbreviations** |
| OTC | Over-the-counter |
| SSB | State Street Bank and Trust Company |

---

SEE NOTES TO CONSOLIDATED FUND'S INVESTMENTS JOHN HANCOCK MARATHON ASSET-BASED LENDING FUND \| QUARTERLY REPORT 22

------

Notes to Consolidated Fund's investments (unaudited)

**Security valuation. Investments are valued at the end of each month at a minimum pursuant to the Valuation Policies and Procedures of the Advisor, John Hancock Investment Management LLC.**

In order to value the securities, the fund uses the following valuation techniques: Debt obligations, are typically valued based on evaluated prices provided by an independent pricing vendor. Independent pricing vendors utilize matrix pricing, which takes into account factors such as institutional-size trading in similar groups of securities, yield, quality, coupon rate, maturity, type of issue, trading characteristics and other market data, as well as broker supplied prices. Investments by the fund in open-end mutual funds are valued at their respective NAVs each business day. Private investments are measured at fair value based on the present value of the expected cash flows. There are no quoted prices in active markets and valuations rely primarily on the use of significant unobservable inputs, which require significant judgment. Assumptions and inputs used in the valuation include prepayment estimates, determination of the discount rate based on the risk-free interest rate adjusted for credit risk (including estimation of probability of default), liquidity and any other adjustments a third-party market participant would take into account in pricing a transaction. Exchange-traded options are valued at the mid-price of the last quoted bid and ask prices from the exchange where the option trades. Unlisted options are generally valued using evaluated prices obtained from an independent pricing vendor. Futures contracts whose settlement prices are determined as of the close of the NYSE are typically valued based on the settlement price while other futures contracts are typically valued at the last traded price on the exchange on which they trade. Forward foreign currency contracts are valued at the prevailing forward rates which are based on foreign currency exchange spot rates and forward points supplied by an independent pricing vendor. Foreign securities and currencies are valued in U.S. dollars based on foreign currency exchange rates supplied by an independent pricing vendor.

Other portfolio securities and assets, for which reliable market quotations are not readily available, are valued at fair value as determined in good faith by the Advisor's Pricing Committee following procedures established by the Advisor and adopted by the Board of Trustees. The frequency with which these fair valuation procedures are used cannot be predicted and fair value of securities may differ significantly from the value that would have been used had a ready market for such securities existed.

The fund uses a three-tier hierarchy to prioritize the pricing assumptions, referred to as inputs, used in valuation techniques to measure fair value. Level 1 includes securities valued using quoted prices in active markets for identical securities, including registered investment companies. Level 2 includes securities valued using other significant observable inputs. Observable inputs may include quoted prices for similar securities, interest rates, prepayment speeds and credit risk. Prices for securities valued using these inputs are received from independent pricing vendors and brokers and are based on an evaluation of the inputs described. Level 3 includes securities valued using significant unobservable inputs when market prices are not readily available or reliable, including the Advisor's assumptions in determining the fair value of investments. Factors used in determining value may include market or issuer specific events or trends, changes in interest rates and credit quality. The inputs or methodology used for valuing securities are not necessarily an indication of the risks associated with investing in those securities. Changes in valuation techniques and related inputs may result in transfers into or out of an assigned level within the disclosure hierarchy.

The following is a summary of the values by input classification of the Consolidated Fund's investments as of July 31, 2025, by major security category or type:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Total<br> value at<br> 7-31-25** | **Level 1<br> quoted<br> price** | **Level 2<br> significant<br> observable<br> inputs** | **Level 3<br> significant<br> unobservable<br> inputs** |
| **Investments in securities:** |  |  |  |  |
| **Assets** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Asset-backed securities | **$90692445** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | $90692445 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Residential loans | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**42368277** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5247811 | $37120466 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Special purpose vehicles | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**35598500** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35598500 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Term loans | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**29178689** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29178689 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Profit participating notes | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**23775390** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23775390 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Consumer-related assets | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**22311976** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15124681 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7187295 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Consumer loans | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**5956414** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5956414 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Corporate asset-based credit | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**5149000** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5149000 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Credit-linked notes | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**22191337** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5690685 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16500652 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Purchased options | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**293** | $293 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Short-term investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**12712929** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12621353 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91576 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| **Total investments in securities** | **$289935250** | **$12621646** | **$116847198** | **$160466406** |
| **Liabilities** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Reverse repurchase agreements | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$(57343542)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(57343542) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| **Derivatives:** |  |  |  |  |
| **Assets** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Futures | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**3055** | $3055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Forward foreign currency contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**125619** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125619 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| **Liabilities** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Futures | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**(418)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(418) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Forward foreign currency contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**(211967)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(211967) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |

---

The following is a reconciliation of Level 3 assets for which significant unobservable inputs were used to determine fair value. There were no transfers into or out of Level 3 during the period.

---

| | |
|:---|:---|
| 23 | \| |

---

------

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;**Residential<br> loans** | &nbsp;&nbsp;&nbsp;**Special<br> purpose<br> vehicles** | &nbsp;&nbsp;&nbsp;**Term<br> loans** | &nbsp;&nbsp;&nbsp;**Profit<br> participating<br> notes** | &nbsp;&nbsp;&nbsp;**Consumer-<br> related<br> assets** | &nbsp;&nbsp;&nbsp;**Consumer<br> loans** | &nbsp;&nbsp;&nbsp;**Corporate<br> asset-<br> based<br> credit** | &nbsp;&nbsp;&nbsp;**Credit-<br> linked<br> notes** | &nbsp;&nbsp;&nbsp;**Total** |
| Balance as of 10-31-24 | &nbsp;&nbsp;&nbsp;$34917923 | &nbsp;&nbsp;&nbsp;$21863018 | &nbsp;&nbsp;&nbsp;$27543381 | &nbsp;&nbsp;&nbsp;$24415734 | &nbsp;&nbsp;&nbsp;$5761603 | &nbsp;&nbsp;&nbsp;$8694707 | &nbsp;&nbsp;&nbsp;$5133000 | &nbsp;&nbsp;&nbsp;$11869479 | &nbsp;&nbsp;&nbsp;$140198845 |
| Purchases | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48539056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16163156 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1613282 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;2101680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76167174 |
| Sales | &nbsp;&nbsp;&nbsp;&nbsp;(47497162) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2783916) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(19791) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2878500) | &nbsp;&nbsp;&nbsp;&nbsp;(1595911) | &nbsp;&nbsp;&nbsp;&nbsp;(2064402) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3203955) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(60043637) |
| Realized gain (loss) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3469189 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5727 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(779366) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2715815 |
| Transfers out of Level 3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1520150) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1520150) |
| Net amortization of (premium) discount | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(233884) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89366 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99884 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(46257) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(277) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(91168) |
| Change in unrealized appreciation (depreciation) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(554506) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(47549) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2217891 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;820039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;151732 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3039527 |
| **Balance as of 7-31-25** | &nbsp;&nbsp;&nbsp;**$37120466** | &nbsp;&nbsp;&nbsp;**$35598500** | &nbsp;&nbsp;&nbsp;**$29178689** | &nbsp;&nbsp;&nbsp;**$23775390** | &nbsp;&nbsp;&nbsp;**$7187295** | &nbsp;&nbsp;&nbsp;**$5956414** | &nbsp;&nbsp;&nbsp;**$5149000** | &nbsp;&nbsp;&nbsp;**$16500652** | &nbsp;&nbsp;&nbsp;**$160466406** |
| Change in unrealized appreciation (depreciation) at period end<sup>1</sup> | &nbsp;&nbsp;&nbsp;$(1102923) | &nbsp;&nbsp;&nbsp;&nbsp;$350515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(47549) | &nbsp;&nbsp;&nbsp;$2217891 | &nbsp;&nbsp;&nbsp;&nbsp;$820039 | &nbsp;&nbsp;&nbsp;&nbsp;$222879 | &nbsp;&nbsp;&nbsp;&nbsp;$16000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$85405 | &nbsp;&nbsp;&nbsp;&nbsp;$2562257 |

---

<sup>1</sup> Change in unrealized appreciation (depreciation) attributable to Level 3 securities held at period end.

The valuation techniques and significant unobservable inputs used in the fair value measurement of the fund's Level 3 securities are outlined in the table below.

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;**Fair Value<br> at 7-31-25** | &nbsp;&nbsp;&nbsp;**Valuation technique** | &nbsp;&nbsp;&nbsp;**Significant<br> unobservable inputs** | &nbsp;&nbsp;&nbsp;**Input/Range\*** | &nbsp;&nbsp;&nbsp;**Input weighted average\*** |
| Residential loans | &nbsp;&nbsp;$37120466 | &nbsp;&nbsp;Discounted cash flow<br> Recent transaction | &nbsp;&nbsp;Discount rate<br> Transaction price | &nbsp;&nbsp;7.71% - 31.28%<br> $77.68 - $102.20 | &nbsp;&nbsp;11.64%<br> $91.48 |
| Special purpose vehicles | &nbsp;&nbsp;35598500 | &nbsp;&nbsp;Discounted cash flow<br> Recent transaction | &nbsp;&nbsp;Discount rate<br> Transaction price | &nbsp;&nbsp;10.24% - 16.95%<br> $100.00 - $104.64 | &nbsp;&nbsp;12.45%<br> $100.06 |
| Term loans | &nbsp;&nbsp;29178689 | &nbsp;&nbsp;Discounted cash flow | &nbsp;&nbsp;Discount rate | &nbsp;&nbsp;9.30% - 14.58% | &nbsp;&nbsp;11.07% |
| Profit participating notes | &nbsp;&nbsp;23775390 | &nbsp;&nbsp;Discounted cash flow<br> Recent transaction | &nbsp;&nbsp;Discount rate<br> Transaction price | &nbsp;&nbsp;8.64% - 12.08%<br> $100.00 | &nbsp;&nbsp;11.87%<br> $100.00 |
| Consumer-related assets | &nbsp;&nbsp;7187295 | &nbsp;&nbsp;Discounted cash flow | &nbsp;&nbsp;Discount rate | &nbsp;&nbsp;11.58% - 20.14% | &nbsp;&nbsp;15.20% |
| Consumer loans | &nbsp;&nbsp;5956414 | &nbsp;&nbsp;Discounted cash flow | &nbsp;&nbsp;Discount rate | &nbsp;&nbsp;6.83% - 9.32% | &nbsp;&nbsp;7.50% |
| Corporate asset-based credit | &nbsp;&nbsp;5149000 | &nbsp;&nbsp;Discounted cash flow | &nbsp;&nbsp;Discount rate | &nbsp;&nbsp;11.60% | &nbsp;&nbsp;11.60% |
| Credit-linked notes | &nbsp;&nbsp;16500652 | &nbsp;&nbsp;Discounted cash flow<br> Recent transaction | &nbsp;&nbsp;Discount rate<br> Transaction price | &nbsp;&nbsp;10.34% - 11.65%<br> $100.00 | &nbsp;&nbsp;10.98%<br> $100.00 |
| **Total** | &nbsp;&nbsp;**$160466406** |  |  |  |  |

---

\*A weighted average is an average in which each input in the grouping is assigned a weighting before summing to a single average value. The weighting of the input is determined based on a security's fair value as a percentage of the total fair value.

A change to unobservable inputs of the fund's Level 3 securities as of July 31, 2025 could have resulted in changes to the fair value measurement, as follows:

---

| | | |
|:---|:---|:---|
| **Significant Unobservable Input** | &nbsp;&nbsp;&nbsp;**Impact to Valuation<br> if input had increased** | &nbsp;&nbsp;&nbsp;**Impact to Valuation<br> if input had decreased** |
| Discount rate | &nbsp;&nbsp;Decrease | &nbsp;&nbsp;Increase |
| Transaction price | &nbsp;&nbsp;Increase | &nbsp;&nbsp;Decrease |

---

**Basis of consolidation. The accompanying consolidated Fund's investments include the accounts of JH Consumer Loan Trust, JH Residential Whole Loan Trust, JH Residential Whole Loan Trust II, and John Hancock Asset-Based Lending US Aircraft Delaware Subsidiary Fund LLC, each a wholly owned subsidiary of the fund:**

&nbsp;&nbsp;&nbsp;&nbsp;• JH Residential Whole Loan Trust, a Delaware statutory trust, was established on October 14, 2022 for the purpose of originating and acquiring residential real estate loans and legacy mortgage loan pools.

&nbsp;&nbsp;&nbsp;&nbsp;• John Hancock Asset-Based Lending US Aircraft Delaware Subsidiary Fund LLC, a Delaware LLC, was formed on October 18, 2022 and acts as an investment vehicle for the fund to obtain exposure to commercial aircraft lease transactions.

&nbsp;&nbsp;&nbsp;&nbsp;• JH Consumer Loan Trust, a Delaware statutory trust, was established on November 17, 2022 for the purpose of acquiring consumer loans, high-yield asset-backed securities backed by various forms of non-mortgage household debt largely focused on select market segments, such as automobile loans and leases, credit cards and personal installment loans, and other types of consumer loans.

&nbsp;&nbsp;&nbsp;&nbsp;• JH Residential Whole Loan Trust II, a Delaware statutory trust, was established on June 5, 2023 for the purpose of originating and acquiring residential real estate loans and legacy mortgage loan pools.

The fund will generally consolidate its investment in a wholly or substantially owned subsidiary, which is an extension of the operations of the fund, or a controlled operating company whose business consists of providing services to the fund. The fund consolidates its investments in JH Consumer Loan Trust, JH Residential Whole Loan Trust, JH Residential Whole Loan Trust II, and John Hancock Asset-Based Lending US Aircraft Delaware Subsidiary Fund LLC. Intercompany accounts and transactions, if any, have been eliminated. The Consolidated Fund's investments include positions of the fund and these subsidiaries.

---

| | |
|:---|:---|
| \| | 24 |

---

------

The fund has determined that the following wholly owned special purpose vehicles are operating companies, and therefore does not consolidate these investments as it is not permitted to consolidate any subsidiary or other entity that is not an investment company, including those in which the fund has a controlling interest unless the business of the operating company consists of providing services to the fund.

&nbsp;&nbsp;&nbsp;&nbsp;• MSN 803 Trust is a special purpose vehicle purchased by John Hancock Asset-Based Lending US Aircraft Delaware Subsidiary Fund LLC on August 30, 2023, which was established to hold the title to a commercial aircraft and is currently subject to a lease arrangement.

&nbsp;&nbsp;&nbsp;&nbsp;• JH Aircraft Leasing 4535 (Ireland) Designated Activity Company was established on January 23, 2024 to hold the title to an international commercial aircraft, which is currently subject to a lease arrangement.

&nbsp;&nbsp;&nbsp;&nbsp;• JH LiftCo, LLC, a Delaware statutory trust, was established on March 4, 2024 for the purpose of holding title to industrial equipment, which is currently subject to a lease arrangement.

&nbsp;&nbsp;&nbsp;&nbsp;• JH Finance LeaseCo LLC, a Delaware LLC, was formed on May 7, 2024 for the purpose of holding title to industrial equipment, which is currently subject to lease arrangements.

&nbsp;&nbsp;&nbsp;&nbsp;• JH REO Trust, a Delaware statutory trust, was formed on October 14, 2022 and serves as an investment vehicle to hold foreclosed or real estate owned properties of JH Residential Whole Loan Trust.

&nbsp;&nbsp;&nbsp;&nbsp;• JH Arbor Leasing, LLC, a Delaware LLC, was established on April 10, 2025 for the purpose of holding title to vegetation management equipment, which is currently subject to a lease arrangement.

**Investment in affiliates. Information regarding the fund's fiscal year to date purchases and sales of affiliated investments as well as income and capital gains earned by the fund, if any, is as follows:**

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  |  |  |  |  |  |  | **Dividends and distributions** | **Dividends and distributions** |  |
| **Affiliate** | **Ending<br> share<br> amount** | **Beginning<br> value** | **Cost of<br> purchases** | **Proceeds<br> from shares<br> sold** | **Realized<br> gain<br> (loss)** | **Change in<br> unrealized<br> appreciation<br> (depreciation)** | **Income<br> distributions<br> received** | **Capital gain<br> distributions<br> received** | **Ending<br> value** |
| JH Aircraft Leasing 4535 (Ireland) Designated Activity Company | 20897863 | $21420071 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | $(1146000) |  | $2100736 |  |  | $22374807 |
| JH Arbor Leasing LLC | &nbsp;&nbsp;9530956 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | $9530956 | &nbsp;&nbsp;&nbsp;&nbsp;(152783) |  | (594063) | $347218 |  | 8784110 |
| JH Finance LeaseCo LLC | &nbsp;&nbsp;6048343 | &nbsp;&nbsp;&nbsp;&nbsp;7392282 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;(1289633) | $5727 | (47134) | 610856 |  | 6061242 |
| JH Liftco LLC | 14477000 | &nbsp;&nbsp;&nbsp;&nbsp;6143962 | &nbsp;&nbsp;6487200 | &nbsp;&nbsp;&nbsp;&nbsp;(815000) |  | 193461 |  |  | 12009623 |
| JH REO Trust | &nbsp;&nbsp;&nbsp;&nbsp;139901 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;145000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |  | 1391 |  |  | 146391 |
| MSN 803 Trust | &nbsp;&nbsp;7882217 | &nbsp;&nbsp;&nbsp;&nbsp;8326774 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(526500) |  | 796860 | 193500 |  | 8597134 |
|  |  |  |  |  | **$5727** | **$2451251** | **$1151574** | **—** | **$57973307** |

---

#### Reverse repurchase agreements. The following table summarizes the open reverse repurchase agreements at 7-31-25:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Counterparty** | &nbsp;&nbsp;&nbsp;&nbsp;**Borrowing<br> rate** | &nbsp;&nbsp;&nbsp;&nbsp;**Settlement<br> date** | &nbsp;&nbsp;&nbsp;&nbsp;**Maturity<br> date** | &nbsp;&nbsp;&nbsp;&nbsp;**Amount<br> borrowed** | &nbsp;&nbsp;&nbsp;&nbsp;**Payable for<br> reverse<br> repurchase<br> agreements** |
| BNY Mellon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.873% | &nbsp;&nbsp;&nbsp;&nbsp;7-17-25 | &nbsp;&nbsp;&nbsp;&nbsp;8-14-25 | &nbsp;&nbsp;&nbsp;&nbsp;$(2228000) | &nbsp;&nbsp;&nbsp;&nbsp;$(2232524) |
| BNY Mellon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.923% | &nbsp;&nbsp;&nbsp;&nbsp;7-17-25 | &nbsp;&nbsp;&nbsp;&nbsp;8-14-25 | &nbsp;&nbsp;&nbsp;&nbsp;(1725000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1728539) |
| BNY Mellon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.023% | &nbsp;&nbsp;&nbsp;&nbsp;7-17-25 | &nbsp;&nbsp;&nbsp;&nbsp;8-14-25 | &nbsp;&nbsp;&nbsp;&nbsp;(1702000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1705562) |
| BNY Mellon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.073% | &nbsp;&nbsp;&nbsp;&nbsp;7-17-25 | &nbsp;&nbsp;&nbsp;&nbsp;8-14-25 | &nbsp;&nbsp;&nbsp;&nbsp;(1714000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1717623) |
| BNY Mellon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.103% | &nbsp;&nbsp;&nbsp;&nbsp;7-17-25 | &nbsp;&nbsp;&nbsp;&nbsp;8-14-25 | &nbsp;&nbsp;&nbsp;&nbsp;(3217000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3223840) |
| BNY Mellon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.110% | &nbsp;&nbsp;&nbsp;&nbsp;7-17-25 | &nbsp;&nbsp;&nbsp;&nbsp;8-14-25 | &nbsp;&nbsp;&nbsp;&nbsp;(2494000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2499310) |
| BNY Mellon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.123% | &nbsp;&nbsp;&nbsp;&nbsp;7-23-25 | &nbsp;&nbsp;&nbsp;&nbsp;8-14-25 | &nbsp;&nbsp;&nbsp;&nbsp;(4610000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4620195) |
| BNY Mellon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.443% | &nbsp;&nbsp;&nbsp;&nbsp;7-17-25 | &nbsp;&nbsp;&nbsp;&nbsp;8-14-25 | &nbsp;&nbsp;&nbsp;&nbsp;(2001000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2005538) |
| J.P. Morgan Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.053% | &nbsp;&nbsp;&nbsp;&nbsp;7-31-25 | &nbsp;&nbsp;&nbsp;&nbsp;9-2-25 | &nbsp;&nbsp;&nbsp;&nbsp;(2202415) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2203033) |
| J.P. Morgan Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.103% | &nbsp;&nbsp;&nbsp;&nbsp;7-31-25 | &nbsp;&nbsp;&nbsp;&nbsp;9-2-25 | &nbsp;&nbsp;&nbsp;&nbsp;(2564028) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2564755) |
| J.P. Morgan Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.155% | &nbsp;&nbsp;&nbsp;&nbsp;7-23-25 | &nbsp;&nbsp;&nbsp;&nbsp;8-25-25 | &nbsp;&nbsp;&nbsp;&nbsp;(1407787) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1409601) |
| J.P. Morgan Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.203% | &nbsp;&nbsp;&nbsp;&nbsp;7-31-25 | &nbsp;&nbsp;&nbsp;&nbsp;9-2-25 | &nbsp;&nbsp;&nbsp;&nbsp;(1867268) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1867808) |
| J.P. Morgan Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.279% | &nbsp;&nbsp;&nbsp;&nbsp;7-7-25 | &nbsp;&nbsp;&nbsp;&nbsp;8-7-25 | &nbsp;&nbsp;&nbsp;&nbsp;(1702719) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1708961) |
| UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;4.940% | &nbsp;&nbsp;&nbsp;&nbsp;7-11-25 | &nbsp;&nbsp;&nbsp;&nbsp;8-11-25 | &nbsp;&nbsp;&nbsp;&nbsp;(2192960) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2199279) |
| UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;5.080% | &nbsp;&nbsp;&nbsp;&nbsp;7-23-25 | &nbsp;&nbsp;&nbsp;&nbsp;8-25-25 | &nbsp;&nbsp;&nbsp;&nbsp;(2763767) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2767277) |
| UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;5.140% | &nbsp;&nbsp;&nbsp;&nbsp;7-11-25 | &nbsp;&nbsp;&nbsp;&nbsp;8-11-25 | &nbsp;&nbsp;&nbsp;&nbsp;(4552868) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4566519) |
| UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;5.140% | &nbsp;&nbsp;&nbsp;&nbsp;7-17-25 | &nbsp;&nbsp;&nbsp;&nbsp;8-18-25 | &nbsp;&nbsp;&nbsp;&nbsp;(2907000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2913226) |
| UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;5.180% | &nbsp;&nbsp;&nbsp;&nbsp;7-2-25 | &nbsp;&nbsp;&nbsp;&nbsp;8-4-25 | &nbsp;&nbsp;&nbsp;&nbsp;(4947123) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4968478) |
| UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;5.190% | &nbsp;&nbsp;&nbsp;&nbsp;7-11-25 | &nbsp;&nbsp;&nbsp;&nbsp;8-11-25 | &nbsp;&nbsp;&nbsp;&nbsp;(4675332) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4689487) |
| UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;5.290% | &nbsp;&nbsp;&nbsp;&nbsp;7-11-25 | &nbsp;&nbsp;&nbsp;&nbsp;8-11-25 | &nbsp;&nbsp;&nbsp;&nbsp;(2917875) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2926879) |
| UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;5.330% | &nbsp;&nbsp;&nbsp;&nbsp;7-23-25 | &nbsp;&nbsp;&nbsp;&nbsp;8-25-25 | &nbsp;&nbsp;&nbsp;&nbsp;(2821349) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2825108) |

---

---

| | |
|:---|:---|
| 25 | \| |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Counterparty** | &nbsp;&nbsp;&nbsp;&nbsp;**Borrowing<br> rate** | &nbsp;&nbsp;&nbsp;&nbsp;**Settlement<br> date** | &nbsp;&nbsp;&nbsp;&nbsp;**Maturity<br> date** | &nbsp;&nbsp;&nbsp;&nbsp;**Amount<br> borrowed** | &nbsp;&nbsp;&nbsp;&nbsp;**Payable for<br> reverse<br> repurchase<br> agreements** |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$(57343542)** |

---

For additional information on the fund's significant accounting policies and risks, please refer to the fund's most recent semiannual or annual shareholder report and prospectus.

