# EDGAR Filing Document

**Accession Number:** 0001885778
**File Stem:** 0001145549-25-042772
**Filing Date:** 2025-6
**Character Count:** 430757
**Document Hash:** 7193432fd32f25fe17578a3fe3411ae5
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-042772.hdr.sgml**: 20250626

**ACCESSION NUMBER**: 0001145549-25-042772

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250430

**FILED AS OF DATE**: 20250626

**DATE AS OF CHANGE**: 20250626

**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:** 251079125

**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

## 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:** 2025-04-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $277816345.85

**Total Liabilities:** $53794970.78

**Net Assets:** $224021375.07

**Stand-by Commitments:** $2120516.19

**Cash Not Reported:** $1632580.06

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1291.933370000000 | **1-Year:** -11856.889818000003 | **5-Year:** -9263.563162999999 | **10-Year:** -7991.673373000000 | **30-Year:** -6149.879098999999

**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 | 0.73%                | 0.34%                | 0.29%                |
| Class ID N/A | 0.68%                | 0.31%                | 0.39%                |
| Class ID N/A | 0.58%                | 0.29%                | 0.24%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-30958.41               | $490703.95                                 |
| Month 2  | $122031.57               | $-245777.39                                |
| Month 3  | $254715.04               | $-597370.22                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| 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      | $2033673.20   | 0.91%             | 2029-06-11      | Fixed         | 7.49%                 | No            |                  2 | On Loan: No      |
| ACHM 2025-HE1 D                                                   | ACHM 2025-HE1 D                                                   | CUSIP: 00449SAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1515204 | PA      | $532258.00    | 0.24%             | 2055-03-25      | None          | 0.00%                 | No            |                  3 | 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        |   5373663 | PA      | $169270.37    | 0.08%             | 2038-10-25      | None          | 0.00%                 | 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        |   9081034 | PA      | $1296575.49   | 0.58%             | 2039-10-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ACHM 2025-HE1 XS                                                  | ACHM 2025-HE1 XS                                                  | CUSIP: 00449SAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  21645780 | PA      | $2139512.14   | 0.96%             | 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        |    652321 | PA      | $65832.78     | 0.03%             | 2039-05-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ACHV 2025-1PL E                                                   | ACHV 2025-1PL E                                                   | CUSIP: 00112MAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $966517.30    | 0.43%             | 2032-04-26      | Fixed         | 6.50%                 | 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        |   5724107 | PA      | $5731548.17   | 2.56%             | 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        |   4582624 | PA      | $4601870.97   | 2.06%             | 2027-04-11      | Floating      | 11.00%                | No            |                  3 | 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        |   9318869 | PA      | $941205.80    | 0.42%             | 2039-05-25      | None          | 0.00%                 | No            |                  3 | 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      | $3033531.00   | 1.36%             | 2031-09-15      | Fixed         | 12.98%                | No            |                  2 | On Loan: No      |
| STEVENS CREEK BOULEVARD TERM LOAN                                 | STEVENS CREEK BOULEVARD TERM LOAN                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   4681439 | PA      | $4679098.30   | 2.09%             | 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        |   4279419 | PA      | $4200677.26   | 1.88%             | 2026-03-11      | Floating      | 11.62%                | 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      | $5001000.00   | 2.24%             | 2033-11-21      | Floating      | 13.59%                | No            |                  3 | On Loan: No      |
| BAMLL 2025-ASHF C                                                 | BAMLL 2025-ASHF C                                                 | CUSIP: 05494CAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2930348.10   | 1.31%             | 2042-02-15      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| BAMLL 2024-NASH B                                                 | BAMLL 2024-NASH B                                                 | CUSIP: 05555CAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2453417.00   | 1.10%             | 2039-05-15      | Floating      | 7.07%                 | 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      | $1967500.00   | 0.88%             | 2036-10-15      | Floating      | 7.03%                 | 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      | $2515625.00   | 1.13%             | 2038-05-15      | Floating      | 9.61%                 | No            |                  2 | 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      | $2007088.00   | 0.90%             | 2038-02-19      | Floating      | 8.60%                 | No            |                  2 | On Loan: No      |
| ARES L CLO LTD ARES 2018 50A D 144A                               | ARES L CLO LTD ARES 2018 50A D 144A                               | CUSIP: 04018LAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1994414.00   | 0.89%             | 2032-01-15      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| AVNT 2025-REV1 D                                                  | AVNT 2025-REV1 D                                                  | CUSIP: 05352BAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2951153.40   | 1.32%             | 2034-05-15      | Fixed         | 8.39%                 | No            |                  2 | On Loan: No      |