---

| | |
|:---|:---|
| \| | 26 |

---

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02116

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

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

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

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

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $308433847.00

**Total Liabilities:** $75157055.41

**Net Assets:** $233276791.59

**Stand-by Commitments:** $1681650.26

**Cash Not Reported:** $5110433.14

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -2065.460000000000 | **1-Year:** -11301.980000000000 | **5-Year:** -8415.200000000000 | **10-Year:** -7553.910000000000 | **30-Year:** -6652.030000000000

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

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

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 0.58%                | 0.87%                | 0.59%                |
| Class ID N/A | 0.54%                | 0.94%                | 0.59%                |
| Class ID N/A | 0.53%                | 0.82%                | 0.54%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-177951.80              | $152590.23                                 |
| Month 2  | $-359.07                 | $1172626.41                                |
| Month 3  | $-2743714.28             | $2613000.20                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ACHM TRUST 2025-HE1 ACHM 2025 HE1 D 144A                          | ACHM TRUST 2025-HE1 ACHM 2025 HE1 D 144A                          | CUSIP: 00449SAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1437728 | PA      | $502917.24    | 0.22%             | 2055-03-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| ACHM TRUST 2025-HE1 ACHM 2025 HE1 XS 144A                         | ACHM TRUST 2025-HE1 ACHM 2025 HE1 XS 144A                         | CUSIP: 00449SAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  20538972 | PA      | $2016927.03   | 0.86%             | 2055-03-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| ACHM MORTGAGE TRUST 2024-HE1 ACHM 2024 HE1 D 144A                 | ACHM MORTGAGE TRUST 2024-HE1 ACHM 2024 HE1 D 144A                 | CUSIP: 00449TAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    609464 | PA      | $61118.99     | 0.03%             | 2039-05-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ACHM MORTGAGE TRUST 2024-HE1 ACHM 2024 HE1 XS 144A                | ACHM MORTGAGE TRUST 2024-HE1 ACHM 2024 HE1 XS 144A                | CUSIP: 00449TAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8706622 | PA      | $850636.96    | 0.36%             | 2039-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| ACREC 2023-FL2 LLC ACREC 2023 FL2 C 144A                          | ACREC 2023-FL2 LLC ACREC 2023 FL2 C 144A                          | CUSIP: 00501BAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $2015302.20   | 0.86%             | 2038-02-19      | Floating      | 8.62%                 | No            |                  2 | On Loan: No      |
| AVANT LOANS FUNDING TRUST 2025 AVNT 2025 REV1 D 144A              | AVANT LOANS FUNDING TRUST 2025 AVNT 2025 REV1 D 144A              | CUSIP: 05352BAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2999427.30   | 1.29%             | 2034-05-15      | Fixed         | 8.39%                 | No            |                  2 | On Loan: No      |
| AVANT LOANS FUNDING TRUST 2024 AVNT 2024 REV1 C 144A              | AVANT LOANS FUNDING TRUST 2024 AVNT 2024 REV1 C 144A              | CUSIP: 05352UAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1750000 | PA      | $1787836.40   | 0.77%             | 2033-10-15      | Fixed         | 7.06%                 | No            |                  2 | On Loan: No      |
| AVANT LOANS FUNDING TRUST 2022 AVNT 2022 REV1 E 144A              | AVANT LOANS FUNDING TRUST 2022 AVNT 2022 REV1 E 144A              | CUSIP: 05356GAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3033174.30   | 1.30%             | 2031-09-15      | Fixed         | 12.98%                | No            |                  2 | On Loan: No      |
| BAMLL TRUST 2025-ASHF BAMLL 2025 ASHF C 144A                      | BAMLL TRUST 2025-ASHF BAMLL 2025 ASHF C 144A                      | CUSIP: 05494CAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3013854.60   | 1.29%             | 2042-02-15      | Floating      | 7.34%                 | No            |                  2 | On Loan: No      |
| BAMLL COMMERCIAL MORTGAGE SECU BAMLL 2024 NASH B 144A             | BAMLL COMMERCIAL MORTGAGE SECU BAMLL 2024 NASH B 144A             | CUSIP: 05555CAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2508497.75   | 1.08%             | 2039-05-15      | Floating      | 7.09%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2021-ARIA BX 2021 ARIA F 144A                            | BX TRUST 2021-ARIA BX 2021 ARIA F 144A                            | CUSIP: 05608RAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1997500.00   | 0.86%             | 2036-10-15      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2023-DELC BX 2023 DELC E 144A                            | BX TRUST 2023-DELC BX 2023 DELC E 144A                            | CUSIP: 05610DAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2528125.00   | 1.08%             | 2038-05-15      | Floating      | 9.63%                 | No            |                  2 | On Loan: No      |
| VERENA AT HILLARD TERM LOAN                                       | VERENA AT HILLARD TERM LOAN                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   5904766 | PA      | $5893547.19   | 2.53%             | 2027-04-11      | Floating      | 9.97%                 | No            |                  3 | On Loan: No      |
| MCR Newark Airport LLC                                            | MCR NEWARK AIRPORT LLC TERM LOAN                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   4617939 | PA      | $4606393.77   | 1.97%             | 2027-04-11      | Floating      | 11.00%                | No            |                  3 | On Loan: No      |
| STEVENS CREEK BOULEVARD TERM LOAN                                 | STEVENS CREEK BOULEVARD TERM LOAN                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   4732080 | PA      | $4706053.56   | 2.02%             | 2026-07-11      | Floating      | 10.62%                | No            |                  3 | On Loan: No      |
| Clairemont Drive LLC                                              | CLAIREMONT DRIVE LLC TERM LOAN                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   4412918 | PA      | $4349371.78   | 1.86%             | 2026-03-11      | Floating      | 11.62%                | No            |                  3 | On Loan: No      |
| Hertz Vehicle Financing III LLC                                   | HERTZ VEHICLE FINANCING III LL HERTZ 2025 1A D 144A               | CUSIP: 42806MCW7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1993354.80   | 0.85%             | 2029-09-25      | Fixed         | 7.98%                 | No            |                  2 | On Loan: No      |
| THE HUNTINGTON NATIONAL BANK HACLN 2024 1 E                       | THE HUNTINGTON NATIONAL BANK HACLN 2024 1 E                       | CUSIP: 44644NAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    701030 | PA      | $707098.59    | 0.30%             | 2032-05-20      | Floating      | 12.60%                | No            |                  2 | On Loan: No      |
| HUNTINGTON BANK AUTO CREDIT-LI HACLN 2024 2 E 144A                | HUNTINGTON BANK AUTO CREDIT-LI HACLN 2024 2 E 144A                | CUSIP: 44644NAL3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1295747 | PA      | $1298204.28   | 0.56%             | 2032-10-20      | Floating      | 11.85%                | No            |                  2 | On Loan: No      |
| J.P. MORGAN CHASE COMMERCIAL M JPMCC 2025 BHR5 C 144A             | J.P. MORGAN CHASE COMMERCIAL M JPMCC 2025 BHR5 C 144A             | CUSIP: 46649WAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1996257.60   | 0.86%             | 2040-03-15      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust 2025-CES1                              | JP MORGAN MORTGAGE TRUST SERIE JPMMT 2025 CES1 M1 144A            | CUSIP: 46658XAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2009413.80   | 0.86%             | 2055-05-25      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO 2013-1 Ltd.                                     | KKR FINANCIAL CLO 2013-1 LTD KKR 2013 1A DR2 144A                 | CUSIP: 48249XAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2501097.50   | 1.07%             | 2029-04-15      | Floating      | 10.57%                | No            |                  2 | On Loan: No      |
| KIND TRUST 2021-KIND KNDR 2021 KIND B 144A                        | KIND TRUST 2021-KIND KNDR 2021 KIND B 144A                        | CUSIP: 482606AJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1983710 | PA      | $1960152.98   | 0.84%             | 2038-08-15      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| KREF 2021-FL2 Ltd.                                                | KREF 2021-FL2 LTD KREF 2021 FL2 AS 144A                           | CUSIP: 48275RAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    950000 | PA      | $931022.33    | 0.40%             | 2039-02-15      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| KIND COMMERCIAL MORTGAGE TRUST KIND 2024 1 D 144A                 | KIND COMMERCIAL MORTGAGE TRUST KIND 2024 1 D 144A                 | CUSIP: 494925AD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3002812.50   | 1.29%             | 2041-08-15      | Floating      | 7.78%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABL SDART 2023 S1 CERT 144A            | SANTANDER DRIVE AUTO RECEIVABL SDART 2023 S1 CERT 144A            | CUSIP: 80286QAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     11500 | PA      | $3057043.85   | 1.31%             | 2028-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| SANTANDER BANK AUTO CREDIT-LIN SBCLN 2023 A G 144A                | SANTANDER BANK AUTO CREDIT-LIN SBCLN 2023 A G 144A                | CUSIP: 80290CBZ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2698510 | PA      | $3182146.95   | 1.36%             | 2033-06-15      | Fixed         | 24.70%                | No            |                  2 | On Loan: No      |
| THPT 2023-THL MORTGAGE TRUST THPT 2023 THL D 144A                 | THPT 2023-THL MORTGAGE TRUST THPT 2023 THL D 144A                 | CUSIP: 87252LAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3020517.00   | 1.29%             | 2034-12-10      | Variable      | 9.56%                 | No            |                  2 | On Loan: No      |
| JH AIRCRAFT LEASING 4535 DESIGNATED ACTIVITY COMPANY              | JH AIRCRAFT LEASING 4535 DESIGNATED ACTIVITY COMPANY              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | IE        |  20897863 | PA      | $22374806.52  | 9.59%             | 2044-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| JH FINANCE LEASE CO LLC SPV                                       | JH FINANCE LEASE CO LLC SPV                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |   6048343 | PA      | $6061242.28   | 2.60%             | N/A             | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| DEUTSCHE BANK AG/CRAFT 2024-1 CRFT 2024 1A CLN 144A               | DEUTSCHE BANK AG/CRAFT 2024-1 CRFT 2024 1A CLN 144A               | CUSIP: BCC3F4L30<br>LEI: N/A                  | Long             | ABS-O            | CORP              | DE        |   5000000 | PA      | $5089500.00   | 2.18%             | 2033-11-21      | Floating      | 13.53%                | No            |                  3 | On Loan: No      |
| ACHM TRUST 2024-HE2 ACHM 2024 HE2 XS 144A                         | ACHM TRUST 2024-HE2 ACHM 2024 HE2 XS 144A                         | CUSIP: 00112DAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8508008 | PA      | $1209324.07   | 0.52%             | 2039-10-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ACHV ABS TRUST 2025-1PL ACHV 2025 1PL E 144A                      | ACHV ABS TRUST 2025-1PL ACHV 2025 1PL E 144A                      | CUSIP: 00112MAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $978815.00    | 0.42%             | 2032-04-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ARZ TRUST 2024-BILT ARZ 2024 BILT E 144A                          | ARZ TRUST 2024-BILT ARZ 2024 BILT E 144A                          | CUSIP: 00218TAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2054145.40   | 0.88%             | 2029-06-11      | Fixed         | 7.49%                 | No            |                  2 | On Loan: No      |
| BEST EGG ASSET STRUCTURED PASS BEAST 2025 D CERT                  | BEST EGG ASSET STRUCTURED PASS BEAST 2025 D CERT                  | CUSIP: 08652UAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3003 | PA      | $659607.15    | 0.28%             | 2035-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2 BX 2024 SLCT E 144A                | BX COMMERCIAL MORTGAGE TRUST 2 BX 2024 SLCT E 144A                | CUSIP: 12433JAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1969000 | PA      | $1949315.12   | 0.84%             | 2042-01-15      | Floating      | 7.73%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING 2013-IV LTD CIFC 2013 4A DR2 144A                    | CIFC FUNDING 2013-IV LTD CIFC 2013 4A DR2 144A                    | CUSIP: 12549FCA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   2000000 | PA      | $2000766.00   | 0.86%             | 2031-04-27      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| CARNOW AUTO RECEIVABLES TRUST CNART 2023 1A D 144A                | CARNOW AUTO RECEIVABLES TRUST CNART 2023 1A D 144A                | CUSIP: 14367RAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2936972 | PA      | $2934187.26   | 1.26%             | 2028-02-15      | Fixed         | 7.99%                 | No            |                  2 | On Loan: No      |
| Columbia Cent CLO 29 Limited                                      | COLUMBIA CENT CLO 29 LTD CECLO 2020 29A D1R 144A                  | CUSIP: 197363BE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000000.00   | 0.43%             | 2034-10-20      | Floating      | 8.19%                 | No            |                  2 | On Loan: No      |
| Columbia Cent CLO 29 Limited                                      | COLUMBIA CENT CLO 29 LTD CECLO 2020 29A D1RR 144A                 | CUSIP: 197363BS2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000000.00   | 0.43%             | 2034-10-20      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| COMM 2024-WCL1 MORTGAGE TRUST COMM 2024 WCL1 C 144A               | COMM 2024-WCL1 MORTGAGE TRUST COMM 2024 WCL1 C 144A               | CUSIP: 20047DAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3300000 | PA      | $3289630.08   | 1.41%             | 2041-06-15      | Floating      | 7.23%                 | No            |                  2 | On Loan: No      |
| Credit Suisse ABS Repackaging Trust 2013-A                        | CREDIT SUISSE ABS REPACKAGING CSRT 2013 A R1 144A                 | CUSIP: 22546U108<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5000 | PA      | $1765311.00   | 0.76%             | 2043-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| DBWF 2024-LCRS MORTGAGE TRUST DBWF 2024 LCRS C 144A               | DBWF 2024-LCRS MORTGAGE TRUST DBWF 2024 LCRS C 144A               | CUSIP: 23307KAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1496718.75   | 0.64%             | 2037-04-15      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Aktiengesellschaft                                  | DEUTSCHE BANK AG CRFT 2025 2A CLN 144A                            | CUSIP: 251937AD0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | ABS-O            | CORP              | DE        |   5750000 | PA      | $5750000.00   | 2.46%             | 2035-01-21      | Floating      | 11.55%                | No            |                  3 | On Loan: No      |
| DRYDEN 49 SENIOR LOAN FUND DRSLF 2017 49A DR 144A                 | DRYDEN 49 SENIOR LOAN FUND DRSLF 2017 49A DR 144A                 | CUSIP: 26244QAU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3730000 | PA      | $3735363.74   | 1.60%             | 2030-07-18      | Floating      | 7.99%                 | No            |                  2 | On Loan: No      |
| FS RIALTO 2021-FL3 FSRIA 2021 FL3 D 144A                          | FS RIALTO 2021-FL3 FSRIA 2021 FL3 D 144A                          | CUSIP: 30323CAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2492921.50   | 1.07%             | 2036-11-16      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| FS RIALTO 2025-FL10 ISSUER LLC FSRIA 2025 FL10 AS 144A            | FS RIALTO 2025-FL10 ISSUER LLC FSRIA 2025 FL10 AS 144A            | CUSIP: 30340KAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $2490631.75   | 1.07%             | 2042-08-19      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| FIGRE TRUST 2024-HE5 FIGRE 2024 HE5 CE 144A                       | FIGRE TRUST 2024-HE5 FIGRE 2024 HE5 CE 144A                       | CUSIP: 31684FAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    421291 | PA      | $1609622.81   | 0.69%             | 2054-10-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JH LIFTCO LLC 20340314 00001.0000000000                           | JH LIFTCO LLC 20340314 00001.0000000000                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |  14477000 | PA      | $12009622.78  | 5.15%             | N/A             | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| U.S. Bank National Association                                    | US BANK NA USCLN 2023 1 D 144A                                    | CUSIP: 90357PAX2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    496159 | PA      | $503235.16    | 0.22%             | 2032-08-25      | Fixed         | 13.60%                | No            |                  2 | On Loan: No      |
| U.S. Bank National Association                                    | US BANK NA USCLN 2025 SUP1 R 144A                                 | CUSIP: 90357PBJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1673665 | PA      | $1673664.91   | 0.72%             | 2032-02-25      | Floating      | 11.85%                | No            |                  3 | On Loan: No      |
| FREED ABS TRUST 2022-3FP FREED 2022 3FP CERT 144A                 | FREED ABS TRUST 2022-3FP FREED 2022 3FP CERT 144A                 | CUSIP: 35634EAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     23900 | PA      | $2261654.61   | 0.97%             | 2029-08-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GPMT 2021-FL4 Ltd.                                                | GPMT 2021-FL4 LTD GPMT 2021 FL4 D 144A                            | CUSIP: 36262TAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1813300.00   | 0.78%             | 2036-12-15      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| GSMS TRUST 2024-FAIR GSMS 2024 FAIR E 144A                        | GSMS TRUST 2024-FAIR GSMS 2024 FAIR E 144A                        | CUSIP: 36270JAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $4074467.60   | 1.75%             | 2029-07-15      | Variable      | 9.15%                 | No            |                  2 | On Loan: No      |
| GREAT WOLF TRUST 2024-WOLF GWT 2024 WOLF E 144A                   | GREAT WOLF TRUST 2024-WOLF GWT 2024 WOLF E 144A                   | CUSIP: 39152MAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2180000 | PA      | $2190900.00   | 0.94%             | 2039-03-15      | Floating      | 7.98%                 | No            |                  2 | On Loan: No      |
| LAQ 2023-LAQ MORTGAGE TRUST LAQ 2023 LAQ D 144A                   | LAQ 2023-LAQ MORTGAGE TRUST LAQ 2023 LAQ D 144A                   | CUSIP: 516681AG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1304250 | PA      | $1267206.17   | 0.54%             | 2036-03-15      | Floating      | 8.53%                 | No            |                  2 | On Loan: No      |
| MAM SRT Holder II Limited                                         | MAM SRT HOLDER II LTD 08/32 6.5                                   | CUSIP: 56145RAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   3989880 | PA      | $3987486.51   | 1.71%             | 2032-08-06      | Floating      | 10.83%                | No            |                  3 | On Loan: No      |
| MARLETTE FUNDING TRUST 2022-3 MFT 2022 3A D 144A                  | MARLETTE FUNDING TRUST 2022-3 MFT 2022 3A D 144A                  | CUSIP: 57109NAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3750000 | PA      | $3800182.50   | 1.63%             | 2032-11-15      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| MOSAIC SOLAR LOAN TRUST 2018-2 MSAIC 2018 2GS R 144A              | MOSAIC SOLAR LOAN TRUST 2018-2 MSAIC 2018 2GS R 144A              | CUSIP: 61946LAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  19131000 | PA      | $3056980.75   | 1.31%             | 2044-02-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MYERS PARK CLO LTD MYERS 2018 1A D 144A                           | MYERS PARK CLO LTD MYERS 2018 1A D 144A                           | CUSIP: 62848FAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2005480.00   | 0.86%             | 2030-10-20      | Floating      | 7.64%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT TRUST 2023-7 PAID 2023 7 D 144A                    | PAGAYA AI DEBT TRUST 2023-7 PAID 2023 7 D 144A                    | CUSIP: 69548RAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3498696 | PA      | $3540025.30   | 1.52%             | 2031-07-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| PROSPER MARKETPLACE ISSUANCE T PMIT 2024 1A D 144A                | PROSPER MARKETPLACE ISSUANCE T PMIT 2024 1A D 144A                | CUSIP: 74363CAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3123084.00   | 1.34%             | 2029-08-15      | Fixed         | 10.98%                | No            |                  2 | On Loan: No      |
| ROCKFORD TOWER CLO 2017-2 LTD ROCKT 2017 2A DR 144A               | ROCKFORD TOWER CLO 2017-2 LTD ROCKT 2017 2A DR 144A               | CUSIP: 77340GAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2010148.00   | 0.86%             | 2029-10-15      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company                               | SCC GOVERMENT MM GVXX 20301231 00001.0000000000                   | CUSIP: 7839989D1<br>LEI: 571474TGEMMWANRLN572 | Long             | STIV             | RF                | US        |  12431062 | NS      | $12431061.71  | 5.33%             |  |  |  | No            |                  1 | On Loan: No      |
| THOR 2024-A LLC THOR 2024 A C 144A                                | THOR 2024-A LLC THOR 2024 A C 144A                                | CUSIP: 88517QAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2536871 | PA      | $2531150.94   | 1.09%             | 2041-08-15      | Fixed         | 7.66%                 | No            |                  2 | On Loan: No      |
| TILAPIA FINANCE PROFIT PARTICIPATING NOTES                        | TILAPIA FINANCE PROFIT PARTICIPATING NOTES                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | IE        |   1223010 | PA      | $1400583.48   | 0.60%             | 2033-12-12      | Floating      | 8.91%                 | No            |                  3 | On Loan: No      |
| JH REO TRUST 20521014 00001.0000000000                            | JH REO TRUST 20521014 00001.0000000000                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    139901 | PA      | $146390.60    | 0.06%             | N/A             | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| JH ARBOR LEASING LLC                                              | JH ARBOR LEASING LLC                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |   9530956 | PA      | $8784110.15   | 3.77%             | N/A             | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| US 5YR FUTR OPTN  SEP25C 111.5 EXP 08/22/2025                     | US 5YR FUTR OPTN  SEP25C 111.5 EXP 08/22/2025                     | CUSIP: ADI2VZ9V0<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        25 | NC      | $292.98       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| US 2YR NOTE CBT 0925                                              | US 2YR NOTE CBT 0925                                              | CUSIP: ADI2W3V11<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        11 | NC      | $3054.67      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| US 3YR NOTE (CBT) Sep25                                           | US 3YR NOTE (CBT) Sep25                                           | CUSIP: ADI2XCT54<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        45 | NC      | $-417.67      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| VERENA AT GILBERT DELAYED DRAW TERM LOAN                          | VERENA AT GILBERT DELAYED DRAW TERM LOAN                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   4736017 | PA      | $4704759.51   | 2.02%             | 2027-01-11      | Floating      | 9.62%                 | No            |                  3 | On Loan: No      |
| ACHV ABS TRUST 2023-3PL ACHV 2023 3PL R 144A                      | ACHV ABS TRUST 2023-3PL ACHV 2023 3PL R 144A                      | CUSIP: 000876AE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2637 | PA      | $253698.65    | 0.11%             | 2030-08-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| ACHM TRUST 2023-HE2 ACHM 2023 HE2 C 144A                          | ACHM TRUST 2023-HE2 ACHM 2023 HE2 C 144A                          | CUSIP: 00111NAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3057007 | PA      | $3155124.57   | 1.35%             | 2038-10-25      | Variable      | 9.30%                 | No            |                  2 | On Loan: No      |
| ACHM TRUST 2023-HE2 ACHM 2023 HE2 D 144A                          | ACHM TRUST 2023-HE2 ACHM 2023 HE2 D 144A                          | CUSIP: 00111NAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    567739 | PA      | $288946.73    | 0.12%             | 2038-10-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ACHM TRUST 2023-HE2 ACHM 2023 HE2 XS 144A                         | ACHM TRUST 2023-HE2 ACHM 2023 HE2 XS 144A                         | CUSIP: 00111NAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5050479 | PA      | $162625.43    | 0.07%             | 2038-10-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| ACHM TRUST 2024-HE2 ACHM 2024 HE2 D 144A                          | ACHM TRUST 2024-HE2 ACHM 2024 HE2 D 144A                          | CUSIP: 00112DAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    595549 | PA      | $69383.82     | 0.03%             | 2039-10-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GREENSKY HOME IMPROVEMENT ISSU GSKY 2025 2A E 144A                | GREENSKY HOME IMPROVEMENT ISSU GSKY 2025 2A E 144A                | CUSIP: 39571VAH1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1006793.30   | 0.43%             | 2060-06-25      | Fixed         | 7.79%                 | No            |                  2 | On Loan: No      |
| Genprov Holdco LLC                                                | GENPROV HOLDCO LLC TERM LOAN                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   4914630 | PA      | $4918561.57   | 2.11%             | 2026-08-11      | Floating      | 9.78%                 | No            |                  3 | On Loan: No      |
| BX 2024-PALM BX 2024 PALM D 144A                                  | BX 2024-PALM BX 2024 PALM D 144A                                  | CUSIP: 05612UAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3556731 | PA      | $3556730.77   | 1.52%             | 2037-06-15      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| BIRCH GROVE CLO LTD BGCLO 19A D2RR 144A                           | BIRCH GROVE CLO LTD BGCLO 19A D2RR 144A                           | CUSIP: 09075JBE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1750000 | PA      | $1766380.00   | 0.76%             | 2037-07-17      | Floating      | 9.37%                 | No            |                  2 | On Loan: No      |
| CG FINANCE LP CHRN 2023 1 A                                       | CG FINANCE LP CHRN 2023 1 A                                       | CUSIP: 12531AAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5149000.00   | 2.21%             | 2028-06-28      | Fixed         | 11.50%                | No            |                  3 | On Loan: No      |
| CLNY TRUST 2019-IKPR CLNY 2019 IKPR C 144A                        | CLNY TRUST 2019-IKPR CLNY 2019 IKPR C 144A                        | CUSIP: 12564NAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1443750.00   | 0.62%             | 2038-11-15      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| BEST EGG ASSET STRUCTURED PASS BEAST 2025 C CERT 144A             | BEST EGG ASSET STRUCTURED PASS BEAST 2025 C CERT 144A             | CUSIP: 08651UAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3003 | PA      | $391957.57    | 0.17%             | 2035-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| BEST EGG ASSET STRUCTURED PASS BEAST 2025 A CERT 144A             | BEST EGG ASSET STRUCTURED PASS BEAST 2025 A CERT 144A             | CUSIP: 08652AAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3003 | PA      | $461214.85    | 0.20%             | 2035-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| BEST EGG ASSET STRUCTURED PASS BEAST 2025 B CERT 144A             | BEST EGG ASSET STRUCTURED PASS BEAST 2025 B CERT 144A             | CUSIP: 08652QAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3003 | PA      | $598461.26    | 0.26%             | 2035-02-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| KSL COMMERCIAL MORTGAGE TRUST KSL 2024 HT2 B 144A                 | KSL COMMERCIAL MORTGAGE TRUST KSL 2024 HT2 B 144A                 | CUSIP: 500937AC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2502343.75   | 1.07%             | 2039-12-15      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| Achieve, Loan ID - C31393020                                      | Achieve, Loan ID - C31393020                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5270 | PA      | $5201.00      | 0.00%             | 2028-07-27      | Fixed         | 26.99%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C34739349                                      | Achieve, Loan ID - C34739349                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5456 | PA      | $5410.00      | 0.00%             | 2028-12-19      | Fixed         | 25.99%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C31323216                                      | Achieve, Loan ID - C31323216                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       833 | PA      | $822.00       | 0.00%             | 2025-04-30      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C24702290                                      | Achieve, Loan ID - C24702290                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5931 | PA      | $5853.00      | 0.00%             | 2027-12-24      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C31391521                                      | Achieve, Loan ID - C31391521                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6763 | PA      | $6673.00      | 0.00%             | 2028-06-14      | Fixed         | 26.99%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C24166360                                      | Achieve, Loan ID - C24166360                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6092 | PA      | $6011.00      | 0.00%             | 2028-02-27      | Fixed         | 26.99%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C24322154                                      | Achieve, Loan ID - C24322154                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1744 | PA      | $1721.00      | 0.00%             | 2025-12-16      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C24173305                                      | Achieve, Loan ID - C24173305                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5381 | PA      | $5310.00      | 0.00%             | 2027-01-15      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C31405619                                      | Achieve, Loan ID - C31405619                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7266 | PA      | $7170.00      | 0.00%             | 2028-06-16      | Fixed         | 23.74%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C31392604                                      | Achieve, Loan ID - C31392604                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7396 | PA      | $7298.00      | 0.00%             | 2028-06-13      | Fixed         | 26.99%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C24002565                                      | Achieve, Loan ID - C24002565                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7020 | PA      | $6927.00      | 0.00%             | 2027-12-10      | Fixed         | 26.99%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C31424651                                      | Achieve, Loan ID - C31424651                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7409 | PA      | $7311.00      | 0.00%             | 2028-06-14      | Fixed         | 26.99%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1393370                                         | Arivo, Loan ID - C1393370                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9041 | PA      | $8755.00      | 0.00%             | 2029-05-15      | Fixed         | 18.00%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C23511393                                      | Achieve, Loan ID - C23511393                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1282 | PA      | $1265.00      | 0.00%             | 2026-01-20      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C31403150                                      | Achieve, Loan ID - C31403150                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3253 | PA      | $3210.00      | 0.00%             | 2025-06-13      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C31358659                                      | Achieve, Loan ID - C31358659                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7482 | PA      | $7382.00      | 0.00%             | 2028-06-12      | Fixed         | 20.74%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C31359319                                      | Achieve, Loan ID - C31359319                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7537 | PA      | $7437.00      | 0.00%             | 2028-06-12      | Fixed         | 21.74%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C34651006                                      | Achieve, Loan ID - C34651006                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7131 | PA      | $7072.00      | 0.00%             | 2027-10-06      | Fixed         | 25.24%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C34921910                                      | Achieve, Loan ID - C34921910                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2190 | PA      | $2171.00      | 0.00%             | 2025-11-07      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C23985013                                      | Achieve, Loan ID - C23985013                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8097 | PA      | $7990.00      | 0.00%             | 2028-02-28      | Fixed         | 26.99%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1392009                                         | Arivo, Loan ID - C1392009                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7266 | PA      | $7036.00      | 0.00%             | 2027-11-13      | Fixed         | 16.29%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1388406                                         | Arivo, Loan ID - C1388406                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8541 | PA      | $8270.00      | 0.00%             | 2029-05-23      | Fixed         | 16.50%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C23992646                                      | Achieve, Loan ID - C23992646                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8096 | PA      | $7989.00      | 0.00%             | 2028-01-15      | Fixed         | 26.99%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C31394748                                      | Achieve, Loan ID - C31394748                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7214 | PA      | $7118.00      | 0.00%             | 2027-06-29      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C31396302                                      | Achieve, Loan ID - C31396302                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8772 | PA      | $8655.00      | 0.00%             | 2028-07-26      | Fixed         | 26.99%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C24842245                                      | Achieve, Loan ID - C24842245                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7256 | PA      | $7160.00      | 0.00%             | 2027-12-26      | Fixed         | 9.24%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C24783767                                      | Achieve, Loan ID - C24783767                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4219 | PA      | $4163.00      | 0.00%             | 2028-03-09      | Fixed         | 26.99%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C24941009                                      | Achieve, Loan ID - C24941009                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6716 | PA      | $6627.00      | 0.00%             | 2027-02-13      | Fixed         | 20.24%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C23500788                                      | Achieve, Loan ID - C23500788                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7643 | PA      | $7542.00      | 0.00%             | 2028-01-15      | Fixed         | 8.49%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C31376581                                      | Achieve, Loan ID - C31376581                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8635 | PA      | $8521.00      | 0.00%             | 2028-06-23      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C31322342                                      | Achieve, Loan ID - C31322342                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8641 | PA      | $8526.00      | 0.00%             | 2028-06-14      | Fixed         | 26.99%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1486827                                         | Arivo, Loan ID - C1486827                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11501 | PA      | $11136.00     | 0.00%             | 2028-03-12      | Fixed         | 20.11%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C34505570                                      | Achieve, Loan ID - C34505570                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6206 | PA      | $6154.00      | 0.00%             | 2026-11-17      | Fixed         | 17.24%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C34779142                                      | Achieve, Loan ID - C34779142                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2351 | PA      | $2331.00      | 0.00%             | 2025-11-08      | Fixed         | 19.74%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C31395045                                      | Achieve, Loan ID - C31395045                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9319 | PA      | $9195.00      | 0.00%             | 2028-05-01      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1389869                                         | Arivo, Loan ID - C1389869                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10196 | PA      | $9873.00      | 0.00%             | 2027-11-25      | Fixed         | 17.25%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1393348                                         | Arivo, Loan ID - C1393348                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11563 | PA      | $11197.00     | 0.00%             | 2029-05-30      | Fixed         | 20.30%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C24160824                                      | Achieve, Loan ID - C24160824                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9744 | PA      | $9615.00      | 0.00%             | 2028-01-26      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C24284884                                      | Achieve, Loan ID - C24284884                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10038 | PA      | $9905.00      | 0.00%             | 2028-01-20      | Fixed         | 26.24%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1387501                                         | Arivo, Loan ID - C1387501                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11320 | PA      | $10962.00     | 0.00%             | 2029-05-22      | Fixed         | 18.90%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C34722397                                      | Achieve, Loan ID - C34722397                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8874 | PA      | $8800.00      | 0.00%             | 2027-11-20      | Fixed         | 13.99%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C31446756                                      | Achieve, Loan ID - C31446756                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8844 | PA      | $8727.00      | 0.00%             | 2027-06-29      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1394484                                         | Arivo, Loan ID - C1394484                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14802 | PA      | $14332.00     | 0.01%             | 2029-06-01      | Fixed         | 20.00%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C23300084                                      | Achieve, Loan ID - C23300084                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10634 | PA      | $10493.00     | 0.00%             | 2027-01-25      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1386089                                         | Arivo, Loan ID - C1386089                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17436 | PA      | $16883.00     | 0.01%             | 2029-05-22      | Fixed         | 20.20%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C31440568                                      | Achieve, Loan ID - C31440568                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13141 | PA      | $12967.00     | 0.01%             | 2028-06-15      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C34868243                                      | Achieve, Loan ID - C34868243                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18685 | PA      | $18529.00     | 0.01%             | 2028-12-20      | Fixed         | 24.49%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1394975                                         | Arivo, Loan ID - C1394975                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19572 | PA      | $18951.00     | 0.01%             | 2029-05-26      | Fixed         | 16.75%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C34859657                                      | Achieve, Loan ID - C34859657                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19011 | PA      | $18852.00     | 0.01%             | 2028-11-18      | Fixed         | 25.99%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1390475                                         | Arivo, Loan ID - C1390475                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20277 | PA      | $19635.00     | 0.01%             | 2029-05-26      | Fixed         | 20.89%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1395914                                         | Arivo, Loan ID - C1395914                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12290 | PA      | $11900.00     | 0.01%             | 2029-06-03      | Fixed         | 16.09%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1391006                                         | Arivo, Loan ID - C1391006                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21420 | PA      | $20741.00     | 0.01%             | 2029-05-27      | Fixed         | 18.43%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1389530                                         | Arivo, Loan ID - C1389530                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20039 | PA      | $19404.00     | 0.01%             | 2029-05-26      | Fixed         | 20.13%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1391280                                         | Arivo, Loan ID - C1391280                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21521 | PA      | $20839.00     | 0.01%             | 2029-05-27      | Fixed         | 20.26%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1392401                                         | Arivo, Loan ID - C1392401                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20728 | PA      | $20071.00     | 0.01%             | 2029-05-29      | Fixed         | 21.44%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1394761                                         | Arivo, Loan ID - C1394761                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23250 | PA      | $22514.00     | 0.01%             | 2029-06-01      | Fixed         | 18.00%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C24178392                                      | Achieve, Loan ID - C24178392                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16833 | PA      | $16610.00     | 0.01%             | 2028-01-26      | Fixed         | 14.24%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1384529                                         | Arivo, Loan ID - C1384529                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24488 | PA      | $23712.00     | 0.01%             | 2029-05-30      | Fixed         | 22.20%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1390165                                         | Arivo, Loan ID - C1390165                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21327 | PA      | $20651.00     | 0.01%             | 2029-05-26      | Fixed         | 20.08%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C24305742                                      | Achieve, Loan ID - C24305742                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15616 | PA      | $15409.00     | 0.01%             | 2026-12-16      | Fixed         | 25.24%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1395983                                         | Arivo, Loan ID - C1395983                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21082 | PA      | $20414.00     | 0.01%             | 2029-06-03      | Fixed         | 16.84%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1392844                                         | Arivo, Loan ID - C1392844                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21288 | PA      | $20613.00     | 0.01%             | 2029-05-29      | Fixed         | 17.97%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1396446                                         | Arivo, Loan ID - C1396446                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22272 | PA      | $21567.00     | 0.01%             | 2029-06-04      | Fixed         | 20.57%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1389469                                         | Arivo, Loan ID - C1389469                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22711 | PA      | $21991.00     | 0.01%             | 2029-05-25      | Fixed         | 20.00%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1392651                                         | Arivo, Loan ID - C1392651                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23342 | PA      | $22602.00     | 0.01%             | 2029-06-02      | Fixed         | 20.27%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1392364                                         | Arivo, Loan ID - C1392364                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23507 | PA      | $22762.00     | 0.01%             | 2029-05-29      | Fixed         | 22.07%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1384317                                         | Arivo, Loan ID - C1384317                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23774 | PA      | $23020.00     | 0.01%             | 2029-05-18      | Fixed         | 20.55%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1388209                                         | Arivo, Loan ID - C1388209                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4635 | PA      | $4488.00      | 0.00%             | 2029-05-23      | Fixed         | 16.37%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1387867                                         | Arivo, Loan ID - C1387867                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24506 | PA      | $23729.00     | 0.01%             | 2029-05-25      | Fixed         | 20.00%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1385526                                         | Arivo, Loan ID - C1385526                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22157 | PA      | $21455.00     | 0.01%             | 2029-05-30      | Fixed         | 20.57%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1390907                                         | Arivo, Loan ID - C1390907                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21818 | PA      | $21126.00     | 0.01%             | 2029-05-27      | Fixed         | 17.01%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1389425                                         | Arivo, Loan ID - C1389425                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24521 | PA      | $23744.00     | 0.01%             | 2029-06-01      | Fixed         | 16.39%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1387732                                         | Arivo, Loan ID - C1387732                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22327 | PA      | $21620.00     | 0.01%             | 2029-05-23      | Fixed         | 20.66%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1392104                                         | Arivo, Loan ID - C1392104                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22845 | PA      | $22121.00     | 0.01%             | 2029-05-28      | Fixed         | 18.00%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1390700                                         | Arivo, Loan ID - C1390700                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22582 | PA      | $21867.00     | 0.01%             | 2029-05-27      | Fixed         | 20.00%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1393075                                         | Arivo, Loan ID - C1393075                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23365 | PA      | $22624.00     | 0.01%             | 2029-05-15      | Fixed         | 15.31%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1392420                                         | Arivo, Loan ID - C1392420                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19783 | PA      | $19156.00     | 0.01%             | 2027-11-29      | Fixed         | 14.43%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1388855                                         | Arivo, Loan ID - C1388855                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21963 | PA      | $21267.00     | 0.01%             | 2029-05-15      | Fixed         | 22.90%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1393593                                         | Arivo, Loan ID - C1393593                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23778 | PA      | $23024.00     | 0.01%             | 2029-06-01      | Fixed         | 14.46%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C24228404                                      | Achieve, Loan ID - C24228404                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15514 | PA      | $15308.00     | 0.01%             | 2027-01-27      | Fixed         | 19.74%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1488570                                         | Arivo, Loan ID - C1488570                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5456 | PA      | $5283.00      | 0.00%             | 2029-09-14      | Fixed         | 12.98%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1391838                                         | Arivo, Loan ID - C1391838                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26587 | PA      | $25745.00     | 0.01%             | 2029-05-28      | Fixed         | 22.66%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1393720                                         | Arivo, Loan ID - C1393720                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20738 | PA      | $20080.00     | 0.01%             | 2029-05-30      | Fixed         | 14.52%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1389972                                         | Arivo, Loan ID - C1389972                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8515 | PA      | $8245.00      | 0.00%             | 2029-05-26      | Fixed         | 15.58%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1392580                                         | Arivo, Loan ID - C1392580                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24796 | PA      | $24010.00     | 0.01%             | 2029-05-30      | Fixed         | 14.42%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C24786979                                      | Achieve, Loan ID - C24786979                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24307 | PA      | $23984.00     | 0.01%             | 2028-03-09      | Fixed         | 26.99%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1483586                                         | Arivo, Loan ID - C1483586                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28521 | PA      | $27617.00     | 0.01%             | 2029-09-07      | Fixed         | 24.37%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1387295                                         | Arivo, Loan ID - C1387295                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25338 | PA      | $24535.00     | 0.01%             | 2029-05-22      | Fixed         | 18.89%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1397113                                         | Arivo, Loan ID - C1397113                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29000 | PA      | $28081.00     | 0.01%             | 2029-06-04      | Fixed         | 19.68%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1388509                                         | Arivo, Loan ID - C1388509                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26129 | PA      | $25301.00     | 0.01%             | 2029-05-25      | Fixed         | 21.26%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1491340                                         | Arivo, Loan ID - C1491340                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24458 | PA      | $23683.00     | 0.01%             | 2029-09-04      | Fixed         | 15.51%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1491409                                         | Arivo, Loan ID - C1491409                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25679 | PA      | $24865.00     | 0.01%             | 2029-09-20      | Fixed         | 17.65%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1480324                                         | Arivo, Loan ID - C1480324                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30487 | PA      | $29521.00     | 0.01%             | 2029-09-02      | Fixed         | 18.00%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1393907                                         | Arivo, Loan ID - C1393907                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25549 | PA      | $24739.00     | 0.01%             | 2029-05-30      | Fixed         | 13.25%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1490515                                         | Arivo, Loan ID - C1490515                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25542 | PA      | $24733.00     | 0.01%             | 2029-09-04      | Fixed         | 19.68%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C31399171                                      | Achieve, Loan ID - C31399171                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23358 | PA      | $23048.00     | 0.01%             | 2028-06-29      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C24223658                                      | Achieve, Loan ID - C24223658                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7467 | PA      | $7368.00      | 0.00%             | 2025-12-14      | Fixed         | 8.74%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C31363408                                      | Achieve, Loan ID - C31363408                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25035 | PA      | $24703.00     | 0.01%             | 2028-06-15      | Fixed         | 26.99%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1390640                                         | Arivo, Loan ID - C1390640                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24952 | PA      | $24161.00     | 0.01%             | 2029-05-25      | Fixed         | 20.00%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1393035                                         | Arivo, Loan ID - C1393035                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     41588 | PA      | $40270.00     | 0.02%             | 2029-05-30      | Fixed         | 12.83%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1395098                                         | Arivo, Loan ID - C1395098                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     39334 | PA      | $38087.00     | 0.02%             | 2029-06-02      | Fixed         | 14.86%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1392527                                         | Arivo, Loan ID - C1392527                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     40422 | PA      | $39141.00     | 0.02%             | 2029-05-29      | Fixed         | 14.78%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1391736                                         | Arivo, Loan ID - C1391736                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17746 | PA      | $17184.00     | 0.01%             | 2029-05-29      | Fixed         | 16.55%                | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1314469                    | Capital Asset Management, Loan ID - R1D1314469                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1351 | PA      | $925.00       | 0.00%             | 2031-08-22      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1500901                    | Capital Asset Management, Loan ID - R1D1500901                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       281 | PA      | $193.00       | 0.00%             | 2025-09-29      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1399385                    | Capital Asset Management, Loan ID - R1D1399385                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        65 | PA      | $45.00        | 0.00%             | 2021-10-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1391149                    | Capital Asset Management, Loan ID - R1D1391149                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       848 | PA      | $581.00       | 0.00%             | 2020-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D341275604                           | Bank of America, Loan ID - R1D341275604                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1676 | PA      | $1211.00      | 0.00%             | 2024-09-01      | Fixed         | 11.75%                | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1585078                    | Capital Asset Management, Loan ID - R1D1585078                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3891 | PA      | $2664.00      | 0.00%             | 2024-04-01      | Fixed         | 12.25%                | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D321106165                           | Bank of America, Loan ID - R1D321106165                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3168 | PA      | $2289.00      | 0.00%             | 2037-03-01      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1320040                    | Capital Asset Management, Loan ID - R1D1320040                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2645 | PA      | $1811.00      | 0.00%             | 2028-01-12      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1386378                    | Capital Asset Management, Loan ID - R1D1386378                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       933 | PA      | $639.00       | 0.00%             | 2025-08-01      | Fixed         | 14.14%                | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D320115934                           | Bank of America, Loan ID - R1D320115934                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2068 | PA      | $1494.00      | 0.00%             | 2027-09-25      | Fixed         | 12.00%                | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1382688                    | Capital Asset Management, Loan ID - R1D1382688                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5135 | PA      | $3516.00      | 0.00%             | 2028-10-01      | Fixed         | 10.48%                | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D362733412                           | Bank of America, Loan ID - R1D362733412                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5061 | PA      | $3656.00      | 0.00%             | 2027-08-01      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1373527                    | Capital Asset Management, Loan ID - R1D1373527                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5126 | PA      | $3510.00      | 0.00%             | 2024-10-01      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1376601                    | Capital Asset Management, Loan ID - R1D1376601                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3102 | PA      | $2124.00      | 0.00%             | 2021-08-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1386024                    | Capital Asset Management, Loan ID - R1D1386024                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5700 | PA      | $3903.00      | 0.00%             | 2028-05-01      | Fixed         | 8.69%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1377871                    | Capital Asset Management, Loan ID - R1D1377871                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3780 | PA      | $2588.00      | 0.00%             | 2021-10-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1390047                    | Capital Asset Management, Loan ID - R1D1390047                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5265 | PA      | $3605.00      | 0.00%             | 2025-05-05      | Fixed         | 14.35%                | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D321680064                           | Bank of America, Loan ID - R1D321680064                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4038 | PA      | $2917.00      | 0.00%             | 2028-01-01      | Fixed         | 8.62%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1379505                    | Capital Asset Management, Loan ID - R1D1379505                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2764 | PA      | $1893.00      | 0.00%             | 2021-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D321802346                           | Bank of America, Loan ID - R1D321802346                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2855 | PA      | $2062.00      | 0.00%             | 2042-07-01      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1392795                    | Capital Asset Management, Loan ID - R1D1392795                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5716 | PA      | $3914.00      | 0.00%             | 2021-11-01      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1379406                    | Capital Asset Management, Loan ID - R1D1379406                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6809 | PA      | $4662.00      | 0.00%             | 2025-09-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1392485                    | Capital Asset Management, Loan ID - R1D1392485                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8524 | PA      | $5837.00      | 0.00%             | 2022-02-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1383904                    | Capital Asset Management, Loan ID - R1D1383904                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5396 | PA      | $3695.00      | 0.00%             | 2026-04-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1373352                    | Capital Asset Management, Loan ID - R1D1373352                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9657 | PA      | $6612.00      | 0.00%             | 2028-12-01      | Fixed         | 10.72%                | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1386680                    | Capital Asset Management, Loan ID - R1D1386680                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11980 | PA      | $8203.00      | 0.00%             | 2034-02-19      | Fixed         | 11.00%                | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1330504                    | Capital Asset Management, Loan ID - R1D1330504                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3142 | PA      | $2152.00      | 0.00%             | 2031-09-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1333231                    | Capital Asset Management, Loan ID - R1D1333231                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11741 | PA      | $8039.00      | 0.00%             | 2037-08-01      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D331184438                           | Bank of America, Loan ID - R1D331184438                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10517 | PA      | $7597.00      | 0.00%             | 2028-06-01      | Fixed         | 4.75%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D333118907                           | Bank of America, Loan ID - R1D333118907                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6815 | PA      | $4923.00      | 0.00%             | 2028-11-01      | Fixed         | 8.62%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1582848                    | Capital Asset Management, Loan ID - R1D1582848                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11335 | PA      | $7761.00      | 0.00%             | 2032-05-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1388781                    | Capital Asset Management, Loan ID - R1D1388781                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13649 | PA      | $9346.00      | 0.00%             | 2035-12-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1387610                    | Capital Asset Management, Loan ID - R1D1387610                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13567 | PA      | $9290.00      | 0.00%             | 2032-09-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1331024                    | Capital Asset Management, Loan ID - R1D1331024                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14346 | PA      | $9823.00      | 0.00%             | 2023-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1582190                    | Capital Asset Management, Loan ID - R1D1582190                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9033 | PA      | $6185.00      | 0.00%             | 2028-06-01      | Fixed         | 2.00%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1395613                    | Capital Asset Management, Loan ID - R1D1395613                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14939 | PA      | $10229.00     | 0.00%             | 2023-02-01      | Fixed         | 14.81%                | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1391842                    | Capital Asset Management, Loan ID - R1D1391842                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13749 | PA      | $9414.00      | 0.00%             | 2035-06-28      | Fixed         | 13.97%                | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1389180                    | Capital Asset Management, Loan ID - R1D1389180                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13636 | PA      | $9336.00      | 0.00%             | 2027-03-01      | Fixed         | 11.06%                | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1583331                    | Capital Asset Management, Loan ID - R1D1583331                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11483 | PA      | $7863.00      | 0.00%             | 2027-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1332368                    | Capital Asset Management, Loan ID - R1D1332368                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10377 | PA      | $7105.00      | 0.00%             | 2026-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D323613087                           | Bank of America, Loan ID - R1D323613087                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7912 | PA      | $5716.00      | 0.00%             | 2031-10-01      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D4877182962                          | Bank of America, Loan ID - R1D4877182962                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     48719 | PA      | $37489.00     | 0.02%             | 2031-11-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| PPR Capital Management, Loan ID - R1D51403030352                  | PPR Capital Management, Loan ID - R1D51403030352                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     92254 | PA      | $47529.00     | 0.02%             | 2035-11-01      | Fixed         | 9.15%                 | No            |                  3 | On Loan: No      |
| PPR Capital Management, Loan ID - R1D51403030948                  | PPR Capital Management, Loan ID - R1D51403030948                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23064 | PA      | $11883.00     | 0.01%             | 2038-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| PPR Capital Management, Loan ID - R1D51502010013                  | PPR Capital Management, Loan ID - R1D51502010013                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7542 | PA      | $3885.00      | 0.00%             | 2042-11-01      | Fixed         | 8.35%                 | No            |                  3 | On Loan: No      |
| PPR Capital Management, Loan ID - R1D51506010146                  | PPR Capital Management, Loan ID - R1D51506010146                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     68432 | PA      | $35256.00     | 0.02%             | 2046-12-01      | Fixed         | 7.25%                 | No            |                  3 | On Loan: No      |
| PPR Capital Management, Loan ID - R1D51506010444                  | PPR Capital Management, Loan ID - R1D51506010444                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     51517 | PA      | $26542.00     | 0.01%             | 2052-01-01      | Fixed         | 9.50%                 | No            |                  3 | On Loan: No      |
| PPR Capital Management, Loan ID - R1D51506010469                  | PPR Capital Management, Loan ID - R1D51506010469                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23770 | PA      | $12246.00     | 0.01%             | 2036-09-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| PPR Capital Management, Loan ID - R1D51506010756                  | PPR Capital Management, Loan ID - R1D51506010756                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        93 | PA      | $48.00        | 0.00%             | 2025-09-01      | Fixed         | 4.80%                 | No            |                  3 | On Loan: No      |
| PPR Capital Management, Loan ID - R1D51507010001                  | PPR Capital Management, Loan ID - R1D51507010001                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4266 | PA      | $2198.00      | 0.00%             | 2028-01-01      | Fixed         | 7.00%                 | No            |                  3 | On Loan: No      |
| PPR Capital Management, Loan ID - R1D51605010212                  | PPR Capital Management, Loan ID - R1D51605010212                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21299 | PA      | $10973.00     | 0.00%             | 2031-06-01      | Fixed         | 7.25%                 | No            |                  3 | On Loan: No      |
| PPR Capital Management, Loan ID - R1D51611010043                  | PPR Capital Management, Loan ID - R1D51611010043                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12865 | PA      | $6628.00      | 0.00%             | 2021-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| PPR Capital Management, Loan ID - R1D51805030001                  | PPR Capital Management, Loan ID - R1D51805030001                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24062 | PA      | $12397.00     | 0.01%             | 2043-03-20      | Fixed         | 7.25%                 | No            |                  3 | On Loan: No      |
| PPR Capital Management, Loan ID - R1D51808040029                  | PPR Capital Management, Loan ID - R1D51808040029                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18277 | PA      | $9416.00      | 0.00%             | 2041-06-01      | Fixed         | 9.00%                 | No            |                  3 | On Loan: No      |
| PPR Capital Management, Loan ID - R1D51812030089                  | PPR Capital Management, Loan ID - R1D51812030089                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     70281 | PA      | $36209.00     | 0.02%             | 2047-08-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| PPR Capital Management, Loan ID - R1D51812030096                  | PPR Capital Management, Loan ID - R1D51812030096                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26041 | PA      | $13416.00     | 0.01%             | 2036-07-01      | Fixed         | 13.50%                | No            |                  3 | On Loan: No      |
| PPR Capital Management, Loan ID - R1D51812030180                  | PPR Capital Management, Loan ID - R1D51812030180                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    117669 | PA      | $60623.00     | 0.03%             | 2050-02-01      | Fixed         | 7.00%                 | No            |                  3 | On Loan: No      |
| PPR Capital Management, Loan ID - R1D51903040003                  | PPR Capital Management, Loan ID - R1D51903040003                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14635 | PA      | $7540.00      | 0.00%             | 2030-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| PPR Capital Management, Loan ID - R1D51903040192                  | PPR Capital Management, Loan ID - R1D51903040192                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     76664 | PA      | $39497.00     | 0.02%             | 2037-02-01      | Fixed         | 11.62%                | No            |                  3 | On Loan: No      |
| PPR Capital Management, Loan ID - R1D51903040208                  | PPR Capital Management, Loan ID - R1D51903040208                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     82055 | PA      | $42275.00     | 0.02%             | 2022-02-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| PPR Capital Management, Loan ID - R1D51904010040                  | PPR Capital Management, Loan ID - R1D51904010040                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    123539 | PA      | $63647.00     | 0.03%             | 2051-09-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| PPR Capital Management, Loan ID - R1D51906030034                  | PPR Capital Management, Loan ID - R1D51906030034                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    213921 | PA      | $110212.00    | 0.05%             | 2048-12-01      | Fixed         | 6.00%                 | No            |                  3 | On Loan: No      |
| PPR Capital Management, Loan ID - R1D52007020001                  | PPR Capital Management, Loan ID - R1D52007020001                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20299 | PA      | $10458.00     | 0.00%             | 2038-04-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| PPR Capital Management, Loan ID - R1D52110130001                  | PPR Capital Management, Loan ID - R1D52110130001                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     97933 | PA      | $50455.00     | 0.02%             | 2042-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D65796677                            | Bank of America, Loan ID - R1D65796677                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4894 | PA      | $3729.00      | 0.00%             | 2029-10-25      | Fixed         | 10.88%                | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D686392408                           | Bank of America, Loan ID - R1D686392408                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     82692 | PA      | $63012.00     | 0.03%             | 2029-11-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D686481633                           | Bank of America, Loan ID - R1D686481633                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15520 | PA      | $11826.00     | 0.01%             | 2029-11-25      | Fixed         | 12.00%                | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D71006123597                           | Shelving Rock, Loan ID - R1D71006123597                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    163728 | PA      | $140888.00    | 0.06%             | 2026-11-01      | Fixed         | 6.12%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D714141816                             | Shelving Rock, Loan ID - R1D714141816                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    315397 | PA      | $271399.00    | 0.12%             | 2036-08-01      | Fixed         | 6.50%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7150554252                            | Shelving Rock, Loan ID - R1D7150554252                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     62342 | PA      | $53645.00     | 0.02%             | 2027-05-01      | Fixed         | 7.38%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7190028                               | Shelving Rock, Loan ID - R1D7190028                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    163503 | PA      | $140695.00    | 0.06%             | 2035-01-01      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7358309                               | Shelving Rock, Loan ID - R1D7358309                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     73837 | PA      | $63536.00     | 0.03%             | 2043-08-01      | Fixed         | 6.38%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7371699                               | Shelving Rock, Loan ID - R1D7371699                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    152824 | PA      | $131505.00    | 0.06%             | 2032-05-01      | Fixed         | 4.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7372448                               | Shelving Rock, Loan ID - R1D7372448                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    245038 | PA      | $210855.00    | 0.09%             | 2037-05-01      | Fixed         | 9.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7403476                               | Shelving Rock, Loan ID - R1D7403476                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19560 | PA      | $16831.00     | 0.01%             | 2035-10-01      | Fixed         | 7.75%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7358890                               | Shelving Rock, Loan ID - R1D7358890                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    190577 | PA      | $163991.00    | 0.07%             | 2029-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7379247                               | Shelving Rock, Loan ID - R1D7379247                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     64741 | PA      | $55710.00     | 0.02%             | 2029-10-01      | Fixed         | 7.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7501374                               | Shelving Rock, Loan ID - R1D7501374                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     44532 | PA      | $38320.00     | 0.02%             | 2026-10-01      | Fixed         | 9.50%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D71005349123                           | Shelving Rock, Loan ID - R1D71005349123                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12475 | PA      | $10735.00     | 0.00%             | 2031-10-01      | Fixed         | 7.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D71005332444                           | Shelving Rock, Loan ID - R1D71005332444                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27876 | PA      | $23988.00     | 0.01%             | 2031-10-01      | Fixed         | 6.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7614380152                            | Shelving Rock, Loan ID - R1D7614380152                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    125763 | PA      | $108219.00    | 0.05%             | 2027-06-01      | Fixed         | 7.50%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D71005316541                           | Shelving Rock, Loan ID - R1D71005316541                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17077 | PA      | $14695.00     | 0.01%             | 2031-06-01      | Fixed         | 7.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D71005330611                           | Shelving Rock, Loan ID - R1D71005330611                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23272 | PA      | $20025.00     | 0.01%             | 2026-08-25      | Fixed         | 5.75%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7616147567                            | Shelving Rock, Loan ID - R1D7616147567                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     65429 | PA      | $56301.00     | 0.02%             | 2029-05-01      | Fixed         | 11.90%                | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7149230333                            | Shelving Rock, Loan ID - R1D7149230333                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     58555 | PA      | $50387.00     | 0.02%             | 2025-05-01      | Fixed         | 12.25%                | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7153125943                            | Shelving Rock, Loan ID - R1D7153125943                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     44194 | PA      | $38029.00     | 0.02%             | 2025-05-01      | Fixed         | 7.38%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7156105663                            | Shelving Rock, Loan ID - R1D7156105663                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     44088 | PA      | $37938.00     | 0.02%             | 2029-01-01      | Fixed         | 8.25%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7146861634                            | Shelving Rock, Loan ID - R1D7146861634                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     51700 | PA      | $44488.00     | 0.02%             | 2031-11-13      | Fixed         | 10.25%                | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7153283112                            | Shelving Rock, Loan ID - R1D7153283112                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33544 | PA      | $28864.00     | 0.01%             | 2027-10-01      | Fixed         | 10.75%                | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7152394494                            | Shelving Rock, Loan ID - R1D7152394494                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     62296 | PA      | $53606.00     | 0.02%             | 2031-11-01      | Fixed         | 10.25%                | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7613171974                            | Shelving Rock, Loan ID - R1D7613171974                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     41704 | PA      | $35887.00     | 0.02%             | 2037-04-01      | Fixed         | 9.25%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7159142975                            | Shelving Rock, Loan ID - R1D7159142975                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26604 | PA      | $22893.00     | 0.01%             | 2037-05-01      | Fixed         | 8.88%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7613048636                            | Shelving Rock, Loan ID - R1D7613048636                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     38434 | PA      | $33072.00     | 0.01%             | 2030-06-01      | Fixed         | 8.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7613081298                            | Shelving Rock, Loan ID - R1D7613081298                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     41635 | PA      | $35827.00     | 0.02%             | 2028-01-01      | Fixed         | 8.38%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7155528458                            | Shelving Rock, Loan ID - R1D7155528458                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27767 | PA      | $23894.00     | 0.01%             | 2032-01-01      | Fixed         | 9.50%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7613115377                            | Shelving Rock, Loan ID - R1D7613115377                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6600 | PA      | $5679.00      | 0.00%             | 2032-03-01      | Fixed         | 9.12%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7612982157                            | Shelving Rock, Loan ID - R1D7612982157                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17942 | PA      | $15439.00     | 0.01%             | 2031-12-01      | Fixed         | 9.12%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D789914746                             | Shelving Rock, Loan ID - R1D789914746                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31082 | PA      | $26746.00     | 0.01%             | 2027-12-01      | Fixed         | 8.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7153215845                            | Shelving Rock, Loan ID - R1D7153215845                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     37153 | PA      | $31970.00     | 0.01%             | 2029-04-01      | Fixed         | 10.88%                | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D789987287                             | Shelving Rock, Loan ID - R1D789987287                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     35192 | PA      | $30283.00     | 0.01%             | 2037-03-01      | Fixed         | 8.12%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D789806906                             | Shelving Rock, Loan ID - R1D789806906                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    197267 | PA      | $169748.00    | 0.07%             | 2032-08-01      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7612945691                            | Shelving Rock, Loan ID - R1D7612945691                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     76996 | PA      | $66255.00     | 0.03%             | 2025-08-01      | Fixed         | 12.00%                | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D789919476                             | Shelving Rock, Loan ID - R1D789919476                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     83330 | PA      | $71705.00     | 0.03%             | 2025-09-01      | Fixed         | 6.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7612362392                            | Shelving Rock, Loan ID - R1D7612362392                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     75231 | PA      | $64736.00     | 0.03%             | 2025-08-01      | Fixed         | 7.32%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7149559183                            | Shelving Rock, Loan ID - R1D7149559183                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     50243 | PA      | $43234.00     | 0.02%             | 2043-03-31      | Fixed         | 4.75%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7612822130                            | Shelving Rock, Loan ID - R1D7612822130                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     42990 | PA      | $36993.00     | 0.02%             | 2028-02-01      | Fixed         | 7.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7613006691                            | Shelving Rock, Loan ID - R1D7613006691                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     59998 | PA      | $51628.00     | 0.02%             | 2027-05-01      | Fixed         | 7.50%                 | No            |                  3 | On Loan: No      |
| Harwood Asset Management, Loan ID - R1D89160083660                | Harwood Asset Management, Loan ID - R1D89160083660                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    148084 | PA      | $131972.00    | 0.06%             | 2028-02-01      | Fixed         | 6.12%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D89160076994                    | CTF Asset Management, Loan ID - R1D89160076994                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    153237 | PA      | $136565.00    | 0.06%             | 2060-11-01      | Fixed         | 7.25%                 | No            |                  3 | On Loan: No      |
| Harwood Asset Management, Loan ID - R1D89160087568                | Harwood Asset Management, Loan ID - R1D89160087568                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    126661 | PA      | $112880.00    | 0.05%             | 2036-05-01      | Fixed         | 10.00%                | No            |                  3 | On Loan: No      |
| Harwood Asset Management, Loan ID - R1D89160062136                | Harwood Asset Management, Loan ID - R1D89160062136                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    126318 | PA      | $112575.00    | 0.05%             | 2051-07-01      | Fixed         | 8.00%                 | No            |                  3 | On Loan: No      |
| Harwood Asset Management, Loan ID - R1D89160083702                | Harwood Asset Management, Loan ID - R1D89160083702                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    150985 | PA      | $134558.00    | 0.06%             | 2026-07-01      | Fixed         | 5.25%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D862525928                      | CTF Asset Management, Loan ID - R1D862525928                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    115000 | PA      | $102488.00    | 0.04%             | 2052-05-01      | Fixed         | 8.50%                 | No            |                  3 | On Loan: No      |
| Harwood Asset Management, Loan ID - R1D89160083682                | Harwood Asset Management, Loan ID - R1D89160083682                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    131343 | PA      | $117053.00    | 0.05%             | 2053-04-01      | Fixed         | 5.88%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D89160069322                    | CTF Asset Management, Loan ID - R1D89160069322                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    123382 | PA      | $109958.00    | 0.05%             | 2052-07-15      | Fixed         | 7.50%                 | No            |                  3 | On Loan: No      |
| Harwood Asset Management, Loan ID - R1D89160062096                | Harwood Asset Management, Loan ID - R1D89160062096                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    119239 | PA      | $106266.00    | 0.05%             | 2052-09-01      | Fixed         | 7.00%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D865491052                      | CTF Asset Management, Loan ID - R1D865491052                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    101000 | PA      | $90011.00     | 0.04%             | 2052-09-01      | Fixed         | 10.00%                | No            |                  3 | On Loan: No      |
| Harwood Asset Management, Loan ID - R1D89160083658                | Harwood Asset Management, Loan ID - R1D89160083658                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    124187 | PA      | $110675.00    | 0.05%             | 2028-03-01      | Fixed         | 5.50%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D89160082820                    | CTF Asset Management, Loan ID - R1D89160082820                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    105234 | PA      | $93785.00     | 0.04%             | 2042-10-01      | Fixed         | 7.99%                 | No            |                  3 | On Loan: No      |
| Harwood Asset Management, Loan ID - R1D89160083676                | Harwood Asset Management, Loan ID - R1D89160083676                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    106891 | PA      | $95261.00     | 0.04%             | 2027-08-01      | Fixed         | 6.00%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D862440813                      | CTF Asset Management, Loan ID - R1D862440813                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     92000 | PA      | $81990.00     | 0.04%             | 2052-05-01      | Fixed         | 8.50%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D862750765                      | CTF Asset Management, Loan ID - R1D862750765                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     86300 | PA      | $76911.00     | 0.03%             | 2052-06-01      | Fixed         | 8.50%                 | No            |                  3 | On Loan: No      |
| Harwood Asset Management, Loan ID - R1D89160061974                | Harwood Asset Management, Loan ID - R1D89160061974                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     75407 | PA      | $67203.00     | 0.03%             | 2043-03-01      | Fixed         | 9.00%                 | No            |                  3 | On Loan: No      |
| Harwood Asset Management, Loan ID - R1D89160085000                | Harwood Asset Management, Loan ID - R1D89160085000                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     73266 | PA      | $65294.00     | 0.03%             | 2043-11-01      | Fixed         | 11.25%                | No            |                  3 | On Loan: No      |
| Harwood Asset Management, Loan ID - R1D89160086154                | Harwood Asset Management, Loan ID - R1D89160086154                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     73327 | PA      | $65349.00     | 0.03%             | 2038-09-01      | Fixed         | 8.99%                 | No            |                  3 | On Loan: No      |
| Harwood Asset Management, Loan ID - R1D89160083656                | Harwood Asset Management, Loan ID - R1D89160083656                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     82742 | PA      | $73740.00     | 0.03%             | 2053-04-25      | Fixed         | 5.80%                 | No            |                  3 | On Loan: No      |
| Harwood Asset Management, Loan ID - R1D89160086156                | Harwood Asset Management, Loan ID - R1D89160086156                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     68155 | PA      | $60740.00     | 0.03%             | 2038-09-01      | Fixed         | 8.99%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9241924992                            | Shelving Rock, Loan ID - R1D9241924992                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     74036 | PA      | $57104.00     | 0.02%             | 2027-09-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9616148953                            | Shelving Rock, Loan ID - R1D9616148953                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    135865 | PA      | $104793.00    | 0.04%             | 2026-04-01      | Fixed         | 6.85%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9617704952                            | Shelving Rock, Loan ID - R1D9617704952                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     40580 | PA      | $31299.00     | 0.01%             | 2029-05-01      | Fixed         | 9.25%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9284407970                            | Shelving Rock, Loan ID - R1D9284407970                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8134 | PA      | $6273.00      | 0.00%             | 2035-11-01      | Fixed         | 11.00%                | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9372093                               | Shelving Rock, Loan ID - R1D9372093                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     55952 | PA      | $43155.00     | 0.02%             | 2034-01-01      | Fixed         | 8.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9150222640                            | Shelving Rock, Loan ID - R1D9150222640                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     65247 | PA      | $50325.00     | 0.02%             | 2029-08-01      | Fixed         | 9.25%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9249324178                            | Shelving Rock, Loan ID - R1D9249324178                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     55580 | PA      | $42869.00     | 0.02%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D91005337038                           | Shelving Rock, Loan ID - R1D91005337038                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    127077 | PA      | $98015.00     | 0.04%             | 2029-11-01      | Fixed         | 6.50%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D91004729618                           | Shelving Rock, Loan ID - R1D91004729618                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24595 | PA      | $18970.00     | 0.01%             | 2037-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9614389724                            | Shelving Rock, Loan ID - R1D9614389724                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    129269 | PA      | $99705.00     | 0.04%             | 2029-11-01      | Fixed         | 6.25%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9617588413                            | Shelving Rock, Loan ID - R1D9617588413                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    180395 | PA      | $139139.00    | 0.06%             | 2028-09-01      | Fixed         | 6.50%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9610225724                            | Shelving Rock, Loan ID - R1D9610225724                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     79693 | PA      | $61467.00     | 0.03%             | 2027-05-01      | Fixed         | 12.30%                | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D91005327572                           | Shelving Rock, Loan ID - R1D91005327572                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     96047 | PA      | $74081.00     | 0.03%             | 2029-09-01      | Fixed         | 7.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9616189072                            | Shelving Rock, Loan ID - R1D9616189072                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     64353 | PA      | $49636.00     | 0.02%             | 2036-11-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9615372729                            | Shelving Rock, Loan ID - R1D9615372729                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     71869 | PA      | $55433.00     | 0.02%             | 2028-09-01      | Fixed         | 6.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9146948925                            | Shelving Rock, Loan ID - R1D9146948925                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    197135 | PA      | $152050.00    | 0.07%             | 2027-10-01      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D989786394                             | Shelving Rock, Loan ID - R1D989786394                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     54453 | PA      | $42000.00     | 0.02%             | 2029-11-01      | Fixed         | 8.75%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9158148327                            | Shelving Rock, Loan ID - R1D9158148327                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     57428 | PA      | $44294.00     | 0.02%             | 2028-08-01      | Fixed         | 8.38%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9612980318                            | Shelving Rock, Loan ID - R1D9612980318                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5210 | PA      | $4018.00      | 0.00%             | 2031-06-01      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D989906775                             | Shelving Rock, Loan ID - R1D989906775                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7468 | PA      | $5760.00      | 0.00%             | 2026-07-01      | Fixed         | 11.25%                | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9613099894                            | Shelving Rock, Loan ID - R1D9613099894                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     75416 | PA      | $58168.00     | 0.02%             | 2029-11-01      | Fixed         | 7.88%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9617982608                            | Shelving Rock, Loan ID - R1D9617982608                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    148165 | PA      | $114279.00    | 0.05%             | 2029-06-01      | Fixed         | 8.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9613107093                            | Shelving Rock, Loan ID - R1D9613107093                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    109376 | PA      | $84362.00     | 0.04%             | 2028-03-01      | Fixed         | 6.75%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9142583663                            | Shelving Rock, Loan ID - R1D9142583663                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     45744 | PA      | $35283.00     | 0.02%             | 2050-01-01      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9155752270                            | Shelving Rock, Loan ID - R1D9155752270                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     83135 | PA      | $64122.00     | 0.03%             | 2028-07-01      | Fixed         | 7.12%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9612840629                            | Shelving Rock, Loan ID - R1D9612840629                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     67302 | PA      | $51910.00     | 0.02%             | 2030-06-01      | Fixed         | 8.06%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9613089978                            | Shelving Rock, Loan ID - R1D9613089978                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16906 | PA      | $13039.00     | 0.01%             | 2031-02-01      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9613079896                            | Shelving Rock, Loan ID - R1D9613079896                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9209 | PA      | $7103.00      | 0.00%             | 2027-04-01      | Fixed         | 7.75%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9613127596                            | Shelving Rock, Loan ID - R1D9613127596                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18971 | PA      | $14632.00     | 0.01%             | 2026-03-01      | Fixed         | 8.88%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9131945755                            | Shelving Rock, Loan ID - R1D9131945755                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     48397 | PA      | $37328.00     | 0.02%             | 2029-04-01      | Fixed         | 12.12%                | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9612999292                            | Shelving Rock, Loan ID - R1D9612999292                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    352461 | PA      | $271853.00    | 0.12%             | 2027-02-01      | Fixed         | 5.50%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9612799072                            | Shelving Rock, Loan ID - R1D9612799072                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31639 | PA      | $24403.00     | 0.01%             | 2036-12-01      | Fixed         | 9.50%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9613184639                            | Shelving Rock, Loan ID - R1D9613184639                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     48151 | PA      | $37139.00     | 0.02%             | 2027-03-01      | Fixed         | 8.88%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9157715050                            | Shelving Rock, Loan ID - R1D9157715050                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25085 | PA      | $19348.00     | 0.01%             | 2042-03-01      | Fixed         | 6.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9148506475                            | Shelving Rock, Loan ID - R1D9148506475                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     68026 | PA      | $52469.00     | 0.02%             | 2042-02-01      | Fixed         | 2.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9612818088                            | Shelving Rock, Loan ID - R1D9612818088                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     80747 | PA      | $62280.00     | 0.03%             | 2032-02-01      | Fixed         | 9.12%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9141942568                            | Shelving Rock, Loan ID - R1D9141942568                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     80330 | PA      | $61958.00     | 0.03%             | 2028-01-01      | Fixed         | 7.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D989786385                             | Shelving Rock, Loan ID - R1D989786385                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    122842 | PA      | $94748.00     | 0.04%             | 2027-09-01      | Fixed         | 6.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9612761841                            | Shelving Rock, Loan ID - R1D9612761841                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     59292 | PA      | $45732.00     | 0.02%             | 2028-09-01      | Fixed         | 7.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9131159016                            | Shelving Rock, Loan ID - R1D9131159016                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     80850 | PA      | $62360.00     | 0.03%             | 2026-12-01      | Fixed         | 9.99%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9147577076                            | Shelving Rock, Loan ID - R1D9147577076                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     76417 | PA      | $58940.00     | 0.03%             | 2026-04-01      | Fixed         | 7.99%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9613041136                            | Shelving Rock, Loan ID - R1D9613041136                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     40834 | PA      | $31495.00     | 0.01%             | 2032-01-01      | Fixed         | 10.25%                | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9613120443                            | Shelving Rock, Loan ID - R1D9613120443                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28883 | PA      | $22277.00     | 0.01%             | 2037-03-01      | Fixed         | 7.62%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9613067354                            | Shelving Rock, Loan ID - R1D9613067354                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10322 | PA      | $7961.00      | 0.00%             | 2027-03-01      | Fixed         | 9.12%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9612970285                            | Shelving Rock, Loan ID - R1D9612970285                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17582 | PA      | $13561.00     | 0.01%             | 2033-06-01      | Fixed         | 9.38%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2693476335                                    | Achieve, Loan ID - R2693476335                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     87594 | PA      | $89565.00     | 0.04%             | 2035-04-01      | Fixed         | 9.88%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2693496150                                    | Achieve, Loan ID - R2693496150                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     64376 | PA      | $65825.00     | 0.03%             | 2045-05-01      | Fixed         | 10.12%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2693476111                                    | Achieve, Loan ID - R2693476111                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     49656 | PA      | $50773.00     | 0.02%             | 2035-04-01      | Fixed         | 11.38%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2693531733                                    | Achieve, Loan ID - R2693531733                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33303 | PA      | $34053.00     | 0.01%             | 2035-05-01      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2693532152                                    | Achieve, Loan ID - R2693532152                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     46399 | PA      | $47443.00     | 0.02%             | 2035-05-01      | Fixed         | 13.00%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2693532285                                    | Achieve, Loan ID - R2693532285                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     79245 | PA      | $81028.00     | 0.03%             | 2040-05-01      | Fixed         | 10.75%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2693532186                                    | Achieve, Loan ID - R2693532186                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23021 | PA      | $23539.00     | 0.01%             | 2035-05-01      | Fixed         | 11.00%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2693532475                                    | Achieve, Loan ID - R2693532475                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    113148 | PA      | $115694.00    | 0.05%             | 2040-05-01      | Fixed         | 10.25%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2693531956                                    | Achieve, Loan ID - R2693531956                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    142037 | PA      | $145233.00    | 0.06%             | 2035-05-01      | Fixed         | 10.00%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2693531782                                    | Achieve, Loan ID - R2693531782                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     67142 | PA      | $68653.00     | 0.03%             | 2055-05-01      | Fixed         | 11.88%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2693531816                                    | Achieve, Loan ID - R2693531816                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     49370 | PA      | $50481.00     | 0.02%             | 2040-05-01      | Fixed         | 10.75%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2693550204                                    | Achieve, Loan ID - R2693550204                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     50630 | PA      | $51769.00     | 0.02%             | 2035-05-01      | Fixed         | 12.00%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2693531824                                    | Achieve, Loan ID - R2693531824                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     82780 | PA      | $84643.00     | 0.04%             | 2035-05-01      | Fixed         | 11.50%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2693532343                                    | Achieve, Loan ID - R2693532343                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    123640 | PA      | $126422.00    | 0.05%             | 2035-05-01      | Fixed         | 10.25%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2693550618                                    | Achieve, Loan ID - R2693550618                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33099 | PA      | $33844.00     | 0.01%             | 2035-05-01      | Fixed         | 11.00%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2693550188                                    | Achieve, Loan ID - R2693550188                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     50337 | PA      | $51470.00     | 0.02%             | 2040-05-01      | Fixed         | 11.50%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2693532533                                    | Achieve, Loan ID - R2693532533                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     58788 | PA      | $60111.00     | 0.03%             | 2035-05-01      | Fixed         | 11.00%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2693532046                                    | Achieve, Loan ID - R2693532046                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     74968 | PA      | $76655.00     | 0.03%             | 2055-05-01      | Fixed         | 9.50%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2693532624                                    | Achieve, Loan ID - R2693532624                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     51621 | PA      | $52782.00     | 0.02%             | 2040-05-01      | Fixed         | 12.25%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C24119783                                      | Achieve, Loan ID - C24119783                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11869 | PA      | $11712.00     | 0.01%             | 2028-01-20      | Fixed         | 26.74%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1392970                                         | Arivo, Loan ID - C1392970                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14826 | PA      | $14356.00     | 0.01%             | 2029-05-15      | Fixed         | 20.00%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C24100561                                      | Achieve, Loan ID - C24100561                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8631 | PA      | $8516.00      | 0.00%             | 2027-12-14      | Fixed         | 26.74%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C24708215                                      | Achieve, Loan ID - C24708215                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10443 | PA      | $10305.00     | 0.00%             | 2027-02-03      | Fixed         | 17.74%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C24929161                                      | Achieve, Loan ID - C24929161                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14012 | PA      | $13827.00     | 0.01%             | 2028-03-12      | Fixed         | 25.74%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C24234040                                      | Achieve, Loan ID - C24234040                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12795 | PA      | $12625.00     | 0.01%             | 2028-01-27      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C24095448                                      | Achieve, Loan ID - C24095448                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14411 | PA      | $14220.00     | 0.01%             | 2028-02-25      | Fixed         | 26.99%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1382501                                         | Arivo, Loan ID - C1382501                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16559 | PA      | $16034.00     | 0.01%             | 2029-04-30      | Fixed         | 20.57%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1393159                                         | Arivo, Loan ID - C1393159                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16487 | PA      | $15965.00     | 0.01%             | 2027-11-25      | Fixed         | 21.09%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C31407785                                      | Achieve, Loan ID - C31407785                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6833 | PA      | $6743.00      | 0.00%             | 2026-06-25      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C24250851                                      | Achieve, Loan ID - C24250851                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4836 | PA      | $4772.00      | 0.00%             | 2026-01-20      | Fixed         | 9.24%                 | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1393204                                         | Arivo, Loan ID - C1393204                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18880 | PA      | $18281.00     | 0.01%             | 2029-05-30      | Fixed         | 20.56%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1390807                                         | Arivo, Loan ID - C1390807                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20001 | PA      | $19367.00     | 0.01%             | 2029-05-27      | Fixed         | 22.54%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C31416188                                      | Achieve, Loan ID - C31416188                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15450 | PA      | $15245.00     | 0.01%             | 2028-06-20      | Fixed         | 26.99%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1397185                                         | Arivo, Loan ID - C1397185                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16617 | PA      | $16090.00     | 0.01%             | 2029-06-04      | Fixed         | 20.57%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C31439606                                      | Achieve, Loan ID - C31439606                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13067 | PA      | $12894.00     | 0.01%             | 2027-06-16      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C31369376                                      | Achieve, Loan ID - C31369376                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3726 | PA      | $3677.00      | 0.00%             | 2028-06-13      | Fixed         | 19.24%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C23966505                                      | Achieve, Loan ID - C23966505                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15100 | PA      | $14899.00     | 0.01%             | 2028-02-25      | Fixed         | 26.99%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1386584                                         | Arivo, Loan ID - C1386584                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17815 | PA      | $17251.00     | 0.01%             | 2029-05-21      | Fixed         | 20.00%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1393122                                         | Arivo, Loan ID - C1393122                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17903 | PA      | $17336.00     | 0.01%             | 2029-05-30      | Fixed         | 18.26%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C23988868                                      | Achieve, Loan ID - C23988868                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14676 | PA      | $14481.00     | 0.01%             | 2027-12-10      | Fixed         | 21.74%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C31421074                                      | Achieve, Loan ID - C31421074                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13033 | PA      | $12860.00     | 0.01%             | 2027-06-23      | Fixed         | 22.74%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1391342                                         | Arivo, Loan ID - C1391342                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16899 | PA      | $16363.00     | 0.01%             | 2029-05-28      | Fixed         | 14.93%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1391262                                         | Arivo, Loan ID - C1391262                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16204 | PA      | $15690.00     | 0.01%             | 2029-05-27      | Fixed         | 16.96%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C34778675                                      | Achieve, Loan ID - C34778675                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13803 | PA      | $13688.00     | 0.01%             | 2027-10-06      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1390766                                         | Arivo, Loan ID - C1390766                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18677 | PA      | $18086.00     | 0.01%             | 2029-05-27      | Fixed         | 17.83%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1392780                                         | Arivo, Loan ID - C1392780                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19870 | PA      | $19240.00     | 0.01%             | 2029-05-29      | Fixed         | 24.05%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1394007                                         | Arivo, Loan ID - C1394007                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16011 | PA      | $15503.00     | 0.01%             | 2029-05-30      | Fixed         | 21.30%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1383648                                         | Arivo, Loan ID - C1383648                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20359 | PA      | $19713.00     | 0.01%             | 2027-11-12      | Fixed         | 22.83%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1486798                                         | Arivo, Loan ID - C1486798                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18083 | PA      | $17510.00     | 0.01%             | 2029-09-12      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C31396148                                      | Achieve, Loan ID - C31396148                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17283 | PA      | $17054.00     | 0.01%             | 2028-06-30      | Fixed         | 21.74%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C23885575                                      | Achieve, Loan ID - C23885575                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11263 | PA      | $11113.00     | 0.00%             | 2027-01-24      | Fixed         | 13.74%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1489582                                         | Arivo, Loan ID - C1489582                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17644 | PA      | $17085.00     | 0.01%             | 2029-09-16      | Fixed         | 16.43%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C31384566                                      | Achieve, Loan ID - C31384566                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18742 | PA      | $18494.00     | 0.01%             | 2028-07-26      | Fixed         | 26.99%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C31361837                                      | Achieve, Loan ID - C31361837                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13087 | PA      | $12913.00     | 0.01%             | 2027-06-21      | Fixed         | 16.24%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C34873664                                      | Achieve, Loan ID - C34873664                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16237 | PA      | $16101.00     | 0.01%             | 2028-12-20      | Fixed         | 25.99%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C23301086                                      | Achieve, Loan ID - C23301086                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16558 | PA      | $16338.00     | 0.01%             | 2028-02-13      | Fixed         | 21.74%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1394590                                         | Arivo, Loan ID - C1394590                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17109 | PA      | $16567.00     | 0.01%             | 2029-05-17      | Fixed         | 14.71%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1387765                                         | Arivo, Loan ID - C1387765                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19464 | PA      | $18847.00     | 0.01%             | 2029-05-23      | Fixed         | 22.56%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1393263                                         | Arivo, Loan ID - C1393263                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21315 | PA      | $20639.00     | 0.01%             | 2029-05-30      | Fixed         | 19.71%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C24770901                                      | Achieve, Loan ID - C24770901                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11932 | PA      | $11774.00     | 0.01%             | 2026-12-25      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1381533                                         | Arivo, Loan ID - C1381533                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19273 | PA      | $18662.00     | 0.01%             | 2029-05-13      | Fixed         | 18.00%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1387131                                         | Arivo, Loan ID - C1387131                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       115 | PA      | $112.00       | 0.00%             | 2029-05-21      | Fixed         | 18.00%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1392258                                         | Arivo, Loan ID - C1392258                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17615 | PA      | $17056.00     | 0.01%             | 2029-05-29      | Fixed         | 18.00%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1393511                                         | Arivo, Loan ID - C1393511                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21518 | PA      | $20836.00     | 0.01%             | 2029-05-30      | Fixed         | 18.00%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1392514                                         | Arivo, Loan ID - C1392514                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20665 | PA      | $20010.00     | 0.01%             | 2029-05-29      | Fixed         | 20.00%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1485900                                         | Arivo, Loan ID - C1485900                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21319 | PA      | $20644.00     | 0.01%             | 2029-09-10      | Fixed         | 19.77%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1488090                                         | Arivo, Loan ID - C1488090                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19906 | PA      | $19276.00     | 0.01%             | 2029-09-15      | Fixed         | 20.00%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1395484                                         | Arivo, Loan ID - C1395484                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20394 | PA      | $19748.00     | 0.01%             | 2029-05-18      | Fixed         | 19.03%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1392768                                         | Arivo, Loan ID - C1392768                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19051 | PA      | $18448.00     | 0.01%             | 2029-05-15      | Fixed         | 18.00%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1392568                                         | Arivo, Loan ID - C1392568                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19375 | PA      | $18761.00     | 0.01%             | 2029-05-29      | Fixed         | 14.74%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1390630                                         | Arivo, Loan ID - C1390630                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19402 | PA      | $18787.00     | 0.01%             | 2029-05-26      | Fixed         | 15.36%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1392982                                         | Arivo, Loan ID - C1392982                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29926 | PA      | $28978.00     | 0.01%             | 2029-05-25      | Fixed         | 20.06%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1395328                                         | Arivo, Loan ID - C1395328                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26617 | PA      | $25774.00     | 0.01%             | 2029-05-18      | Fixed         | 20.00%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C31454028                                      | Achieve, Loan ID - C31454028                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25691 | PA      | $25350.00     | 0.01%             | 2028-06-29      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C34910473                                      | Achieve, Loan ID - C34910473                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16412 | PA      | $16275.00     | 0.01%             | 2026-11-20      | Fixed         | 24.24%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1395239                                         | Arivo, Loan ID - C1395239                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26817 | PA      | $25967.00     | 0.01%             | 2029-05-30      | Fixed         | 17.13%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1391263                                         | Arivo, Loan ID - C1391263                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29657 | PA      | $28717.00     | 0.01%             | 2029-05-27      | Fixed         | 18.00%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1489048                                         | Arivo, Loan ID - C1489048                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26142 | PA      | $25314.00     | 0.01%             | 2029-08-30      | Fixed         | 17.77%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1385521                                         | Arivo, Loan ID - C1385521                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31485 | PA      | $30487.00     | 0.01%             | 2027-11-19      | Fixed         | 20.00%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1391813                                         | Arivo, Loan ID - C1391813                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27724 | PA      | $26845.00     | 0.01%             | 2029-06-02      | Fixed         | 18.00%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1390027                                         | Arivo, Loan ID - C1390027                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23865 | PA      | $23109.00     | 0.01%             | 2029-05-23      | Fixed         | 17.15%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1386731                                         | Arivo, Loan ID - C1386731                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25032 | PA      | $24239.00     | 0.01%             | 2029-05-23      | Fixed         | 13.45%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C23957226                                      | Achieve, Loan ID - C23957226                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8790 | PA      | $8673.00      | 0.00%             | 2025-12-11      | Fixed         | 22.24%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1493370                                         | Arivo, Loan ID - C1493370                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28023 | PA      | $27135.00     | 0.01%             | 2029-09-22      | Fixed         | 19.43%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1395177                                         | Arivo, Loan ID - C1395177                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27405 | PA      | $26536.00     | 0.01%             | 2029-06-02      | Fixed         | 14.99%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C24117426                                      | Achieve, Loan ID - C24117426                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3998 | PA      | $3945.00      | 0.00%             | 2026-01-26      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1394693                                         | Arivo, Loan ID - C1394693                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26012 | PA      | $25188.00     | 0.01%             | 2029-06-01      | Fixed         | 18.04%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1490051                                         | Arivo, Loan ID - C1490051                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29012 | PA      | $28093.00     | 0.01%             | 2029-09-17      | Fixed         | 20.00%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1378970                                         | Arivo, Loan ID - C1378970                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     34122 | PA      | $33041.00     | 0.01%             | 2029-05-22      | Fixed         | 18.98%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1487273                                         | Arivo, Loan ID - C1487273                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29546 | PA      | $28609.00     | 0.01%             | 2029-09-12      | Fixed         | 20.00%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C23993537                                      | Achieve, Loan ID - C23993537                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18729 | PA      | $18480.00     | 0.01%             | 2026-12-16      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1392320                                         | Arivo, Loan ID - C1392320                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     32598 | PA      | $31565.00     | 0.01%             | 2029-05-14      | Fixed         | 17.98%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1394614                                         | Arivo, Loan ID - C1394614                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27694 | PA      | $26817.00     | 0.01%             | 2029-06-01      | Fixed         | 16.82%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1394691                                         | Arivo, Loan ID - C1394691                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28088 | PA      | $27198.00     | 0.01%             | 2029-06-01      | Fixed         | 15.96%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C31388907                                      | Achieve, Loan ID - C31388907                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22091 | PA      | $21798.00     | 0.01%             | 2027-06-16      | Fixed         | 20.74%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1389338                                         | Arivo, Loan ID - C1389338                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29031 | PA      | $28111.00     | 0.01%             | 2029-05-25      | Fixed         | 20.35%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C31386911                                      | Achieve, Loan ID - C31386911                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26564 | PA      | $26212.00     | 0.01%             | 2028-06-16      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1391427                                         | Arivo, Loan ID - C1391427                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6957 | PA      | $6736.00      | 0.00%             | 2029-05-28      | Fixed         | 19.88%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1395472                                         | Arivo, Loan ID - C1395472                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30650 | PA      | $29678.00     | 0.01%             | 2029-06-02      | Fixed         | 17.21%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C22902472                                      | Achieve, Loan ID - C22902472                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19390 | PA      | $19133.00     | 0.01%             | 2026-12-10      | Fixed         | 16.74%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1387393                                         | Arivo, Loan ID - C1387393                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29933 | PA      | $28984.00     | 0.01%             | 2029-05-25      | Fixed         | 16.86%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C24281913                                      | Achieve, Loan ID - C24281913                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26679 | PA      | $26325.00     | 0.01%             | 2028-02-29      | Fixed         | 26.99%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1390616                                         | Arivo, Loan ID - C1390616                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     32063 | PA      | $31047.00     | 0.01%             | 2029-05-26      | Fixed         | 20.00%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C34903753                                      | Achieve, Loan ID - C34903753                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29777 | PA      | $29529.00     | 0.01%             | 2028-11-10      | Fixed         | 13.99%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C31433338                                      | Achieve, Loan ID - C31433338                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16664 | PA      | $16443.00     | 0.01%             | 2026-06-16      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1385661                                         | Arivo, Loan ID - C1385661                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     35368 | PA      | $34247.00     | 0.01%             | 2029-05-21      | Fixed         | 20.00%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C24219111                                      | Achieve, Loan ID - C24219111                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22513 | PA      | $22214.00     | 0.01%             | 2026-12-14      | Fixed         | 13.74%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1391483                                         | Arivo, Loan ID - C1391483                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     39102 | PA      | $37863.00     | 0.02%             | 2029-05-28      | Fixed         | 16.47%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1380541                                         | Arivo, Loan ID - C1380541                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     37380 | PA      | $36195.00     | 0.02%             | 2029-05-22      | Fixed         | 21.95%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1391694                                         | Arivo, Loan ID - C1391694                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     38736 | PA      | $37508.00     | 0.02%             | 2029-05-28      | Fixed         | 20.00%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1393979                                         | Arivo, Loan ID - C1393979                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     45208 | PA      | $43775.00     | 0.02%             | 2029-05-16      | Fixed         | 21.13%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C24891649                                      | Achieve, Loan ID - C24891649                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27788 | PA      | $27419.00     | 0.01%             | 2027-02-01      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C32811890                                      | Achieve, Loan ID - C32811890                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29551 | PA      | $29304.00     | 0.01%             | 2027-11-21      | Fixed         | 18.74%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C24118254                                      | Achieve, Loan ID - C24118254                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33066 | PA      | $32627.00     | 0.01%             | 2028-01-25      | Fixed         | 16.24%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C23992707                                      | Achieve, Loan ID - C23992707                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31420 | PA      | $31003.00     | 0.01%             | 2027-12-04      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1483188                                         | Arivo, Loan ID - C1483188                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     37338 | PA      | $36155.00     | 0.02%             | 2029-09-07      | Fixed         | 14.64%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1388326                                         | Arivo, Loan ID - C1388326                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     36016 | PA      | $34875.00     | 0.01%             | 2029-05-23      | Fixed         | 18.00%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C31397404                                      | Achieve, Loan ID - C31397404                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9503 | PA      | $9377.00      | 0.00%             | 2026-06-24      | Fixed         | 20.74%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C24332351                                      | Achieve, Loan ID - C24332351                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     35552 | PA      | $35080.00     | 0.02%             | 2027-01-29      | Fixed         | 26.49%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C34917068                                      | Achieve, Loan ID - C34917068                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28518 | PA      | $28280.00     | 0.01%             | 2027-11-15      | Fixed         | 20.24%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1390516                                         | Arivo, Loan ID - C1390516                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     39927 | PA      | $38662.00     | 0.02%             | 2029-05-26      | Fixed         | 18.00%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1394326                                         | Arivo, Loan ID - C1394326                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     38520 | PA      | $37300.00     | 0.02%             | 2029-06-01      | Fixed         | 13.54%                | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1333871                    | Capital Asset Management, Loan ID - R1D1333871                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18441 | PA      | $12627.00     | 0.01%             | 2047-04-13      | Fixed         | 14.13%                | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1331435                    | Capital Asset Management, Loan ID - R1D1331435                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21468 | PA      | $14699.00     | 0.01%             | 2024-04-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D321285469                           | Bank of America, Loan ID - R1D321285469                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10305 | PA      | $7445.00      | 0.00%             | 2024-06-01      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1404613                    | Capital Asset Management, Loan ID - R1D1404613                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7376 | PA      | $5050.00      | 0.00%             | 2025-04-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D341220853                           | Bank of America, Loan ID - R1D341220853                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10005 | PA      | $7227.00      | 0.00%             | 2028-10-25      | Fixed         | 11.75%                | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1582271                    | Capital Asset Management, Loan ID - R1D1582271                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18747 | PA      | $12836.00     | 0.01%             | 2028-10-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1246972                    | Capital Asset Management, Loan ID - R1D1246972                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19082 | PA      | $13066.00     | 0.01%             | 2035-11-01      | Fixed         | 6.95%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D334715743                           | Bank of America, Loan ID - R1D334715743                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15802 | PA      | $11415.00     | 0.00%             | 2036-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D347751887                           | Bank of America, Loan ID - R1D347751887                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15708 | PA      | $11347.00     | 0.00%             | 2028-11-25      | Fixed         | 8.25%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1314775                    | Capital Asset Management, Loan ID - R1D1314775                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20866 | PA      | $14287.00     | 0.01%             | 2037-10-28      | Fixed         | 4.00%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1404291                    | Capital Asset Management, Loan ID - R1D1404291                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24064 | PA      | $16477.00     | 0.01%             | 2061-08-01      | Fixed         | 8.00%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1584745                    | Capital Asset Management, Loan ID - R1D1584745                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22067 | PA      | $15109.00     | 0.01%             | 2036-12-01      | Fixed         | 4.00%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D321458571                           | Bank of America, Loan ID - R1D321458571                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12068 | PA      | $8718.00      | 0.00%             | 2026-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1584833                    | Capital Asset Management, Loan ID - R1D1584833                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20134 | PA      | $13786.00     | 0.01%             | 2031-04-01      | Fixed         | 11.97%                | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D138888                     | Capital Asset Management, Loan ID - R1D138888                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25694 | PA      | $17593.00     | 0.01%             | 2057-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D2207514                             | Bank of America, Loan ID - R1D2207514                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24107 | PA      | $19093.00     | 0.01%             | 2034-11-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D332396107                           | Bank of America, Loan ID - R1D332396107                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20664 | PA      | $14928.00     | 0.01%             | 2028-06-01      | Fixed         | 1.00%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D368227582                           | Bank of America, Loan ID - R1D368227582                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21913 | PA      | $15830.00     | 0.01%             | 2028-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D326967519                           | Bank of America, Loan ID - R1D326967519                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13225 | PA      | $9554.00      | 0.00%             | 2030-02-01      | Fixed         | 8.75%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1526783                    | Capital Asset Management, Loan ID - R1D1526783                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24435 | PA      | $16731.00     | 0.01%             | 2032-03-01      | Fixed         | 6.75%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D338003284                           | Bank of America, Loan ID - R1D338003284                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16135 | PA      | $11656.00     | 0.00%             | 2041-09-01      | Fixed         | 11.12%                | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D320404870                           | Bank of America, Loan ID - R1D320404870                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7220 | PA      | $5216.00      | 0.00%             | 2038-07-01      | Fixed         | 9.88%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1333909                    | Capital Asset Management, Loan ID - R1D1333909                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27738 | PA      | $18992.00     | 0.01%             | 2031-11-01      | Fixed         | 9.00%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D321672554                           | Bank of America, Loan ID - R1D321672554                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     68643 | PA      | $49587.00     | 0.02%             | 2024-02-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1493873                    | Capital Asset Management, Loan ID - R1D1493873                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     96719 | PA      | $66224.00     | 0.03%             | 2029-08-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1285038                    | Capital Asset Management, Loan ID - R1D1285038                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     96731 | PA      | $66232.00     | 0.03%             | 2037-11-01      | Fixed         | 7.75%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D382472688                           | Bank of America, Loan ID - R1D382472688                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    100524 | PA      | $72619.00     | 0.03%             | 2028-11-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1214825                    | Capital Asset Management, Loan ID - R1D1214825                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    113613 | PA      | $77791.00     | 0.03%             | 2037-02-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D2189860                             | Bank of America, Loan ID - R1D2189860                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    114317 | PA      | $90539.00     | 0.04%             | 2035-08-01      | Fixed         | 4.12%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1410621                    | Capital Asset Management, Loan ID - R1D1410621                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    169739 | PA      | $116220.00    | 0.05%             | 2037-11-30      | Fixed         | 10.00%                | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D2231928                             | Bank of America, Loan ID - R1D2231928                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    192267 | PA      | $152276.00    | 0.07%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1538702                    | Capital Asset Management, Loan ID - R1D1538702                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    356215 | PA      | $243900.00    | 0.10%             | 2059-10-01      | Fixed         | 4.50%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D4135626031                          | Bank of America, Loan ID - R1D4135626031                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     55671 | PA      | $42839.00     | 0.02%             | 2035-10-11      | Fixed         | 9.50%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D4142880321                          | Bank of America, Loan ID - R1D4142880321                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     57047 | PA      | $43898.00     | 0.02%             | 2036-06-15      | Fixed         | 4.12%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D4176255967                          | Bank of America, Loan ID - R1D4176255967                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16388 | PA      | $12610.00     | 0.01%             | 2032-07-25      | Fixed         | 9.12%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D4874021873                          | Bank of America, Loan ID - R1D4874021873                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    150678 | PA      | $115947.00    | 0.05%             | 2034-11-01      | Fixed         | 6.12%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D4875758189                          | Bank of America, Loan ID - R1D4875758189                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    369829 | PA      | $284583.00    | 0.12%             | 2033-03-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D4875958325                          | Bank of America, Loan ID - R1D4875958325                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13126 | PA      | $10100.00     | 0.00%             | 2031-12-01      | Fixed         | 8.44%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D4875960106                          | Bank of America, Loan ID - R1D4875960106                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     32302 | PA      | $24856.00     | 0.01%             | 2032-04-15      | Fixed         | 8.09%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D4875973630                          | Bank of America, Loan ID - R1D4875973630                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22201 | PA      | $17084.00     | 0.01%             | 2031-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D4876049582                          | Bank of America, Loan ID - R1D4876049582                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18292 | PA      | $14076.00     | 0.01%             | 2032-07-18      | Fixed         | 8.24%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D4876317082                          | Bank of America, Loan ID - R1D4876317082                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     59371 | PA      | $45686.00     | 0.02%             | 2030-07-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D4877096402                          | Bank of America, Loan ID - R1D4877096402                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30803 | PA      | $23703.00     | 0.01%             | 2035-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7150056432                            | Shelving Rock, Loan ID - R1D7150056432                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    109110 | PA      | $93889.00     | 0.04%             | 2028-08-01      | Fixed         | 7.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7152139837                            | Shelving Rock, Loan ID - R1D7152139837                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    164914 | PA      | $141908.00    | 0.06%             | 2029-10-01      | Fixed         | 7.75%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7111713993                            | Shelving Rock, Loan ID - R1D7111713993                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     32109 | PA      | $27630.00     | 0.01%             | 2026-12-01      | Fixed         | 6.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D789909929                             | Shelving Rock, Loan ID - R1D789909929                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     57484 | PA      | $49465.00     | 0.02%             | 2027-12-01      | Fixed         | 7.38%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7612930867                            | Shelving Rock, Loan ID - R1D7612930867                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     98514 | PA      | $84771.00     | 0.04%             | 2029-03-01      | Fixed         | 6.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7612987016                            | Shelving Rock, Loan ID - R1D7612987016                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     71694 | PA      | $61693.00     | 0.03%             | 2025-07-01      | Fixed         | 8.75%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7618446488                            | Shelving Rock, Loan ID - R1D7618446488                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    109215 | PA      | $93979.00     | 0.04%             | 2028-12-01      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7612838599                            | Shelving Rock, Loan ID - R1D7612838599                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     77959 | PA      | $67084.00     | 0.03%             | 2026-05-01      | Fixed         | 7.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7612930362                            | Shelving Rock, Loan ID - R1D7612930362                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     95550 | PA      | $82221.00     | 0.04%             | 2028-12-01      | Fixed         | 6.75%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7612916767                            | Shelving Rock, Loan ID - R1D7612916767                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    143057 | PA      | $123101.00    | 0.05%             | 2024-12-01      | Fixed         | 5.50%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7154844109                            | Shelving Rock, Loan ID - R1D7154844109                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    171098 | PA      | $147230.00    | 0.06%             | 2027-02-01      | Fixed         | 10.38%                | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7613190008                            | Shelving Rock, Loan ID - R1D7613190008                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     75279 | PA      | $64777.00     | 0.03%             | 2025-05-01      | Fixed         | 8.50%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7618434583                            | Shelving Rock, Loan ID - R1D7618434583                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     75722 | PA      | $65159.00     | 0.03%             | 2030-02-01      | Fixed         | 9.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7612780007                            | Shelving Rock, Loan ID - R1D7612780007                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     37463 | PA      | $32237.00     | 0.01%             | 2025-07-01      | Fixed         | 10.63%                | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7158076955                            | Shelving Rock, Loan ID - R1D7158076955                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    139283 | PA      | $119853.00    | 0.05%             | 2032-03-01      | Fixed         | 11.25%                | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7612984567                            | Shelving Rock, Loan ID - R1D7612984567                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     68262 | PA      | $58739.00     | 0.03%             | 2032-01-01      | Fixed         | 5.38%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7612795344                            | Shelving Rock, Loan ID - R1D7612795344                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     54182 | PA      | $46623.00     | 0.02%             | 2027-11-01      | Fixed         | 6.25%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7132056137                            | Shelving Rock, Loan ID - R1D7132056137                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    114001 | PA      | $98098.00     | 0.04%             | 2026-10-01      | Fixed         | 5.50%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7613170885                            | Shelving Rock, Loan ID - R1D7613170885                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     55924 | PA      | $48122.00     | 0.02%             | 2025-04-01      | Fixed         | 7.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D728102939                             | Shelving Rock, Loan ID - R1D728102939                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     71137 | PA      | $61213.00     | 0.03%             | 2026-04-01      | Fixed         | 7.25%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7613070523                            | Shelving Rock, Loan ID - R1D7613070523                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     71331 | PA      | $61380.00     | 0.03%             | 2030-02-01      | Fixed         | 6.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7613184407                            | Shelving Rock, Loan ID - R1D7613184407                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25521 | PA      | $21961.00     | 0.01%             | 2035-03-01      | Fixed         | 8.62%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7613033455                            | Shelving Rock, Loan ID - R1D7613033455                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     42488 | PA      | $36561.00     | 0.02%             | 2026-09-01      | Fixed         | 8.38%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7612782771                            | Shelving Rock, Loan ID - R1D7612782771                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7459 | PA      | $6419.00      | 0.00%             | 2028-09-01      | Fixed         | 12.25%                | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7155064828                            | Shelving Rock, Loan ID - R1D7155064828                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11555 | PA      | $9943.00      | 0.00%             | 2032-01-01      | Fixed         | 2.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7618446017                            | Shelving Rock, Loan ID - R1D7618446017                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15736 | PA      | $13541.00     | 0.01%             | 2031-12-01      | Fixed         | 9.38%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7120449362                            | Shelving Rock, Loan ID - R1D7120449362                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14615 | PA      | $12576.00     | 0.01%             | 2031-03-15      | Fixed         | 8.38%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7612363572                            | Shelving Rock, Loan ID - R1D7612363572                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12608 | PA      | $10849.00     | 0.00%             | 2036-08-01      | Fixed         | 10.00%                | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7110507803                            | Shelving Rock, Loan ID - R1D7110507803                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19078 | PA      | $16416.00     | 0.01%             | 2027-03-01      | Fixed         | 8.88%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7613009166                            | Shelving Rock, Loan ID - R1D7613009166                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7672 | PA      | $6602.00      | 0.00%             | 2025-05-01      | Fixed         | 2.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7612968586                            | Shelving Rock, Loan ID - R1D7612968586                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     68107 | PA      | $58606.00     | 0.03%             | 2025-05-01      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7612791616                            | Shelving Rock, Loan ID - R1D7612791616                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    136796 | PA      | $117713.00    | 0.05%             | 2036-12-01      | Fixed         | 6.49%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D789919657                             | Shelving Rock, Loan ID - R1D789919657                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    233230 | PA      | $200695.00    | 0.09%             | 2027-02-01      | Fixed         | 7.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7147658590                            | Shelving Rock, Loan ID - R1D7147658590                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    296529 | PA      | $255163.00    | 0.11%             | 2027-01-01      | Fixed         | 10.53%                | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D789786346                             | Shelving Rock, Loan ID - R1D789786346                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    162065 | PA      | $139457.00    | 0.06%             | 2029-01-01      | Fixed         | 7.75%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7612987701                            | Shelving Rock, Loan ID - R1D7612987701                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     38901 | PA      | $33475.00     | 0.01%             | 2032-01-01      | Fixed         | 5.25%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7612935650                            | Shelving Rock, Loan ID - R1D7612935650                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     88965 | PA      | $76554.00     | 0.03%             | 2029-01-01      | Fixed         | 8.38%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7613121615                            | Shelving Rock, Loan ID - R1D7613121615                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    173831 | PA      | $149581.00    | 0.06%             | 2029-09-01      | Fixed         | 7.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7613024009                            | Shelving Rock, Loan ID - R1D7613024009                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     56141 | PA      | $48309.00     | 0.02%             | 2032-01-01      | Fixed         | 7.50%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7613190438                            | Shelving Rock, Loan ID - R1D7613190438                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    110522 | PA      | $95104.00     | 0.04%             | 2027-01-01      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D789931830                             | Shelving Rock, Loan ID - R1D789931830                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     64251 | PA      | $55288.00     | 0.02%             | 2032-02-01      | Fixed         | 8.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7153331975                            | Shelving Rock, Loan ID - R1D7153331975                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     58057 | PA      | $49958.00     | 0.02%             | 2027-02-01      | Fixed         | 8.75%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7157308823                            | Shelving Rock, Loan ID - R1D7157308823                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     75147 | PA      | $64664.00     | 0.03%             | 2029-03-01      | Fixed         | 8.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7156530174                            | Shelving Rock, Loan ID - R1D7156530174                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     89039 | PA      | $76618.00     | 0.03%             | 2028-04-01      | Fixed         | 7.25%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7613050301                            | Shelving Rock, Loan ID - R1D7613050301                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22827 | PA      | $19643.00     | 0.01%             | 2029-04-01      | Fixed         | 8.00%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D89160075026                    | CTF Asset Management, Loan ID - R1D89160075026                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     74750 | PA      | $66617.00     | 0.03%             | 2049-05-20      | Fixed         | 8.00%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D862750401                      | CTF Asset Management, Loan ID - R1D862750401                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     72500 | PA      | $64612.00     | 0.03%             | 2052-06-01      | Fixed         | 8.50%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D89160062114                    | CTF Asset Management, Loan ID - R1D89160062114                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     86986 | PA      | $77522.00     | 0.03%             | 2051-06-15      | Fixed         | 4.25%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D89160070254                    | CTF Asset Management, Loan ID - R1D89160070254                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     62985 | PA      | $56132.00     | 0.02%             | 2031-09-20      | Fixed         | 9.25%                 | No            |                  3 | On Loan: No      |
| Harwood Asset Management, Loan ID - R1D89160086190                | Harwood Asset Management, Loan ID - R1D89160086190                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     77923 | PA      | $69445.00     | 0.03%             | 2050-06-01      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D89160082270                    | CTF Asset Management, Loan ID - R1D89160082270                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     65033 | PA      | $57958.00     | 0.02%             | 2037-08-01      | Fixed         | 7.12%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D89160058918                    | CTF Asset Management, Loan ID - R1D89160058918                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     88495 | PA      | $78867.00     | 0.03%             | 2052-11-01      | Fixed         | 5.25%                 | No            |                  3 | On Loan: No      |
| Harwood Asset Management, Loan ID - R1D89160086670                | Harwood Asset Management, Loan ID - R1D89160086670                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     58778 | PA      | $52383.00     | 0.02%             | 2053-12-01      | Fixed         | 11.55%                | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D865491136                      | CTF Asset Management, Loan ID - R1D865491136                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     58347 | PA      | $51999.00     | 0.02%             | 2052-09-01      | Fixed         | 10.00%                | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D862876396                      | CTF Asset Management, Loan ID - R1D862876396                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     60500 | PA      | $53918.00     | 0.02%             | 2052-07-01      | Fixed         | 8.50%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D89160046378                    | CTF Asset Management, Loan ID - R1D89160046378                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     74948 | PA      | $66793.00     | 0.03%             | 2063-09-01      | Fixed         | 7.00%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D865490971                      | CTF Asset Management, Loan ID - R1D865490971                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     54743 | PA      | $48787.00     | 0.02%             | 2052-08-01      | Fixed         | 10.00%                | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D89160070252                    | CTF Asset Management, Loan ID - R1D89160070252                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     55823 | PA      | $49750.00     | 0.02%             | 2037-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D862731658                      | CTF Asset Management, Loan ID - R1D862731658                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     59500 | PA      | $53026.00     | 0.02%             | 2052-06-01      | Fixed         | 8.50%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D865490997                      | CTF Asset Management, Loan ID - R1D865490997                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     52425 | PA      | $46721.00     | 0.02%             | 2052-08-01      | Fixed         | 10.25%                | No            |                  3 | On Loan: No      |
| Harwood Asset Management, Loan ID - R1D89160083650                | Harwood Asset Management, Loan ID - R1D89160083650                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     61000 | PA      | $54363.00     | 0.02%             | 2028-01-01      | Fixed         | 5.89%                 | No            |                  3 | On Loan: No      |
| Harwood Asset Management, Loan ID - R1D89160083706                | Harwood Asset Management, Loan ID - R1D89160083706                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     49763 | PA      | $44349.00     | 0.02%             | 2035-10-01      | Fixed         | 9.50%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D862389994                      | CTF Asset Management, Loan ID - R1D862389994                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     52500 | PA      | $46788.00     | 0.02%             | 2052-04-01      | Fixed         | 8.00%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D862525936                      | CTF Asset Management, Loan ID - R1D862525936                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     50000 | PA      | $44560.00     | 0.02%             | 2052-05-01      | Fixed         | 9.50%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D89160070258                    | CTF Asset Management, Loan ID - R1D89160070258                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     41046 | PA      | $36580.00     | 0.02%             | 2042-05-01      | Fixed         | 6.00%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D89160045528                    | CTF Asset Management, Loan ID - R1D89160045528                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     34808 | PA      | $31021.00     | 0.01%             | 2029-07-01      | Fixed         | 6.00%                 | No            |                  3 | On Loan: No      |
| Harwood Asset Management, Loan ID - R1D89160083668                | Harwood Asset Management, Loan ID - R1D89160083668                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     37476 | PA      | $33399.00     | 0.01%             | 2042-07-01      | Fixed         | 8.50%                 | No            |                  3 | On Loan: No      |
| Harwood Asset Management, Loan ID - R1D89160058998                | Harwood Asset Management, Loan ID - R1D89160058998                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33432 | PA      | $29794.00     | 0.01%             | 2042-12-01      | Fixed         | 9.00%                 | No            |                  3 | On Loan: No      |