| AVNT 2024-REV1 C                                                  | AVNT 2024-REV1 C                                                  | CUSIP: 05352UAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1750000 | PA      | $1735034.35   | 0.78%             | 2033-10-15      | Fixed         | 7.06%                 | 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        |   1376800 | PA      | $1563295.92   | 0.70%             | 2033-12-12      | Floating      | 9.09%                 | No            |                  3 | On Loan: No      |
| JH REO TRUST                                                      | JH REO TRUST                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     30000 | PA      | $30000.00     | 0.01%             | N/A             | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| US 2YR NOTE (CBT) JUN25 XCBT 20250630                             | US 2YR NOTE (CBT) JUN25 XCBT 20250630                             | CUSIP: ADI2RHWZ0<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        10 | NC      | $-11015.62    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| US 3YR NOTE (CBT) JUN25 XCBT 20250630                             | US 3YR NOTE (CBT) JUN25 XCBT 20250630                             | CUSIP: ADI2V3L05<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        44 | NC      | $-9227.93     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BEAST 2025-C CERT                                                 | BEAST 2025-C CERT                                                 | CUSIP: 08651UAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3003 | PA      | $369873.20    | 0.17%             | 2035-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| BEAST 2025-A CERT                                                 | BEAST 2025-A CERT                                                 | CUSIP: 08652AAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3003 | PA      | $504169.77    | 0.23%             | 2035-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| BEAST 2025-B CERT                                                 | BEAST 2025-B CERT                                                 | CUSIP: 08652QAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3003 | PA      | $643497.55    | 0.29%             | 2035-02-15      | None          | 0.00%                 | No            |                  3 | 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      | $628819.19    | 0.28%             | 2035-04-15      | None          | 0.00%                 | No            |                  3 | 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      | $1747642.75   | 0.78%             | 2037-07-17      | Floating      | 9.33%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2 BX 2024 SLCT E 144A                | BX TRUST BX 2024 SLCT E 144A                                      | CUSIP: 12433JAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1969000 | PA      | $1921546.51   | 0.86%             | 2042-01-15      | Floating      | 7.71%                 | 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      | $5143500.00   | 2.30%             | 2028-06-28      | Fixed         | 11.50%                | No            |                  3 | On Loan: No      |
| CIFC 2013-4A DR2                                                  | CIFC 2013-4A DR2                                                  | CUSIP: 12549FCA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   2000000 | PA      | $1991904.00   | 0.89%             | 2031-04-27      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| CLNY 2019-IKPR C                                                  | CLNY 2019-IKPR C                                                  | CUSIP: 12564NAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1410084.45   | 0.63%             | 2038-11-15      | Floating      | 6.36%                 | 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      | $999971.00    | 0.45%             | 2034-10-20      | Floating      | 8.13%                 | 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      | $3256827.75   | 1.46%             | 2041-06-15      | Floating      | 7.21%                 | 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      | $1975142.50   | 0.88%             | 2043-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| DBWF 2024-LCRS C                                                  | DBWF 2024-LCRS C                                                  | CUSIP: 23307KAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1475618.10   | 0.66%             | 2037-04-15      | Floating      | 6.96%                 | No            |                  2 | 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      | $3720410.17   | 1.66%             | 2030-07-18      | Floating      | 7.93%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2025-2                        | EXETER AUTOMOBILE RECEIVABLES EART 2025 2A E 144A                 | CUSIP: 30168JAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1521991.95   | 0.68%             | 2032-10-15      | Fixed         | 7.81%                 | No            |                  2 | On Loan: No      |
| FSRIA 2021-FL3 D                                                  | FSRIA 2021-FL3 D                                                  | CUSIP: 30323CAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2479751.75   | 1.11%             | 2036-11-16      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| FSRIA 2025-FL10 AS                                                | FSRIA 2025-FL10 AS                                                | CUSIP: 30340KAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $2456199.25   | 1.10%             | 2042-08-19      | Floating      | 5.91%                 | 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        |    444613 | PA      | $1576917.22   | 0.71%             | 2054-10-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FIGRE 2024-SL1 A1                                                 | FIGRE 2024-SL1 A1                                                 | CUSIP: 31684JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    860667 | PA      | $867497.92    | 0.39%             | 2053-07-25      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| FREED 2022-3FP CERT                                               | FREED 2022-3FP CERT                                               | CUSIP: 35634EAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     23900 | PA      | $2407960.85   | 1.08%             | 2029-08-20      | None          | 