| Harwood Asset Management, Loan ID - R1D89160083678                | Harwood Asset Management, Loan ID - R1D89160083678                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     39136 | PA      | $34878.00     | 0.01%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| Harwood Asset Management, Loan ID - R1D89160084244                | Harwood Asset Management, Loan ID - R1D89160084244                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29387 | PA      | $26190.00     | 0.01%             | 2053-01-01      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D862465398                      | CTF Asset Management, Loan ID - R1D862465398                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27000 | PA      | $24062.00     | 0.01%             | 2052-05-01      | Fixed         | 9.00%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D865491128                      | CTF Asset Management, Loan ID - R1D865491128                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6809 | PA      | $6068.00      | 0.00%             | 2052-09-01      | Fixed         | 10.25%                | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D862922356                      | CTF Asset Management, Loan ID - R1D862922356                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24596 | PA      | $21920.00     | 0.01%             | 2052-07-01      | Fixed         | 8.50%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D861350237                      | CTF Asset Management, Loan ID - R1D861350237                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27500 | PA      | $24508.00     | 0.01%             | 2052-02-01      | Fixed         | 8.00%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D89160070304                    | CTF Asset Management, Loan ID - R1D89160070304                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22640 | PA      | $20177.00     | 0.01%             | 2062-09-01      | Fixed         | 12.00%                | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D865491029                      | CTF Asset Management, Loan ID - R1D865491029                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15863 | PA      | $14137.00     | 0.01%             | 2052-08-01      | Fixed         | 10.25%                | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D89160045474                    | CTF Asset Management, Loan ID - R1D89160045474                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22110 | PA      | $19704.00     | 0.01%             | 2053-06-01      | Fixed         | 8.00%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D865491078                      | CTF Asset Management, Loan ID - R1D865491078                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20000 | PA      | $17824.00     | 0.01%             | 2052-08-01      | Fixed         | 10.25%                | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D89160044748                    | CTF Asset Management, Loan ID - R1D89160044748                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15053 | PA      | $13416.00     | 0.01%             | 2039-05-01      | Fixed         | 11.70%                | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D89992031886                    | CTF Asset Management, Loan ID - R1D89992031886                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11794 | PA      | $10511.00     | 0.00%             | 2030-06-01      | Fixed         | 9.50%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D862739529                      | CTF Asset Management, Loan ID - R1D862739529                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8340 | PA      | $7433.00      | 0.00%             | 2052-06-01      | Fixed         | 8.50%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D89160044690                    | CTF Asset Management, Loan ID - R1D89160044690                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12723 | PA      | $11338.00     | 0.00%             | 2037-07-01      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D89160038038B                   | CTF Asset Management, Loan ID - R1D89160038038B                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       940 | PA      | $838.00       | 0.00%             | 2028-08-01      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9618205744                            | Shelving Rock, Loan ID - R1D9618205744                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     36705 | PA      | $28310.00     | 0.01%             | 2031-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9310904                               | Shelving Rock, Loan ID - R1D9310904                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     89720 | PA      | $69201.00     | 0.03%             | 2029-01-01      | Fixed         | 7.60%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9400157                               | Shelving Rock, Loan ID - R1D9400157                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27946 | PA      | $21555.00     | 0.01%             | 2031-10-01      | Fixed         | 8.50%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9500145                               | Shelving Rock, Loan ID - R1D9500145                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    134460 | PA      | $103709.00    | 0.04%             | 2041-07-01      | Fixed         | 6.98%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9371864                               | Shelving Rock, Loan ID - R1D9371864                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     54170 | PA      | $41782.00     | 0.02%             | 2029-11-01      | Fixed         | 9.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9379972                               | Shelving Rock, Loan ID - R1D9379972                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    130904 | PA      | $100967.00    | 0.04%             | 2036-12-01      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9284906034                            | Shelving Rock, Loan ID - R1D9284906034                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22080 | PA      | $17030.00     | 0.01%             | 2035-09-01      | Fixed         | 9.45%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D91084131                              | Shelving Rock, Loan ID - R1D91084131                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     50339 | PA      | $38826.00     | 0.02%             | 2026-03-01      | Fixed         | 6.50%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D912791                                | Shelving Rock, Loan ID - R1D912791                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     71901 | PA      | $55457.00     | 0.02%             | 2027-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R21032974202                                   | Achieve, Loan ID - R21032974202                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     38939 | PA      | $39815.00     | 0.02%             | 2033-10-01      | Fixed         | 15.25%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R21032974325                                   | Achieve, Loan ID - R21032974325                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    111777 | PA      | $114292.00    | 0.05%             | 2033-10-01      | Fixed         | 12.25%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R21034913863                                   | Achieve, Loan ID - R21034913863                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     64434 | PA      | $65884.00     | 0.03%             | 2034-05-01      | Fixed         | 13.75%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2693475998                                    | Achieve, Loan ID - R2693475998                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     57588 | PA      | $58884.00     | 0.03%             | 2040-05-01      | Fixed         | 13.00%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2693306110                                    | Achieve, Loan ID - R2693306110                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     64889 | PA      | $66349.00     | 0.03%             | 2035-04-01      | Fixed         | 11.88%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2693294704                                    | Achieve, Loan ID - R2693294704                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31858 | PA      | $32575.00     | 0.01%             | 2035-04-01      | Fixed         | 11.25%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2693356396                                    | Achieve, Loan ID - R2693356396                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     72793 | PA      | $74431.00     | 0.03%             | 2055-04-01      | Fixed         | 11.12%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2693306128                                    | Achieve, Loan ID - R2693306128                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    129809 | PA      | $132730.00    | 0.06%             | 2035-04-01      | Fixed         | 10.25%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2693306367                                    | Achieve, Loan ID - R2693306367                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     76867 | PA      | $78596.00     | 0.03%             | 2055-04-01      | Fixed         | 13.25%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2693295099                                    | Achieve, Loan ID - R2693295099                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    145240 | PA      | $148508.00    | 0.06%             | 2055-04-01      | Fixed         | 11.75%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2693295008                                    | Achieve, Loan ID - R2693295008                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     43260 | PA      | $44233.00     | 0.02%             | 2035-04-01      | Fixed         | 11.38%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2693294712                                    | Achieve, Loan ID - R2693294712                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     53283 | PA      | $54482.00     | 0.02%             | 2035-04-01      | Fixed         | 12.38%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2693294886                                    | Achieve, Loan ID - R2693294886                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     59975 | PA      | $61324.00     | 0.03%             | 2040-04-01      | Fixed         | 11.25%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2693294993                                    | Achieve, Loan ID - R2693294993                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     98585 | PA      | $100803.00    | 0.04%             | 2040-04-01      | Fixed         | 13.50%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2693406126                                    | Achieve, Loan ID - R2693406126                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    188584 | PA      | $192827.00    | 0.08%             | 2055-04-01      | Fixed         | 9.50%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2693496523                                    | Achieve, Loan ID - R2693496523                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     76831 | PA      | $78560.00     | 0.03%             | 2040-05-01      | Fixed         | 11.75%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2693476673                                    | Achieve, Loan ID - R2693476673                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     48298 | PA      | $49385.00     | 0.02%             | 2040-04-01      | Fixed         | 12.50%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2693496507                                    | Achieve, Loan ID - R2693496507                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     50036 | PA      | $51162.00     | 0.02%             | 2040-05-01      | Fixed         | 14.25%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2693476095                                    | Achieve, Loan ID - R2693476095                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    181995 | PA      | $186090.00    | 0.08%             | 2035-04-01      | Fixed         | 12.50%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2693550378                                    | Achieve, Loan ID - R2693550378                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    122752 | PA      | $125514.00    | 0.05%             | 2045-05-01      | Fixed         | 10.88%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2693406324                                    | Achieve, Loan ID - R2693406324                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27330 | PA      | $27945.00     | 0.01%             | 2035-04-01      | Fixed         | 11.88%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2693406118                                    | Achieve, Loan ID - R2693406118                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     51106 | PA      | $52256.00     | 0.02%             | 2035-04-01      | Fixed         | 10.12%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2693496234                                    | Achieve, Loan ID - R2693496234                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     42576 | PA      | $43534.00     | 0.02%             | 2040-05-01      | Fixed         | 11.62%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2693496168                                    | Achieve, Loan ID - R2693496168                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     73035 | PA      | $74678.00     | 0.03%             | 2035-05-01      | Fixed         | 12.00%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2693550147                                    | Achieve, Loan ID - R2693550147                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     60359 | PA      | $61717.00     | 0.03%             | 2040-05-01      | Fixed         | 13.00%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2693496457                                    | Achieve, Loan ID - R2693496457                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     48516 | PA      | $49607.00     | 0.02%             | 2040-05-01      | Fixed         | 13.75%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2693476590                                    | Achieve, Loan ID - R2693476590                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     35823 | PA      | $36629.00     | 0.02%             | 2035-05-01      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2693476228                                    | Achieve, Loan ID - R2693476228                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    148346 | PA      | $151684.00    | 0.07%             | 2040-04-01      | Fixed         | 11.25%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2693405797                                    | Achieve, Loan ID - R2693405797                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     49362 | PA      | $50472.00     | 0.02%             | 2035-04-01      | Fixed         | 11.00%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2693496192                                    | Achieve, Loan ID - R2693496192                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    142406 | PA      | $145610.00    | 0.06%             | 2055-05-01      | Fixed         | 10.25%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2693476301                                    | Achieve, Loan ID - R2693476301                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     53576 | PA      | $54782.00     | 0.02%             | 2035-04-01      | Fixed         | 13.25%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2693496028                                    | Achieve, Loan ID - R2693496028                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     53738 | PA      | $54947.00     | 0.02%             | 2035-05-01      | Fixed         | 11.50%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2693550212                                    | Achieve, Loan ID - R2693550212                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     65813 | PA      | $67294.00     | 0.03%             | 2055-05-01      | Fixed         | 11.62%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2693532368                                    | Achieve, Loan ID - R2693532368                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     61060 | PA      | $62434.00     | 0.03%             | 2035-05-01      | Fixed         | 11.00%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2693476988                                    | Achieve, Loan ID - R2693476988                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     48460 | PA      | $49551.00     | 0.02%             | 2040-05-01      | Fixed         | 14.00%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2693476152                                    | Achieve, Loan ID - R2693476152                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     74498 | PA      | $76175.00     | 0.03%             | 2055-04-01      | Fixed         | 11.12%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2693476145                                    | Achieve, Loan ID - R2693476145                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     35719 | PA      | $36522.00     | 0.02%             | 2040-04-01      | Fixed         | 7.74%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2693476962                                    | Achieve, Loan ID - R2693476962                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     64266 | PA      | $65712.00     | 0.03%             | 2035-04-01      | Fixed         | 11.62%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2693475600                                    | Achieve, Loan ID - R2693475600                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30013 | PA      | $30688.00     | 0.01%             | 2035-04-01      | Fixed         | 13.00%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2693531873                                    | Achieve, Loan ID - R2693531873                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     36070 | PA      | $36882.00     | 0.02%             | 2035-05-01      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2693475980                                    | Achieve, Loan ID - R2693475980                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    112348 | PA      | $114876.00    | 0.05%             | 2040-05-01      | Fixed         | 12.25%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2693477010                                    | Achieve, Loan ID - R2693477010                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     62126 | PA      | $63524.00     | 0.03%             | 2040-04-01      | Fixed         | 9.50%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2693496374                                    | Achieve, Loan ID - R2693496374                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    152930 | PA      | $156371.00    | 0.07%             | 2055-05-01      | Fixed         | 11.88%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1389461                                         | Arivo, Loan ID - C1389461                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3456 | PA      | $3347.00      | 0.00%             | 2029-05-29      | Fixed         | 19.76%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C31390921                                      | Achieve, Loan ID - C31390921                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2969 | PA      | $2929.00      | 0.00%             | 2027-06-13      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C24941466                                      | Achieve, Loan ID - C24941466                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2826 | PA      | $2788.00      | 0.00%             | 2026-12-30      | Fixed         | 26.49%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C34918363                                      | Achieve, Loan ID - C34918363                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       937 | PA      | $929.00       | 0.00%             | 2025-11-15      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C31388466                                      | Achieve, Loan ID - C31388466                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10599 | PA      | $10459.00     | 0.00%             | 2028-06-13      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C31395596                                      | Achieve, Loan ID - C31395596                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1516 | PA      | $1496.00      | 0.00%             | 2025-06-29      | Fixed         | 18.74%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C31413266                                      | Achieve, Loan ID - C31413266                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2934 | PA      | $2895.00      | 0.00%             | 2026-06-14      | Fixed         | 19.74%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C31339468                                      | Achieve, Loan ID - C31339468                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9460 | PA      | $9334.00      | 0.00%             | 2027-05-01      | Fixed         | 15.74%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C31396534                                      | Achieve, Loan ID - C31396534                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11307 | PA      | $11157.00     | 0.00%             | 2028-07-29      | Fixed         | 26.99%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C31404074                                      | Achieve, Loan ID - C31404074                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8941 | PA      | $8822.00      | 0.00%             | 2027-06-25      | Fixed         | 14.74%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C24003540                                      | Achieve, Loan ID - C24003540                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3515 | PA      | $3468.00      | 0.00%             | 2026-01-25      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1395182                                         | Arivo, Loan ID - C1395182                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13517 | PA      | $13088.00     | 0.01%             | 2029-06-02      | Fixed         | 17.67%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C34822398                                      | Achieve, Loan ID - C34822398                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10448 | PA      | $10360.00     | 0.00%             | 2027-11-17      | Fixed         | 21.24%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C34905741                                      | Achieve, Loan ID - C34905741                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13324 | PA      | $13213.00     | 0.01%             | 2028-12-19      | Fixed         | 25.99%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C34779309                                      | Achieve, Loan ID - C34779309                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10669 | PA      | $10580.00     | 0.00%             | 2027-11-21      | Fixed         | 21.24%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C34895842                                      | Achieve, Loan ID - C34895842                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7010 | PA      | $6951.00      | 0.00%             | 2026-10-06      | Fixed         | 14.24%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C24785164                                      | Achieve, Loan ID - C24785164                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11290 | PA      | $11141.00     | 0.00%             | 2027-12-25      | Fixed         | 20.74%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1385469                                         | Arivo, Loan ID - C1385469                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12850 | PA      | $12443.00     | 0.01%             | 2028-11-19      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C34924262                                      | Achieve, Loan ID - C34924262                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11290 | PA      | $11196.00     | 0.00%             | 2027-11-10      | Fixed         | 24.49%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C31395796                                      | Achieve, Loan ID - C31395796                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12324 | PA      | $12160.00     | 0.01%             | 2028-07-30      | Fixed         | 24.24%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1392078                                         | Arivo, Loan ID - C1392078                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3846 | PA      | $3724.00      | 0.00%             | 2029-05-28      | Fixed         | 18.00%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1391652                                         | Arivo, Loan ID - C1391652                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15728 | PA      | $15230.00     | 0.01%             | 2029-05-25      | Fixed         | 19.57%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C31375823                                      | Achieve, Loan ID - C31375823                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10931 | PA      | $10786.00     | 0.00%             | 2027-06-18      | Fixed         | 24.24%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1392322                                         | Arivo, Loan ID - C1392322                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13901 | PA      | $13460.00     | 0.01%             | 2027-11-14      | Fixed         | 20.61%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C34903520                                      | Achieve, Loan ID - C34903520                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13311 | PA      | $13200.00     | 0.01%             | 2028-11-07      | Fixed         | 25.99%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C24838632                                      | Achieve, Loan ID - C24838632                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13586 | PA      | $13405.00     | 0.01%             | 2028-03-11      | Fixed         | 26.99%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1390140                                         | Arivo, Loan ID - C1390140                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14838 | PA      | $14368.00     | 0.01%             | 2029-05-26      | Fixed         | 21.88%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1388696                                         | Arivo, Loan ID - C1388696                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23720 | PA      | $22969.00     | 0.01%             | 2029-05-12      | Fixed         | 19.23%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1395338                                         | Arivo, Loan ID - C1395338                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27022 | PA      | $26165.00     | 0.01%             | 2029-06-03      | Fixed         | 19.73%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1392840                                         | Arivo, Loan ID - C1392840                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22731 | PA      | $22011.00     | 0.01%             | 2029-05-29      | Fixed         | 18.14%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1392838                                         | Arivo, Loan ID - C1392838                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23165 | PA      | $22431.00     | 0.01%             | 2029-05-14      | Fixed         | 18.00%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1392421                                         | Arivo, Loan ID - C1392421                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24455 | PA      | $23680.00     | 0.01%             | 2029-05-28      | Fixed         | 20.00%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C23253984                                      | Achieve, Loan ID - C23253984                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7067 | PA      | $6973.00      | 0.00%             | 2026-01-15      | Fixed         | 14.99%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1389502                                         | Arivo, Loan ID - C1389502                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25375 | PA      | $24571.00     | 0.01%             | 2029-05-28      | Fixed         | 19.74%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1391647                                         | Arivo, Loan ID - C1391647                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14181 | PA      | $13732.00     | 0.01%             | 2029-05-29      | Fixed         | 20.57%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1392327                                         | Arivo, Loan ID - C1392327                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25873 | PA      | $25053.00     | 0.01%             | 2029-05-14      | Fixed         | 18.00%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1390709                                         | Arivo, Loan ID - C1390709                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24605 | PA      | $23826.00     | 0.01%             | 2029-05-27      | Fixed         | 18.00%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1394447                                         | Arivo, Loan ID - C1394447                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24403 | PA      | $23629.00     | 0.01%             | 2029-06-01      | Fixed         | 15.57%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1386680                                         | Arivo, Loan ID - C1386680                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       947 | PA      | $917.00       | 0.00%             | 2029-05-21      | Fixed         | 17.00%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1388512                                         | Arivo, Loan ID - C1388512                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21958 | PA      | $21262.00     | 0.01%             | 2029-05-23      | Fixed         | 18.00%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C31402076                                      | Achieve, Loan ID - C31402076                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10554 | PA      | $10414.00     | 0.00%             | 2026-06-27      | Fixed         | 24.24%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1392924                                         | Arivo, Loan ID - C1392924                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26373 | PA      | $25538.00     | 0.01%             | 2029-06-04      | Fixed         | 22.50%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C24337568                                      | Achieve, Loan ID - C24337568                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1097 | PA      | $1082.00      | 0.00%             | 2026-01-30      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1391067                                         | Arivo, Loan ID - C1391067                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24311 | PA      | $23541.00     | 0.01%             | 2029-05-27      | Fixed         | 17.91%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1385054                                         | Arivo, Loan ID - C1385054                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24652 | PA      | $23870.00     | 0.01%             | 2029-05-18      | Fixed         | 16.82%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1392016                                         | Arivo, Loan ID - C1392016                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25668 | PA      | $24855.00     | 0.01%             | 2029-05-30      | Fixed         | 20.47%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1385838                                         | Arivo, Loan ID - C1385838                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24119 | PA      | $23354.00     | 0.01%             | 2029-05-29      | Fixed         | 17.85%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1394076                                         | Arivo, Loan ID - C1394076                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23811 | PA      | $23057.00     | 0.01%             | 2029-06-01      | Fixed         | 18.67%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1395036                                         | Arivo, Loan ID - C1395036                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27669 | PA      | $26792.00     | 0.01%             | 2029-05-18      | Fixed         | 18.60%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C31389516                                      | Achieve, Loan ID - C31389516                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21823 | PA      | $21534.00     | 0.01%             | 2028-06-13      | Fixed         | 20.74%                | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1382459                    | Capital Asset Management, Loan ID - R1D1382459                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8526 | PA      | $5838.00      | 0.00%             | 2024-09-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1394267                    | Capital Asset Management, Loan ID - R1D1394267                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3228 | PA      | $2210.00      | 0.00%             | 2022-10-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1373336                    | Capital Asset Management, Loan ID - R1D1373336                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       731 | PA      | $501.00       | 0.00%             | 2022-07-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1384406                    | Capital Asset Management, Loan ID - R1D1384406                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9112 | PA      | $6239.00      | 0.00%             | 2023-07-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D321567782                           | Bank of America, Loan ID - R1D321567782                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4134 | PA      | $2987.00      | 0.00%             | 2035-07-01      | Fixed         | 10.12%                | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1383898                    | Capital Asset Management, Loan ID - R1D1383898                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6996 | PA      | $4790.00      | 0.00%             | 2028-03-01      | Fixed         | 13.00%                | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1390407                    | Capital Asset Management, Loan ID - R1D1390407                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       921 | PA      | $631.00       | 0.00%             | 2021-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D348255384                           | Bank of America, Loan ID - R1D348255384                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4657 | PA      | $3364.00      | 0.00%             | 2035-06-01      | Fixed         | 12.62%                | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D333435452                           | Bank of America, Loan ID - R1D333435452                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7785 | PA      | $5624.00      | 0.00%             | 2024-11-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D321772642                           | Bank of America, Loan ID - R1D321772642                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4722 | PA      | $3411.00      | 0.00%             | 2024-07-01      | Fixed         | 12.88%                | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1395006                    | Capital Asset Management, Loan ID - R1D1395006                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8367 | PA      | $5729.00      | 0.00%             | 2030-02-28      | Fixed         | 13.69%                | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1233673                    | Capital Asset Management, Loan ID - R1D1233673                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7842 | PA      | $5369.00      | 0.00%             | 2027-02-15      | Fixed         | 11.00%                | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1388909                    | Capital Asset Management, Loan ID - R1D1388909                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6921 | PA      | $4739.00      | 0.00%             | 2021-10-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1377909                    | Capital Asset Management, Loan ID - R1D1377909                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4216 | PA      | $2887.00      | 0.00%             | 2022-04-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1584709                    | Capital Asset Management, Loan ID - R1D1584709                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8052 | PA      | $5513.00      | 0.00%             | 2031-02-01      | Fixed         | 2.00%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1391275                    | Capital Asset Management, Loan ID - R1D1391275                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9797 | PA      | $6708.00      | 0.00%             | 2032-02-05      | Fixed         | 14.91%                | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1393130                    | Capital Asset Management, Loan ID - R1D1393130                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3932 | PA      | $2692.00      | 0.00%             | 2029-02-01      | Fixed         | 4.00%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1374601                    | Capital Asset Management, Loan ID - R1D1374601                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9717 | PA      | $6653.00      | 0.00%             | 2028-06-01      | Fixed         | 10.00%                | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1384420                    | Capital Asset Management, Loan ID - R1D1384420                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8976 | PA      | $6146.00      | 0.00%             | 2024-02-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1394531                    | Capital Asset Management, Loan ID - R1D1394531                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10225 | PA      | $7001.00      | 0.00%             | 2028-05-01      | Fixed         | 11.89%                | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D345744745                           | Bank of America, Loan ID - R1D345744745                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4606 | PA      | $3327.00      | 0.00%             | 2033-08-01      | Fixed         | 10.12%                | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D329279749                           | Bank of America, Loan ID - R1D329279749                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6910 | PA      | $4991.00      | 0.00%             | 2037-02-01      | Fixed         | 9.38%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D377116667                           | Bank of America, Loan ID - R1D377116667                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9988 | PA      | $7215.00      | 0.00%             | 2024-08-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D67442686                            | Bank of America, Loan ID - R1D67442686                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5526 | PA      | $4211.00      | 0.00%             | 2029-10-25      | Fixed         | 12.75%                | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D648343679                           | Bank of America, Loan ID - R1D648343679                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     67394 | PA      | $51354.00     | 0.02%             | 2029-11-25      | Fixed         | 9.75%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D667955965                           | Bank of America, Loan ID - R1D667955965                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7757 | PA      | $5911.00      | 0.00%             | 2029-10-25      | Fixed         | 11.38%                | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D676546412                           | Bank of America, Loan ID - R1D676546412                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    144930 | PA      | $110437.00    | 0.05%             | 2029-10-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D677588112                           | Bank of America, Loan ID - R1D677588112                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15766 | PA      | $12014.00     | 0.01%             | 2029-08-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D681784389                           | Bank of America, Loan ID - R1D681784389                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    379955 | PA      | $289526.00    | 0.12%             | 2029-09-25      | Fixed         | 3.88%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D681965722                           | Bank of America, Loan ID - R1D681965722                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23736 | PA      | $18087.00     | 0.01%             | 2029-10-25      | Fixed         | 11.00%                | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D681977177                           | Bank of America, Loan ID - R1D681977177                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4098 | PA      | $3122.00      | 0.00%             | 2029-10-25      | Fixed         | 9.00%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D682449041                           | Bank of America, Loan ID - R1D682449041                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12482 | PA      | $9511.00      | 0.00%             | 2029-10-25      | Fixed         | 11.50%                | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D682585998                           | Bank of America, Loan ID - R1D682585998                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       317 | PA      | $241.00       | 0.00%             | 2029-10-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D683013538                           | Bank of America, Loan ID - R1D683013538                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2691 | PA      | $2051.00      | 0.00%             | 2029-11-25      | Fixed         | 10.75%                | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D683170000                           | Bank of America, Loan ID - R1D683170000                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17414 | PA      | $13269.00     | 0.01%             | 2029-10-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D683843935                           | Bank of America, Loan ID - R1D683843935                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1135 | PA      | $865.00       | 0.00%             | 2029-10-25      | Fixed         | 8.50%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D684180712                           | Bank of America, Loan ID - R1D684180712                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4902 | PA      | $3735.00      | 0.00%             | 2029-10-25      | Fixed         | 9.75%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D684517492                           | Bank of America, Loan ID - R1D684517492                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     32592 | PA      | $24835.00     | 0.01%             | 2029-10-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D684760509                           | Bank of America, Loan ID - R1D684760509                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3985 | PA      | $3037.00      | 0.00%             | 2029-11-25      | Fixed         | 13.00%                | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D684953503                           | Bank of America, Loan ID - R1D684953503                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15265 | PA      | $11632.00     | 0.00%             | 2029-11-25      | Fixed         | 8.50%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D684967411                           | Bank of America, Loan ID - R1D684967411                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     92711 | PA      | $70645.00     | 0.03%             | 2029-11-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D685329020                           | Bank of America, Loan ID - R1D685329020                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4726 | PA      | $3601.00      | 0.00%             | 2029-11-25      | Fixed         | 8.75%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D685968483                           | Bank of America, Loan ID - R1D685968483                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7626 | PA      | $5811.00      | 0.00%             | 2029-11-25      | Fixed         | 8.75%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D686170042                           | Bank of America, Loan ID - R1D686170042                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    144976 | PA      | $110471.00    | 0.05%             | 2029-11-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D686179719                           | Bank of America, Loan ID - R1D686179719                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6322 | PA      | $4817.00      | 0.00%             | 2029-11-25      | Fixed         | 9.75%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D686281525                           | Bank of America, Loan ID - R1D686281525                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4894 | PA      | $3729.00      | 0.00%             | 2029-11-25      | Fixed         | 13.12%                | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7158284666                            | Shelving Rock, Loan ID - R1D7158284666                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     50291 | PA      | $43275.00     | 0.02%             | 2028-03-31      | Fixed         | 8.25%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7613166206                            | Shelving Rock, Loan ID - R1D7613166206                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19922 | PA      | $17143.00     | 0.01%             | 2025-08-01      | Fixed         | 8.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7612704445                            | Shelving Rock, Loan ID - R1D7612704445                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21624 | PA      | $18607.00     | 0.01%             | 2025-08-01      | Fixed         | 7.50%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7157215669                            | Shelving Rock, Loan ID - R1D7157215669                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8285 | PA      | $7129.00      | 0.00%             | 2044-02-29      | Fixed         | 6.50%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D772832781                             | Shelving Rock, Loan ID - R1D772832781                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16267 | PA      | $13998.00     | 0.01%             | 2028-04-01      | Fixed         | 6.75%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7147758371                            | Shelving Rock, Loan ID - R1D7147758371                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5586 | PA      | $4807.00      | 0.00%             | 2041-05-10      | Fixed         | 7.90%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7612900092                            | Shelving Rock, Loan ID - R1D7612900092                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14263 | PA      | $12273.00     | 0.01%             | 2025-08-01      | Fixed         | 9.62%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D715103820                             | Shelving Rock, Loan ID - R1D715103820                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     51559 | PA      | $44366.00     | 0.02%             | 2041-12-01      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D715011                                | Shelving Rock, Loan ID - R1D715011                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    144633 | PA      | $124457.00    | 0.05%             | 2037-02-01      | Fixed         | 7.00%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D865490955                      | CTF Asset Management, Loan ID - R1D865490955                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    572500 | PA      | $510212.00    | 0.22%             | 2052-08-01      | Fixed         | 10.25%                | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D862750500                      | CTF Asset Management, Loan ID - R1D862750500                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    477000 | PA      | $425102.00    | 0.18%             | 2052-06-01      | Fixed         | 8.50%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D862332325                      | CTF Asset Management, Loan ID - R1D862332325                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    500000 | PA      | $445600.00    | 0.19%             | 2052-04-01      | Fixed         | 7.50%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D862389291                      | CTF Asset Management, Loan ID - R1D862389291                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    300000 | PA      | $267360.00    | 0.11%             | 2052-04-01      | Fixed         | 8.50%                 | No            |                  3 | On Loan: No      |