0.00%                 | No            |                  2 | 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      | $287807.98    | 0.13%             | 2030-08-19      | None          | 0.00%                 | No            |                  3 | 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      | $1785332.20   | 0.80%             | 2036-12-15      | Floating      | 7.29%                 | 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      | $2167737.50   | 0.97%             | 2039-03-15      | Floating      | 7.96%                 | 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        |    804894 | PA      | $807913.88    | 0.36%             | 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        |   1448621 | PA      | $1454924.08   | 0.65%             | 2032-10-20      | Floating      | 11.85%                | No            |                  2 | 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      | $3159013.08   | 1.41%             | 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      | $241070.05    | 0.11%             | 2038-10-25      | None          | 0.00%                 | No            |                  2 | 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        |    635660 | PA      | $92718.18     | 0.04%             | 2039-10-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KNDR 2021-KIND B                                                  | KNDR 2021-KIND B                                                  | CUSIP: 482606AJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1983710 | PA      | $1948994.61   | 0.87%             | 2038-08-15      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| KREF 2021-FL2 Ltd.                                                | KREF 2021-FL2 AS                                                  | CUSIP: 48275RAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    950000 | PA      | $925532.37    | 0.41%             | 2039-02-15      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| KREF 2021-FL2 Ltd.                                                | KREF 2021-FL2 B                                                   | CUSIP: 48275RAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    575000 | PA      | $559592.13    | 0.25%             | 2039-02-15      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| KIND 2024-1 D                                                     | KIND 2024-1 D                                                     | CUSIP: 494925AD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2991562.50   | 1.34%             | 2041-08-15      | Floating      | 7.76%                 | No            |                  2 | On Loan: No      |
| KSL 2024-HT2 B                                                    | KSL 2024-HT2 B                                                    | CUSIP: 500937AC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2462500.00   | 1.10%             | 2039-12-15      | Floating      | 6.36%                 | 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      | $1265063.81   | 0.57%             | 2036-03-15      | Floating      | 8.51%                 | 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        |   5223080 | PA      | $5218901.14   | 2.33%             | 2032-08-06      | Floating      | 10.80%                | 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      | $3781535.25   | 1.69%             | 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      | $3004561.81   | 1.34%             | 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      | $2001732.00   | 0.90%             | 2030-10-20      | Floating      | 7.58%                 | 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      | $3534120.20   | 1.58%             | 2031-07-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| PMIT 2024-1A D                                                    | PMIT 2024-1A D                                                    | CUSIP: 74363CAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3147386.10   | 1.41%             | 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      | $1996666.00   | 0.89%             | 2029-10-15      | Floating      | 7.37%                 | 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        |  12478785 | NS      | $12478785.07  | 5.58%             |  |  |  | No            |                  1 | 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      | $3047766.80   | 1.36%             | 2028-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| SBCLN 2023-A G                                                    | SBCLN 2023-A G                                                    | CUSIP: 80290CBZ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2698510 | PA      | $3290560.67   | 1.47%             | 2033-06-15      | Fixed         | 24.70%                | No            |                  2 | On Loan: No      |
| THOR 2024-A C                                                     | THOR 2024-A C                                                     | CUSIP: 88517QAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2994718 | PA      | $2996397.40   | 1.34%             | 2041-08-15      | Fixed         | 7.66%                 | 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        |   6845000 | PA      | $6318244.67   | 2.83%             | 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        |    619268 | PA      | $630399.24    | 0.28%             | 2032-08-25      | Fixed         | 13.60%                | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust 2025-CES1                              | JPMMT 2025-CES1 M1                                                | CUSIP: 46658XAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2005554.80   | 0.90%             | 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      | $2496290.00   | 1.12%             | 2029-04-15      | Floating      | 10.51%                | 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      | $3022598.40   | 1.35%             | 2034-12-10      | Variable      | 9.25%                 | No            |                  2 | On Loan: No      |
| U.S. Bank National Association                                    | USCLN 2025-SUP1 R                                                 | CUSIP: 90357PBJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1872353 | PA      | $1872352.90   | 0.84%             | 2032-02-25      | Floating      | 11.82%                | No            |                  3 | On Loan: No      |