| Harwood Asset Management, Loan ID - R1D89160080328                | Harwood Asset Management, Loan ID - R1D89160080328                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    307023 | PA      | $273619.00    | 0.12%             | 2033-12-20      | Fixed         | 6.00%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D865491219                      | CTF Asset Management, Loan ID - R1D865491219                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    225000 | PA      | $200520.00    | 0.09%             | 2052-10-01      | Fixed         | 10.25%                | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D89160088850                    | CTF Asset Management, Loan ID - R1D89160088850                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    198766 | PA      | $177140.00    | 0.08%             | 2053-12-01      | Fixed         | 12.99%                | No            |                  3 | On Loan: No      |
| Harwood Asset Management, Loan ID - R1D89160083652                | Harwood Asset Management, Loan ID - R1D89160083652                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    231500 | PA      | $206313.00    | 0.09%             | 2025-10-01      | Fixed         | 5.18%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D862116231                      | CTF Asset Management, Loan ID - R1D862116231                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    186001 | PA      | $165764.00    | 0.07%             | 2052-03-01      | Fixed         | 7.50%                 | No            |                  3 | On Loan: No      |
| Harwood Asset Management, Loan ID - R1D89160059480                | Harwood Asset Management, Loan ID - R1D89160059480                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    193867 | PA      | $172774.00    | 0.07%             | 2051-11-01      | Fixed         | 6.00%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D89160044688                    | CTF Asset Management, Loan ID - R1D89160044688                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    192751 | PA      | $171780.00    | 0.07%             | 2064-04-01      | Fixed         | 4.75%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D862849351                      | CTF Asset Management, Loan ID - R1D862849351                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    151198 | PA      | $134748.00    | 0.06%             | 2052-07-01      | Fixed         | 9.00%                 | No            |                  3 | On Loan: No      |
| Harwood Asset Management, Loan ID - R1D89160083654                | Harwood Asset Management, Loan ID - R1D89160083654                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    159895 | PA      | $142498.00    | 0.06%             | 2027-09-01      | Fixed         | 6.00%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D865490872                      | CTF Asset Management, Loan ID - R1D865490872                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    141000 | PA      | $125659.00    | 0.05%             | 2052-07-01      | Fixed         | 8.50%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9612993840                            | Shelving Rock, Loan ID - R1D9612993840                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     81950 | PA      | $63208.00     | 0.03%             | 2029-06-01      | Fixed         | 7.75%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9158991614                            | Shelving Rock, Loan ID - R1D9158991614                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     55339 | PA      | $42683.00     | 0.02%             | 2041-06-01      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9158148855                            | Shelving Rock, Loan ID - R1D9158148855                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    129768 | PA      | $100090.00    | 0.04%             | 2029-04-01      | Fixed         | 7.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9618450936                            | Shelving Rock, Loan ID - R1D9618450936                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     88746 | PA      | $68450.00     | 0.03%             | 2029-06-01      | Fixed         | 6.25%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9148600650                            | Shelving Rock, Loan ID - R1D9148600650                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     42335 | PA      | $32653.00     | 0.01%             | 2042-02-01      | Fixed         | 8.50%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9613207661                            | Shelving Rock, Loan ID - R1D9613207661                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     57048 | PA      | $44001.00     | 0.02%             | 2032-04-01      | Fixed         | 8.50%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D989993682                             | Shelving Rock, Loan ID - R1D989993682                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29669 | PA      | $22883.00     | 0.01%             | 2031-02-01      | Fixed         | 7.50%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9146661473                            | Shelving Rock, Loan ID - R1D9146661473                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     87088 | PA      | $67171.00     | 0.03%             | 2036-12-01      | Fixed         | 7.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9156031844                            | Shelving Rock, Loan ID - R1D9156031844                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     37773 | PA      | $29134.00     | 0.01%             | 2032-02-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D989925469                             | Shelving Rock, Loan ID - R1D989925469                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20137 | PA      | $15531.00     | 0.01%             | 2030-11-01      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9612960286                            | Shelving Rock, Loan ID - R1D9612960286                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     36065 | PA      | $27817.00     | 0.01%             | 2045-06-01      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9158767452                            | Shelving Rock, Loan ID - R1D9158767452                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     68621 | PA      | $52927.00     | 0.02%             | 2037-04-01      | Fixed         | 9.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9612072348                            | Shelving Rock, Loan ID - R1D9612072348                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19685 | PA      | $15183.00     | 0.01%             | 2031-05-01      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9618442362                            | Shelving Rock, Loan ID - R1D9618442362                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     57921 | PA      | $44674.00     | 0.02%             | 2036-12-01      | Fixed         | 7.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9612844068                            | Shelving Rock, Loan ID - R1D9612844068                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    136000 | PA      | $104897.00    | 0.04%             | 2029-08-01      | Fixed         | 6.25%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9618448088                            | Shelving Rock, Loan ID - R1D9618448088                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27808 | PA      | $21448.00     | 0.01%             | 2028-02-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9612999375                            | Shelving Rock, Loan ID - R1D9612999375                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24008 | PA      | $18518.00     | 0.01%             | 2029-09-01      | Fixed         | 10.12%                | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9618449102                            | Shelving Rock, Loan ID - R1D9618449102                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     66070 | PA      | $50960.00     | 0.02%             | 2029-05-01      | Fixed         | 7.75%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9618452650                            | Shelving Rock, Loan ID - R1D9618452650                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    141023 | PA      | $108771.00    | 0.05%             | 2025-05-01      | Fixed         | 6.88%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9618455380                            | Shelving Rock, Loan ID - R1D9618455380                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    109963 | PA      | $84815.00     | 0.04%             | 2025-06-01      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9155934430                            | Shelving Rock, Loan ID - R1D9155934430                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     41174 | PA      | $31758.00     | 0.01%             | 2030-04-01      | Fixed         | 9.38%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9613142967                            | Shelving Rock, Loan ID - R1D9613142967                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13892 | PA      | $10715.00     | 0.00%             | 2029-05-01      | Fixed         | 10.12%                | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9612943639                            | Shelving Rock, Loan ID - R1D9612943639                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     59481 | PA      | $45878.00     | 0.02%             | 2027-02-01      | Fixed         | 8.25%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2693532467                                    | Achieve, Loan ID - R2693532467                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30643 | PA      | $31332.00     | 0.01%             | 2035-05-01      | Fixed         | 9.88%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2693532723                                    | Achieve, Loan ID - R2693532723                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     94338 | PA      | $96460.00     | 0.04%             | 2035-05-01      | Fixed         | 11.50%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2693532459                                    | Achieve, Loan ID - R2693532459                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     76911 | PA      | $78642.00     | 0.03%             | 2040-05-01      | Fixed         | 12.25%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2693532376                                    | Achieve, Loan ID - R2693532376                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    112975 | PA      | $115517.00    | 0.05%             | 2040-05-01      | Fixed         | 9.75%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2693550386                                    | Achieve, Loan ID - R2693550386                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     45747 | PA      | $46776.00     | 0.02%             | 2040-05-01      | Fixed         | 11.50%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2693532079                                    | Achieve, Loan ID - R2693532079                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     62897 | PA      | $64312.00     | 0.03%             | 2055-05-01      | Fixed         | 11.38%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2693532400                                    | Achieve, Loan ID - R2693532400                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     72981 | PA      | $74623.00     | 0.03%             | 2035-05-01      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2693532566                                    | Achieve, Loan ID - R2693532566                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     99033 | PA      | $101261.00    | 0.04%             | 2040-05-01      | Fixed         | 11.25%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2693532681                                    | Achieve, Loan ID - R2693532681                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     52931 | PA      | $54122.00     | 0.02%             | 2040-05-01      | Fixed         | 13.25%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2693569543                                    | Achieve, Loan ID - R2693569543                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     32211 | PA      | $32936.00     | 0.01%             | 2040-05-01      | Fixed         | 9.50%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2693532244                                    | Achieve, Loan ID - R2693532244                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     92906 | PA      | $94996.00     | 0.04%             | 2035-05-01      | Fixed         | 12.75%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2693532756                                    | Achieve, Loan ID - R2693532756                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     34299 | PA      | $35070.00     | 0.02%             | 2035-05-01      | Fixed         | 10.00%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2693532574                                    | Achieve, Loan ID - R2693532574                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     87658 | PA      | $89631.00     | 0.04%             | 2055-05-01      | Fixed         | 12.12%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2693569675                                    | Achieve, Loan ID - R2693569675                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    297636 | PA      | $304333.00    | 0.13%             | 2055-05-01      | Fixed         | 10.38%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2693550501                                    | Achieve, Loan ID - R2693550501                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     45167 | PA      | $46183.00     | 0.02%             | 2035-05-01      | Fixed         | 10.25%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2693569246                                    | Achieve, Loan ID - R2693569246                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31749 | PA      | $32463.00     | 0.01%             | 2035-05-01      | Fixed         | 12.25%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2693570012                                    | Achieve, Loan ID - R2693570012                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     55051 | PA      | $56290.00     | 0.02%             | 2055-05-01      | Fixed         | 11.62%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2693550600                                    | Achieve, Loan ID - R2693550600                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     82209 | PA      | $84058.00     | 0.04%             | 2035-05-01      | Fixed         | 10.88%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2693550154                                    | Achieve, Loan ID - R2693550154                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    124863 | PA      | $127673.00    | 0.05%             | 2035-05-01      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2693550220                                    | Achieve, Loan ID - R2693550220                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    126290 | PA      | $129131.00    | 0.06%             | 2040-05-01      | Fixed         | 10.00%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2693569188                                    | Achieve, Loan ID - R2693569188                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     70723 | PA      | $72315.00     | 0.03%             | 2055-05-01      | Fixed         | 11.62%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2693569857                                    | Achieve, Loan ID - R2693569857                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     37401 | PA      | $38242.00     | 0.02%             | 2055-05-01      | Fixed         | 11.38%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1393343                                         | Arivo, Loan ID - C1393343                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7889 | PA      | $7639.00      | 0.00%             | 2029-05-26      | Fixed         | 19.96%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1491789                                         | Arivo, Loan ID - C1491789                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18757 | PA      | $18163.00     | 0.01%             | 2028-03-20      | Fixed         | 22.62%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1387802                                         | Arivo, Loan ID - C1387802                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17429 | PA      | $16877.00     | 0.01%             | 2029-05-22      | Fixed         | 18.00%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1381923                                         | Arivo, Loan ID - C1381923                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19121 | PA      | $18515.00     | 0.01%             | 2029-05-23      | Fixed         | 20.15%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1391610                                         | Arivo, Loan ID - C1391610                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22041 | PA      | $21343.00     | 0.01%             | 2029-05-13      | Fixed         | 20.57%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1394218                                         | Arivo, Loan ID - C1394218                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18065 | PA      | $17493.00     | 0.01%             | 2029-05-17      | Fixed         | 17.26%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1381078                                         | Arivo, Loan ID - C1381078                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22551 | PA      | $21837.00     | 0.01%             | 2029-05-27      | Fixed         | 21.26%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1390345                                         | Arivo, Loan ID - C1390345                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20871 | PA      | $20210.00     | 0.01%             | 2027-11-26      | Fixed         | 20.00%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1492664                                         | Arivo, Loan ID - C1492664                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19009 | PA      | $18407.00     | 0.01%             | 2029-09-06      | Fixed         | 18.00%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C34763286                                      | Achieve, Loan ID - C34763286                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10878 | PA      | $10787.00     | 0.00%             | 2026-11-20      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C24737748                                      | Achieve, Loan ID - C24737748                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6663 | PA      | $6574.00      | 0.00%             | 2026-12-28      | Fixed         | 16.24%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1389271                                         | Arivo, Loan ID - C1389271                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20499 | PA      | $19849.00     | 0.01%             | 2029-06-01      | Fixed         | 21.88%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C24808124                                      | Achieve, Loan ID - C24808124                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16388 | PA      | $16171.00     | 0.01%             | 2028-02-13      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1388383                                         | Arivo, Loan ID - C1388383                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18419 | PA      | $17836.00     | 0.01%             | 2029-05-23      | Fixed         | 18.00%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1393081                                         | Arivo, Loan ID - C1393081                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17835 | PA      | $17270.00     | 0.01%             | 2029-05-30      | Fixed         | 14.66%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1397666                                         | Arivo, Loan ID - C1397666                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22017 | PA      | $21319.00     | 0.01%             | 2029-06-05      | Fixed         | 21.96%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1388265                                         | Arivo, Loan ID - C1388265                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18689 | PA      | $18097.00     | 0.01%             | 2029-05-23      | Fixed         | 20.41%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1493394                                         | Arivo, Loan ID - C1493394                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23151 | PA      | $22417.00     | 0.01%             | 2029-09-22      | Fixed         | 24.34%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1387840                                         | Arivo, Loan ID - C1387840                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22012 | PA      | $21314.00     | 0.01%             | 2029-05-22      | Fixed         | 20.11%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1492950                                         | Arivo, Loan ID - C1492950                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23649 | PA      | $22900.00     | 0.01%             | 2029-09-22      | Fixed         | 22.61%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1391235                                         | Arivo, Loan ID - C1391235                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20291 | PA      | $19648.00     | 0.01%             | 2029-05-30      | Fixed         | 17.93%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C23902626                                      | Achieve, Loan ID - C23902626                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16742 | PA      | $16520.00     | 0.01%             | 2028-01-23      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1391008                                         | Arivo, Loan ID - C1391008                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21993 | PA      | $21296.00     | 0.01%             | 2029-05-27      | Fixed         | 21.85%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1395714                                         | Arivo, Loan ID - C1395714                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20434 | PA      | $19786.00     | 0.01%             | 2029-06-02      | Fixed         | 18.00%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1389039                                         | Arivo, Loan ID - C1389039                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31716 | PA      | $30711.00     | 0.01%             | 2029-05-09      | Fixed         | 18.71%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1395055                                         | Arivo, Loan ID - C1395055                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33102 | PA      | $32053.00     | 0.01%             | 2029-06-02      | Fixed         | 18.95%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1390735                                         | Arivo, Loan ID - C1390735                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30747 | PA      | $29773.00     | 0.01%             | 2029-05-13      | Fixed         | 18.06%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1392195                                         | Arivo, Loan ID - C1392195                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       200 | PA      | $193.00       | 0.00%             | 2029-05-29      | Fixed         | 17.98%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C24328234                                      | Achieve, Loan ID - C24328234                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26745 | PA      | $26390.00     | 0.01%             | 2028-01-29      | Fixed         | 24.24%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C24361791                                      | Achieve, Loan ID - C24361791                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27765 | PA      | $27396.00     | 0.01%             | 2028-02-29      | Fixed         | 25.74%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1390443                                         | Arivo, Loan ID - C1390443                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     36417 | PA      | $35263.00     | 0.02%             | 2029-05-26      | Fixed         | 17.03%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1493661                                         | Arivo, Loan ID - C1493661                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33906 | PA      | $32832.00     | 0.01%             | 2029-09-23      | Fixed         | 21.05%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C31389544                                      | Achieve, Loan ID - C31389544                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22167 | PA      | $21872.00     | 0.01%             | 2026-06-15      | Fixed         | 18.24%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1393472                                         | Arivo, Loan ID - C1393472                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     37185 | PA      | $36007.00     | 0.02%             | 2029-05-30      | Fixed         | 20.00%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1389201                                         | Arivo, Loan ID - C1389201                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     32132 | PA      | $31113.00     | 0.01%             | 2029-05-14      | Fixed         | 14.61%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1488990                                         | Arivo, Loan ID - C1488990                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30469 | PA      | $29503.00     | 0.01%             | 2029-09-15      | Fixed         | 18.00%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1394905                                         | Arivo, Loan ID - C1394905                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     38353 | PA      | $37138.00     | 0.02%             | 2029-06-04      | Fixed         | 21.82%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1389587                                         | Arivo, Loan ID - C1389587                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     32619 | PA      | $31585.00     | 0.01%             | 2029-05-25      | Fixed         | 13.74%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1390501                                         | Arivo, Loan ID - C1390501                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     34686 | PA      | $33587.00     | 0.01%             | 2029-05-26      | Fixed         | 15.92%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1385548                                         | Arivo, Loan ID - C1385548                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33365 | PA      | $32308.00     | 0.01%             | 2029-05-04      | Fixed         | 14.70%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1394001                                         | Arivo, Loan ID - C1394001                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     39775 | PA      | $38514.00     | 0.02%             | 2029-05-30      | Fixed         | 21.32%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1491219                                         | Arivo, Loan ID - C1491219                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     35369 | PA      | $34248.00     | 0.01%             | 2029-09-04      | Fixed         | 17.65%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C31396322                                      | Achieve, Loan ID - C31396322                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8820 | PA      | $8703.00      | 0.00%             | 2028-07-27      | Fixed         | 25.24%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1385540                                         | Arivo, Loan ID - C1385540                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31911 | PA      | $30900.00     | 0.01%             | 2029-05-19      | Fixed         | 13.34%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C31370479                                      | Achieve, Loan ID - C31370479                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16541 | PA      | $16321.00     | 0.01%             | 2026-06-22      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1393734                                         | Arivo, Loan ID - C1393734                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     36189 | PA      | $35042.00     | 0.02%             | 2029-05-25      | Fixed         | 16.87%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C23964782                                      | Achieve, Loan ID - C23964782                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29871 | PA      | $29474.00     | 0.01%             | 2027-12-10      | Fixed         | 26.99%                | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1184992                    | Capital Asset Management, Loan ID - R1D1184992                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     32290 | PA      | $22109.00     | 0.01%             | 2043-11-10      | Fixed         | 4.00%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D345587535                           | Bank of America, Loan ID - R1D345587535                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27471 | PA      | $19845.00     | 0.01%             | 2036-11-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1316742                    | Capital Asset Management, Loan ID - R1D1316742                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33124 | PA      | $22680.00     | 0.01%             | 2042-07-25      | Fixed         | 3.50%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1331710                    | Capital Asset Management, Loan ID - R1D1331710                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22903 | PA      | $15682.00     | 0.01%             | 2035-11-01      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1405485                    | Capital Asset Management, Loan ID - R1D1405485                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     37042 | PA      | $25363.00     | 0.01%             | 2032-02-01      | Fixed         | 8.00%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1346507                    | Capital Asset Management, Loan ID - R1D1346507                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     34286 | PA      | $23476.00     | 0.01%             | 2036-03-01      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1271156                    | Capital Asset Management, Loan ID - R1D1271156                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     38609 | PA      | $26435.00     | 0.01%             | 2040-02-01      | Fixed         | 4.88%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1183348                    | Capital Asset Management, Loan ID - R1D1183348                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     39967 | PA      | $27365.00     | 0.01%             | 2048-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1251042                    | Capital Asset Management, Loan ID - R1D1251042                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     41021 | PA      | $28087.00     | 0.01%             | 2041-07-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1317596                    | Capital Asset Management, Loan ID - R1D1317596                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10474 | PA      | $7171.00      | 0.00%             | 2034-07-02      | Fixed         | 6.00%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D331351411                           | Bank of America, Loan ID - R1D331351411                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15766 | PA      | $11390.00     | 0.00%             | 2037-11-01      | Fixed         | 8.00%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1216036                    | Capital Asset Management, Loan ID - R1D1216036                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     47106 | PA      | $32253.00     | 0.01%             | 2062-03-19      | Fixed         | 10.00%                | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1184084                    | Capital Asset Management, Loan ID - R1D1184084                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     45673 | PA      | $31272.00     | 0.01%             | 2049-02-01      | Fixed         | 2.00%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D363873763                           | Bank of America, Loan ID - R1D363873763                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     36580 | PA      | $26425.00     | 0.01%             | 2029-08-01      | Fixed         | 2.00%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1406329                    | Capital Asset Management, Loan ID - R1D1406329                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     76727 | PA      | $52535.00     | 0.02%             | 2035-04-01      | Fixed         | 7.00%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1184204                    | Capital Asset Management, Loan ID - R1D1184204                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     63823 | PA      | $43700.00     | 0.02%             | 2036-12-01      | Fixed         | 12.38%                | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1153882                    | Capital Asset Management, Loan ID - R1D1153882                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     67501 | PA      | $46218.00     | 0.02%             | 2047-09-01      | Fixed         | 3.90%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1270777                    | Capital Asset Management, Loan ID - R1D1270777                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     62369 | PA      | $42704.00     | 0.02%             | 2034-03-01      | Fixed         | 4.00%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1317738                    | Capital Asset Management, Loan ID - R1D1317738                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     74812 | PA      | $51224.00     | 0.02%             | 2058-06-01      | Fixed         | 3.00%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1582428                    | Capital Asset Management, Loan ID - R1D1582428                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     72216 | PA      | $49446.00     | 0.02%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1333990                    | Capital Asset Management, Loan ID - R1D1333990                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     65967 | PA      | $45167.00     | 0.02%             | 2035-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D362185211                           | Bank of America, Loan ID - R1D362185211                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     51849 | PA      | $37455.00     | 0.02%             | 2029-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D2223768                             | Bank of America, Loan ID - R1D2223768                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     71926 | PA      | $56965.00     | 0.02%             | 2057-04-01      | Fixed         | 3.50%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7612934083                            | Shelving Rock, Loan ID - R1D7612934083                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     37332 | PA      | $32124.00     | 0.01%             | 2031-12-01      | Fixed         | 6.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7613201664                            | Shelving Rock, Loan ID - R1D7613201664                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     48447 | PA      | $41689.00     | 0.02%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7155104113                            | Shelving Rock, Loan ID - R1D7155104113                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     77406 | PA      | $66608.00     | 0.03%             | 2025-02-01      | Fixed         | 5.50%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7613192491                            | Shelving Rock, Loan ID - R1D7613192491                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     45184 | PA      | $38881.00     | 0.02%             | 2029-03-01      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7138556254                            | Shelving Rock, Loan ID - R1D7138556254                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     48500 | PA      | $41734.00     | 0.02%             | 2028-10-01      | Fixed         | 7.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7612994574                            | Shelving Rock, Loan ID - R1D7612994574                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     45407 | PA      | $39072.00     | 0.02%             | 2031-12-01      | Fixed         | 7.88%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7618452353                            | Shelving Rock, Loan ID - R1D7618452353                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     39246 | PA      | $33771.00     | 0.01%             | 2027-03-01      | Fixed         | 9.88%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7612786152                            | Shelving Rock, Loan ID - R1D7612786152                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16329 | PA      | $14051.00     | 0.01%             | 2025-08-01      | Fixed         | 8.75%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7612563619                            | Shelving Rock, Loan ID - R1D7612563619                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     35455 | PA      | $30509.00     | 0.01%             | 2025-12-01      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7147552201                            | Shelving Rock, Loan ID - R1D7147552201                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     59533 | PA      | $51228.00     | 0.02%             | 2025-01-01      | Fixed         | 6.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7613181106                            | Shelving Rock, Loan ID - R1D7613181106                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9672 | PA      | $8322.00      | 0.00%             | 2037-05-01      | Fixed         | 8.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7146417973                            | Shelving Rock, Loan ID - R1D7146417973                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     46771 | PA      | $40247.00     | 0.02%             | 2026-11-15      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7612845552                            | Shelving Rock, Loan ID - R1D7612845552                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     54733 | PA      | $47098.00     | 0.02%             | 2026-12-01      | Fixed         | 6.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7153681515                            | Shelving Rock, Loan ID - R1D7153681515                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     69575 | PA      | $59869.00     | 0.03%             | 2028-04-01      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7613204593                            | Shelving Rock, Loan ID - R1D7613204593                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    113205 | PA      | $97413.00     | 0.04%             | 2027-02-01      | Fixed         | 6.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7149677942                            | Shelving Rock, Loan ID - R1D7149677942                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     99129 | PA      | $85301.00     | 0.04%             | 2026-07-01      | Fixed         | 6.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D789737854                             | Shelving Rock, Loan ID - R1D789737854                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    165391 | PA      | $142319.00    | 0.06%             | 2025-05-01      | Fixed         | 8.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7612687814                            | Shelving Rock, Loan ID - R1D7612687814                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     92988 | PA      | $80016.00     | 0.03%             | 2027-05-01      | Fixed         | 7.62%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7612946632                            | Shelving Rock, Loan ID - R1D7612946632                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     97594 | PA      | $83980.00     | 0.04%             | 2026-04-01      | Fixed         | 8.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7612870923                            | Shelving Rock, Loan ID - R1D7612870923                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     35414 | PA      | $30474.00     | 0.01%             | 2033-06-01      | Fixed         | 9.62%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D789996254                             | Shelving Rock, Loan ID - R1D789996254                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     65855 | PA      | $56668.00     | 0.02%             | 2029-05-01      | Fixed         | 8.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7612987966                            | Shelving Rock, Loan ID - R1D7612987966                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     55623 | PA      | $47864.00     | 0.02%             | 2026-08-01      | Fixed         | 6.25%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D789997444                             | Shelving Rock, Loan ID - R1D789997444                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     51099 | PA      | $43971.00     | 0.02%             | 2026-09-01      | Fixed         | 10.32%                | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D865491102                      | CTF Asset Management, Loan ID - R1D865491102                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     50000 | PA      | $44560.00     | 0.02%             | 2052-09-01      | Fixed         | 10.00%                | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D865490948                      | CTF Asset Management, Loan ID - R1D865490948                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     50000 | PA      | $44560.00     | 0.02%             | 2052-08-01      | Fixed         | 10.25%                | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D862799119                      | CTF Asset Management, Loan ID - R1D862799119                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     49625 | PA      | $44226.00     | 0.02%             | 2052-07-01      | Fixed         | 9.00%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D862651740                      | CTF Asset Management, Loan ID - R1D862651740                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     50000 | PA      | $44560.00     | 0.02%             | 2052-06-01      | Fixed         | 9.00%                 | No            |                  3 | On Loan: No      |
| Harwood Asset Management, Loan ID - R1D89160062110                | Harwood Asset Management, Loan ID - R1D89160062110                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     52543 | PA      | $46826.00     | 0.02%             | 2041-10-01      | Fixed         | 8.00%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D861388112                      | CTF Asset Management, Loan ID - R1D861388112                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     51500 | PA      | $45897.00     | 0.02%             | 2052-01-01      | Fixed         | 8.00%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D865491185                      | CTF Asset Management, Loan ID - R1D865491185                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     50000 | PA      | $44560.00     | 0.02%             | 2052-10-01      | Fixed         | 10.25%                | No            |                  3 | On Loan: No      |
| Harwood Asset Management, Loan ID - R1D89160086660                | Harwood Asset Management, Loan ID - R1D89160086660                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     47096 | PA      | $41972.00     | 0.02%             | 2052-12-01      | Fixed         | 11.70%                | No            |                  3 | On Loan: No      |
| Harwood Asset Management, Loan ID - R1D89160083666                | Harwood Asset Management, Loan ID - R1D89160083666                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     47269 | PA      | $42126.00     | 0.02%             | 2026-06-01      | Fixed         | 9.25%                 | No            |                  3 | On Loan: No      |
| Harwood Asset Management, Loan ID - R1D89160061988                | Harwood Asset Management, Loan ID - R1D89160061988                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     47412 | PA      | $42253.00     | 0.02%             | 2042-05-01      | Fixed         | 9.00%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D861221792                      | CTF Asset Management, Loan ID - R1D861221792                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     50000 | PA      | $44560.00     | 0.02%             | 2052-01-01      | Fixed         | 7.50%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D862399514                      | CTF Asset Management, Loan ID - R1D862399514                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     50000 | PA      | $44560.00     | 0.02%             | 2052-04-01      | Fixed         | 7.50%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D861192126                      | CTF Asset Management, Loan ID - R1D861192126                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     50000 | PA      | $44560.00     | 0.02%             | 2052-01-01      | Fixed         | 7.50%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D862505037                      | CTF Asset Management, Loan ID - R1D862505037                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     50000 | PA      | $44560.00     | 0.02%             | 2052-05-01      | Fixed         | 9.00%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D862829270                      | CTF Asset Management, Loan ID - R1D862829270                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     49298 | PA      | $43934.00     | 0.02%             | 2052-07-01      | Fixed         | 8.50%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D862732045                      | CTF Asset Management, Loan ID - R1D862732045                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     50000 | PA      | $44560.00     | 0.02%             | 2052-06-01      | Fixed         | 8.50%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D861527735                      | CTF Asset Management, Loan ID - R1D861527735                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     50000 | PA      | $44560.00     | 0.02%             | 2052-03-01      | Fixed         | 7.50%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D89160059548                    | CTF Asset Management, Loan ID - R1D89160059548                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     42502 | PA      | $37878.00     | 0.02%             | 2042-06-01      | Fixed         | 9.00%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D862166335                      | CTF Asset Management, Loan ID - R1D862166335                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     50000 | PA      | $44560.00     | 0.02%             | 2052-03-01      | Fixed         | 8.00%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D89160074370                    | CTF Asset Management, Loan ID - R1D89160074370                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     43679 | PA      | $38927.00     | 0.02%             | 2036-07-01      | Fixed         | 6.75%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D862687082                      | CTF Asset Management, Loan ID - R1D862687082                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     48842 | PA      | $43528.00     | 0.02%             | 2052-06-01      | Fixed         | 9.50%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D89160082824                    | CTF Asset Management, Loan ID - R1D89160082824                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     42963 | PA      | $38288.00     | 0.02%             | 2052-11-01      | Fixed         | 7.87%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D862302948                      | CTF Asset Management, Loan ID - R1D862302948                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     48867 | PA      | $43550.00     | 0.02%             | 2052-04-01      | Fixed         | 8.00%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2693306326                                    | Achieve, Loan ID - R2693306326                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     57279 | PA      | $58568.00     | 0.03%             | 2040-04-01      | Fixed         | 11.75%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2693356073                                    | Achieve, Loan ID - R2693356073                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     44634 | PA      | $45638.00     | 0.02%             | 2055-04-01      | Fixed         | 10.88%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2693295305                                    | Achieve, Loan ID - R2693295305                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30909 | PA      | $31605.00     | 0.01%             | 2040-04-01      | Fixed         | 13.00%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2693295529                                    | Achieve, Loan ID - R2693295529                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     52663 | PA      | $53848.00     | 0.02%             | 2035-04-01      | Fixed         | 10.00%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2693295560                                    | Achieve, Loan ID - R2693295560                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    172100 | PA      | $175973.00    | 0.08%             | 2055-04-01      | Fixed         | 10.75%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2693355844                                    | Achieve, Loan ID - R2693355844                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     32253 | PA      | $32979.00     | 0.01%             | 2035-04-01      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2693406407                                    | Achieve, Loan ID - R2693406407                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     62301 | PA      | $63703.00     | 0.03%             | 2055-04-01      | Fixed         | 12.00%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2693295545                                    | Achieve, Loan ID - R2693295545                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31463 | PA      | $32171.00     | 0.01%             | 2035-04-01      | Fixed         | 11.12%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2693306466                                    | Achieve, Loan ID - R2693306466                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15730 | PA      | $16084.00     | 0.01%             | 2035-04-01      | Fixed         | 11.88%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2693295552                                    | Achieve, Loan ID - R2693295552                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     38935 | PA      | $39811.00     | 0.02%             | 2035-04-01      | Fixed         | 11.62%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2693496366                                    | Achieve, Loan ID - R2693496366                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     40538 | PA      | $41450.00     | 0.02%             | 2035-05-01      | Fixed         | 12.25%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2693476871                                    | Achieve, Loan ID - R2693476871                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     59164 | PA      | $60495.00     | 0.03%             | 2040-04-01      | Fixed         | 11.75%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2693356149                                    | Achieve, Loan ID - R2693356149                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     50484 | PA      | $51620.00     | 0.02%             | 2040-04-01      | Fixed         | 11.62%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2693476897                                    | Achieve, Loan ID - R2693476897                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     72538 | PA      | $74170.00     | 0.03%             | 2040-04-01      | Fixed         | 14.25%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2693356727                                    | Achieve, Loan ID - R2693356727                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     48174 | PA      | $49258.00     | 0.02%             | 2035-04-01      | Fixed         | 12.00%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2693355919                                    | Achieve, Loan ID - R2693355919                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    140313 | PA      | $143470.00    | 0.06%             | 2045-04-01      | Fixed         | 11.88%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2693356669                                    | Achieve, Loan ID - R2693356669                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15342 | PA      | $15687.00     | 0.01%             | 2035-04-01      | Fixed         | 9.38%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2693356321                                    | Achieve, Loan ID - R2693356321                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     65265 | PA      | $66733.00     | 0.03%             | 2055-04-01      | Fixed         | 10.88%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2693406217                                    | Achieve, Loan ID - R2693406217                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    100408 | PA      | $102667.00    | 0.04%             | 2055-04-01      | Fixed         | 12.12%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2693356297                                    | Achieve, Loan ID - R2693356297                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     42977 | PA      | $43944.00     | 0.02%             | 2055-04-01      | Fixed         | 9.50%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2693476806                                    | Achieve, Loan ID - R2693476806                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     49452 | PA      | $50565.00     | 0.02%             | 2035-04-01      | Fixed         | 12.00%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2693356602                                    | Achieve, Loan ID - R2693356602                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     85986 | PA      | $87921.00     | 0.04%             | 2055-04-01      | Fixed         | 12.12%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2693356610                                    | Achieve, Loan ID - R2693356610                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     35478 | PA      | $36276.00     | 0.02%             | 2055-04-01      | Fixed         | 9.35%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C34780323                                      | Achieve, Loan ID - C34780323                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1751 | PA      | $1736.00      | 0.00%             | 2025-10-01      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C34779394                                      | Achieve, Loan ID - C34779394                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1776 | PA      | $1761.00      | 0.00%             | 2025-11-10      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C31355554                                      | Achieve, Loan ID - C31355554                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8315 | PA      | $8205.00      | 0.00%             | 2028-06-16      | Fixed         | 24.74%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C31389230                                      | Achieve, Loan ID - C31389230                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2660 | PA      | $2625.00      | 0.00%             | 2028-06-16      | Fixed         | 26.99%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C18648251                                      | Achieve, Loan ID - C18648251                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13948 | PA      | $13763.00     | 0.01%             | 2026-12-14      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C24931645                                      | Achieve, Loan ID - C24931645                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4033 | PA      | $3979.00      | 0.00%             | 2027-12-30      | Fixed         | 21.24%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C24808507                                      | Achieve, Loan ID - C24808507                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7623 | PA      | $7522.00      | 0.00%             | 2026-02-02      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1492454                                         | Arivo, Loan ID - C1492454                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22634 | PA      | $21916.00     | 0.01%             | 2029-09-07      | Fixed         | 19.01%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1392202                                         | Arivo, Loan ID - C1392202                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     40150 | PA      | $38878.00     | 0.02%             | 2029-05-29      | Fixed         | 16.43%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1389412                                         | Arivo, Loan ID - C1389412                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     46458 | PA      | $44986.00     | 0.02%             | 2029-05-26      | Fixed         | 18.35%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1389712                                         | Arivo, Loan ID - C1389712                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10259 | PA      | $9934.00      | 0.00%             | 2029-05-25      | Fixed         | 22.08%                | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D36749564                            | Bank of America, Loan ID - R1D36749564                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        18 | PA      | $13.00        | 0.00%             | 2035-06-01      | Fixed         | 11.50%                | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D4877521188                          | Bank of America, Loan ID - R1D4877521188                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10194 | PA      | $7844.00      | 0.00%             | 2032-02-09      | Fixed         | 6.19%                 | No            |                  3 | On Loan: No      |
| PPR Capital Management, Loan ID - R1D51303030492                  | PPR Capital Management, Loan ID - R1D51303030492                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     47238 | PA      | $24337.00     | 0.01%             | 2062-10-01      | Fixed         | 8.75%                 | No            |                  3 | On Loan: No      |
| PPR Capital Management, Loan ID - R1D51403030022                  | PPR Capital Management, Loan ID - R1D51403030022                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    153406 | PA      | $79035.00     | 0.03%             | 2025-09-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| PPR Capital Management, Loan ID - R1D51403030279                  | PPR Capital Management, Loan ID - R1D51403030279                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     58608 | PA      | $30195.00     | 0.01%             | 2036-10-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7501299                               | Shelving Rock, Loan ID - R1D7501299                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     35628 | PA      | $30658.00     | 0.01%             | 2026-04-01      | Fixed         | 10.12%                | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7151175171                            | Shelving Rock, Loan ID - R1D7151175171                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20989 | PA      | $18061.00     | 0.01%             | 2038-06-01      | Fixed         | 6.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7151117895                            | Shelving Rock, Loan ID - R1D7151117895                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     84590 | PA      | $72790.00     | 0.03%             | 2031-12-01      | Fixed         | 9.12%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7612815027                            | Shelving Rock, Loan ID - R1D7612815027                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     54145 | PA      | $46592.00     | 0.02%             | 2037-01-01      | Fixed         | 8.31%                 | No            |                  3 | On Loan: No      |
| Harwood Asset Management, Loan ID - R1D89160067642                | Harwood Asset Management, Loan ID - R1D89160067642                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     74962 | PA      | $66806.00     | 0.03%             | 2052-06-01      | Fixed         | 8.00%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D862651831                      | CTF Asset Management, Loan ID - R1D862651831                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     70460 | PA      | $62794.00     | 0.03%             | 2052-06-01      | Fixed         | 9.00%                 | No            |                  3 | On Loan: No      |
| Harwood Asset Management, Loan ID - R1D89160080998                | Harwood Asset Management, Loan ID - R1D89160080998                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     81804 | PA      | $72904.00     | 0.03%             | 2037-03-20      | Fixed         | 5.75%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D89160038038                    | CTF Asset Management, Loan ID - R1D89160038038                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     67727 | PA      | $60358.00     | 0.03%             | 2036-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9613176767                            | Shelving Rock, Loan ID - R1D9613176767                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29847 | PA      | $23021.00     | 0.01%             | 2034-04-01      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9158789377                            | Shelving Rock, Loan ID - R1D9158789377                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     35847 | PA      | $27648.00     | 0.01%             | 2029-03-01      | Fixed         | 9.25%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9613052844                            | Shelving Rock, Loan ID - R1D9613052844                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     38321 | PA      | $29557.00     | 0.01%             | 2032-02-01      | Fixed         | 8.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9148123833                            | Shelving Rock, Loan ID - R1D9148123833                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     50796 | PA      | $39179.00     | 0.02%             | 2025-08-01      | Fixed         | 10.40%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1390785                                         | Arivo, Loan ID - C1390785                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16432 | PA      | $15911.00     | 0.01%             | 2029-05-29      | Fixed         | 21.58%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C34925650                                      | Achieve, Loan ID - C34925650                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15762 | PA      | $15630.00     | 0.01%             | 2028-11-21      | Fixed         | 21.24%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C34505079                                      | Achieve, Loan ID - C34505079                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15746 | PA      | $15614.00     | 0.01%             | 2028-11-20      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1390258                                         | Arivo, Loan ID - C1390258                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17116 | PA      | $16574.00     | 0.01%             | 2029-05-11      | Fixed         | 20.50%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1393111                                         | Arivo, Loan ID - C1393111                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27538 | PA      | $26665.00     | 0.01%             | 2029-05-29      | Fixed         | 17.56%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1492310                                         | Arivo, Loan ID - C1492310                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28403 | PA      | $27503.00     | 0.01%             | 2029-09-21      | Fixed         | 20.89%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1393576                                         | Arivo, Loan ID - C1393576                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26010 | PA      | $25185.00     | 0.01%             | 2029-05-30      | Fixed         | 21.54%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1388993                                         | Arivo, Loan ID - C1388993                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27974 | PA      | $27087.00     | 0.01%             | 2029-05-23      | Fixed         | 18.21%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C31368567                                      | Achieve, Loan ID - C31368567                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     34641 | PA      | $34181.00     | 0.01%             | 2028-06-20      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1488149                                         | Arivo, Loan ID - C1488149                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     40054 | PA      | $38785.00     | 0.02%             | 2029-09-17      | Fixed         | 17.37%                | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1272438                    | Capital Asset Management, Loan ID - R1D1272438                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15382 | PA      | $10532.00     | 0.00%             | 2041-05-01      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D363420996                           | Bank of America, Loan ID - R1D363420996                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9255 | PA      | $6686.00      | 0.00%             | 2029-05-25      | Fixed         | 11.00%                | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D4876762155                          | Bank of America, Loan ID - R1D4876762155                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     58687 | PA      | $45160.00     | 0.02%             | 2036-01-16      | Fixed         | 7.74%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D4876763347                          | Bank of America, Loan ID - R1D4876763347                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    346802 | PA      | $266864.00    | 0.11%             | 2054-01-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D4876771641                          | Bank of America, Loan ID - R1D4876771641                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    137964 | PA      | $106163.00    | 0.05%             | 2035-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D4876787441                          | Bank of America, Loan ID - R1D4876787441                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    325841 | PA      | $250734.00    | 0.11%             | 2054-09-01      | Fixed         | 3.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7152875318                            | Shelving Rock, Loan ID - R1D7152875318                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     69733 | PA      | $60005.00     | 0.03%             | 2027-01-01      | Fixed         | 6.50%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7154664695                            | Shelving Rock, Loan ID - R1D7154664695                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     46456 | PA      | $39975.00     | 0.02%             | 2037-04-01      | Fixed         | 8.75%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7131263557                            | Shelving Rock, Loan ID - R1D7131263557                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     98519 | PA      | $84775.00     | 0.04%             | 2027-03-01      | Fixed         | 10.62%                | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D76865188                              | Shelving Rock, Loan ID - R1D76865188                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     60887 | PA      | $52394.00     | 0.02%             | 2025-05-01      | Fixed         | 11.72%                | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D91004736151                           | Shelving Rock, Loan ID - R1D91004736151                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     89783 | PA      | $69250.00     | 0.03%             | 2036-12-01      | Fixed         | 3.50%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9200612828                            | Shelving Rock, Loan ID - R1D9200612828                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     96759 | PA      | $74630.00     | 0.03%             | 2029-03-01      | Fixed         | 7.50%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D91004717785                           | Shelving Rock, Loan ID - R1D91004717785                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    139723 | PA      | $107768.00    | 0.05%             | 2029-05-01      | Fixed         | 6.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D930560148                             | Shelving Rock, Loan ID - R1D930560148                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    102662 | PA      | $79183.00     | 0.03%             | 2028-09-01      | Fixed         | 4.83%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2693475923                                    | Achieve, Loan ID - R2693475923                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     41338 | PA      | $42268.00     | 0.02%             | 2040-04-01      | Fixed         | 11.25%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2693476749                                    | Achieve, Loan ID - R2693476749                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    118671 | PA      | $121341.00    | 0.05%             | 2040-04-01      | Fixed         | 11.50%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2693476467                                    | Achieve, Loan ID - R2693476467                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     53092 | PA      | $54287.00     | 0.02%             | 2035-04-01      | Fixed         | 11.75%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2693476327                                    | Achieve, Loan ID - R2693476327                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30706 | PA      | $31396.00     | 0.01%             | 2035-04-01      | Fixed         | 11.00%                | No            |                  3 | On Loan: No      |
| U.S. Bank Money Market Deposit Account                            | U.S. Bank Money Market Deposit Account                            | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | CORP              | US        |     91576 | NS      | $91576.00     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Wilmington U.S. Government Money Market Fund, Institutional Class | Wilmington U.S. Government Money Market Fund, Institutional Class | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |    190291 | NS      | $190291.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MSN 803 TRUST                                                     | MSN 803 TRUST                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | US        |   7882217 | PA      | $8597133.90   | 3.69%             | N/A             | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| REVERSE REPO JPM CHASE                                            | REVERSE REPO JPM CHASE                                            | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |   1702719 | PA      | $-1702719.30  | -0.73%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO JPM CHASE                                            | REVERSE REPO JPM CHASE                                            | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |   1407787 | PA      | $-1407786.89  | -0.60%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO JPM CHASE                                            | REVERSE REPO JPM CHASE                                            | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |   2564028 | PA      | $-2564028.23  | -1.10%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO JPM CHASE                                            | REVERSE REPO JPM CHASE                                            | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |   1867268 | PA      | $-1867268.08  | -0.80%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO JPM CHASE                                            | REVERSE REPO JPM CHASE                                            | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |   2202415 | PA      | $-2202415.06  | -0.94%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO UBS REVERSE REPO                                     | REVERSE REPO UBS REVERSE REPO                                     | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |   2522643 | PA      | $-2522642.56  | -1.08%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO UBS REVERSE REPO                                     | REVERSE REPO UBS REVERSE REPO                                     | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |   2424480 | PA      | $-2424480.00  | -1.04%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO UBS REVERSE REPO                                     | REVERSE REPO UBS REVERSE REPO                                     | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |   1632000 | PA      | $-1632000.00  | -0.70%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO UBS REVERSE REPO                                     | REVERSE REPO UBS REVERSE REPO                                     | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |   2192960 | PA      | $-2192960.00  | -0.94%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO UBS REVERSE REPO                                     | REVERSE REPO UBS REVERSE REPO                                     | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |   2016000 | PA      | $-2016000.00  | -0.86%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO UBS REVERSE REPO                                     | REVERSE REPO UBS REVERSE REPO                                     | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |   2967588 | PA      | $-2967588.00  | -1.27%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO UBS REVERSE REPO                                     | REVERSE REPO UBS REVERSE REPO                                     | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |   1027332 | PA      | $-1027331.64  | -0.44%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO UBS REVERSE REPO                                     | REVERSE REPO UBS REVERSE REPO                                     | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |   2917875 | PA      | $-2917875.00  | -1.25%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO UBS REVERSE REPO                                     | REVERSE REPO UBS REVERSE REPO                                     | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |   1585280 | PA      | $-1585280.00  | -0.68%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO UBS REVERSE REPO                                     | REVERSE REPO UBS REVERSE REPO                                     | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |   2763766 | PA      | $-2763766.50  | -1.18%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO UBS REVERSE REPO                                     | REVERSE REPO UBS REVERSE REPO                                     | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |   2821349 | PA      | $-2821348.65  | -1.21%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO BNY MELLON REVERSE REPO                              | REVERSE REPO BNY MELLON REVERSE REPO                              | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |   2490000 | PA      | $-2490000.00  | -1.07%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO BNY MELLON REVERSE REPO                              | REVERSE REPO BNY MELLON REVERSE REPO                              | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |   1714000 | PA      | $-1714000.00  | -0.73%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO BNY MELLON REVERSE REPO                              | REVERSE REPO BNY MELLON REVERSE REPO                              | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |   1520000 | PA      | $-1520000.00  | -0.65%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO BNY MELLON REVERSE REPO                              | REVERSE REPO BNY MELLON REVERSE REPO                              | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |   2120000 | PA      | $-2120000.00  | -0.91%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO BNY MELLON REVERSE REPO                              | REVERSE REPO BNY MELLON REVERSE REPO                              | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |   2228000 | PA      | $-2228000.00  | -0.96%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO BNY MELLON REVERSE REPO                              | REVERSE REPO BNY MELLON REVERSE REPO                              | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |   1697000 | PA      | $-1697000.00  | -0.73%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO BNY MELLON REVERSE REPO                              | REVERSE REPO BNY MELLON REVERSE REPO                              | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |   2001000 | PA      | $-2001000.00  | -0.86%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO BNY MELLON REVERSE REPO                              | REVERSE REPO BNY MELLON REVERSE REPO                              | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |   1725000 | PA      | $-1725000.00  | -0.74%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO BNY MELLON REVERSE REPO                              | REVERSE REPO BNY MELLON REVERSE REPO                              | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |   1702000 | PA      | $-1702000.00  | -0.73%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO BNY MELLON REVERSE REPO                              | REVERSE REPO BNY MELLON REVERSE REPO                              | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |   2494000 | PA      | $-2494000.00  | -1.07%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO UBS REVERSE REPO                                     | REVERSE REPO UBS REVERSE REPO                                     | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |   2907000 | PA      | $-2907000.00  | -1.25%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                               | SOLD EUR/BOUGHT USD                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-97076.94    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                               | SOLD EUR/BOUGHT USD                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $2620.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                               | SOLD EUR/BOUGHT USD                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $17651.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                               | BOUGHT EUR/SOLD USD                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $105346.92    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                               | BOUGHT EUR/SOLD USD                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-17161.06    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                               | SOLD EUR/BOUGHT USD                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-10815.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                               | SOLD EUR/BOUGHT USD                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-86914.39    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-08-29

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

**Signature:** /s/Salvatore Schiavone

**Name of Signer:** Salvatore Schiavone

**Title:** Treasurer