| Genprov Holdco LLC                                                | GENPROV HOLDCO LLC TERM LOAN                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   4914630 | PA      | $4930848.15   | 2.21%             | 2026-08-11      | Floating      | 9.78%                 | No            |                  3 | 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      | $22136135.37  | 9.90%             | 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        |   7332249 | PA      | $7369965.45   | 3.30%             | N/A             | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| US 5YR FUTR OPTN  JUL25C 110.5 EXP 06/20/2025                     | US 5YR FUTR OPTN  JUL25C 110.5 EXP 06/20/2025                     | CUSIP: ADI2VZ9B4<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        17 | NC      | $6906.25      | 0.00%             |  |  |  | No            |                  1 | 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      | $12988.25     | 0.01%             |  |  |  | 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        |   4697266 | PA      | $4685992.16   | 2.10%             | 2027-01-11      | Floating      | 9.62%                 | 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      | $65801.00     | 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        |     87440 | PA      | $79360.00     | 0.04%             | 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        |     64926 | PA      | $58926.00     | 0.03%             | 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        |     78185 | PA      | $70961.00     | 0.03%             | 2050-06-01      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1393979                                         | Arivo, Loan ID - C1393979                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     43679 | PA      | $43828.00     | 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        |     30609 | PA      | $29999.00     | 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        |     31806 | PA      | $31173.00     | 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        |     32738 | PA      | $32087.00     | 0.01%             | 2028-01-25      | Fixed         | 16.24%                | 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      | $3450.00      | 0.00%             | 2021-11-01      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1392980                    | Capital Asset Management, Loan ID - R1D1392980                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6120 | PA      | $3694.00      | 0.00%             | 2025-09-01      | None          | 0.00%                 | 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        |      7392 | PA      | $4462.00      | 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      | $5145.00      | 0.00%             | 2022-02-01      | None          | 0.00%                 | 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      | $80032.00     | 0.04%             | 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        |     58831 | PA      | $30692.00     | 0.01%             | 2036-10-01      | 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        |     93301 | PA      | $48675.00     | 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      | $12032.00     | 0.01%             | 2038-05-22      | None          | 0.00%                 | 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      | $137227.00    | 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        |    160000 | PA      | $145216.00    | 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      | $127972.00    | 0.06%             | 2052-07-01      | Fixed         | 8.50%                 | 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      | $134401.00    | 0.06%             | 2028-02-01      | Fixed         | 6.12%                 | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1389469                                         | Arivo, Loan ID - C1389469                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22589 | PA      | $22666.00     | 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        |     23035 | PA      | $23113.00     | 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        |     22712 | PA      | $22789.00     | 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        |     23019 | PA      | $23097.00     | 0.01%             | 2029-05-18      | Fixed         | 20.55%                | 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      | $52265.00     | 0.02%             | 2024-02-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2693476871                                    | Achieve, Loan ID - R2693476871                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     75000 | PA      | $76695.00     | 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        |     51100 | PA      | $52204.00     | 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        |     73400 | PA      | $75059.00     | 0.03%             | 2040-04-01      | Fixed         | 14.25%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2693496374                                    | Achieve, Loan ID - R2693496374                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    154200 | PA      | $157230.00    | 0.07%             | 2055-05-01      | Fixed         | 11.88%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2693476335                                    | Achieve, Loan ID - R2693476335                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     89000 | PA      | $90922.00     | 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        |     64900 | PA      | $66192.00     | 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        |     50500 | PA      | $51591.00     | 0.02%             | 2035-04-01      | Fixed         | 11.38%                | 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        |     28040 | PA      | $24650.00     | 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        |      7192 | PA      | $6323.00      | 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        |     18806 | PA      | $16533.00     | 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        |     31112 | PA      | $27350.00     | 0.01%             | 2027-12-01      | 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      | $18152.00     | 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        |     15160 | PA      | $13759.00     | 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        |     12250 | PA      | $11118.00     | 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      | $7569.00      | 0.00%             | 2052-06-01      | Fixed         | 8.50%                 | 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        |    114148 | PA      | $100348.00    | 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      | $49163.00     | 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        |     71207 | PA      | $62598.00     | 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        |     71406 | PA      | $62773.00     | 0.03%             | 2030-02-01      | Fixed         | 6.00%                 | 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        |    111061 | PA      | $97634.00     | 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        |     64929 | PA      | $57079.00     | 0.03%             | 2032-02-01      | Fixed         | 8.00%                 | 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        |     69876 | PA      | $61428.00     | 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        |     47505 | PA      | $41761.00     | 0.02%             | 2037-04-01      | Fixed         | 8.75%                 | 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        |     28570 | PA      | $17245.00     | 0.01%             | 2031-11-01      | Fixed         | 9.00%                 | 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        |     32697 | PA      | $19736.00     | 0.01%             | 2043-11-10      | None          | 0.00%                 | 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      | $20916.00     | 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        |     33492 | PA      | $20216.00     | 0.01%             | 2042-07-25      | Fixed         | 3.50%                 | 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        |     18001 | PA      | $15824.00     | 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        |     23351 | PA      | $20528.00     | 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        |     65790 | PA      | $57836.00     | 0.03%             | 2029-05-01      | Fixed         | 11.90%                | 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        |     35643 | PA      | $31334.00     | 0.01%             | 2026-04-01      | Fixed         | 10.12%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1392195                                         | Arivo, Loan ID - C1392195                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30523 | PA      | $30627.00     | 0.01%             | 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        |     28842 | PA      | $28268.00     | 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        |     28652 | PA      | $28082.00     | 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        |     35186 | PA      | $35306.00     | 0.02%             | 2029-05-26      | Fixed         | 17.03%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C24119783                                      | Achieve, Loan ID - C24119783                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12773 | PA      | $12519.00     | 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        |     14938 | PA      | $14989.00     | 0.01%             | 2029-05-15      | Fixed         | 20.00%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1393753                                         | Arivo, Loan ID - C1393753                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16940 | PA      | $16997.00     | 0.01%             | 2027-11-15      | Fixed         | 19.86%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C24100561                                      | Achieve, Loan ID - C24100561                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11085 | PA      | $10865.00     | 0.00%             | 2027-12-14      | Fixed         | 26.74%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1393263                                         | Arivo, Loan ID - C1393263                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20867 | PA      | $20938.00     | 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        |     13483 | PA      | $13215.00     | 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        |     19238 | PA      | $19303.00     | 0.01%             | 2029-05-13      | Fixed         | 18.00%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1491789                                         | Arivo, Loan ID - C1491789                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18123 | PA      | $18184.00     | 0.01%             | 2028-03-20      | Fixed         | 22.62%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C31393020                                      | Achieve, Loan ID - C31393020                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5488 | PA      | $5379.00      | 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        |      5613 | PA      | $5502.00      | 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        |      1134 | PA      | $1111.00      | 0.00%             | 2025-04-30      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C24253181                                      | Achieve, Loan ID - C24253181                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       893 | PA      | $876.00       | 0.00%             | 2025-12-15      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1393348                                         | Arivo, Loan ID - C1393348                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11402 | PA      | $11441.00     | 0.01%             | 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        |     10334 | PA      | $10129.00     | 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        |     10606 | PA      | $10395.00     | 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        |     11344 | PA      | $11382.00     | 0.01%             | 2029-05-22      | Fixed         | 18.90%                | 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        |    126686 | PA      | $114980.00    | 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        |    151662 | PA      | $137648.00    | 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      | $104374.00    | 0.05%             | 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        |    132456 | PA      | $120217.00    | 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        |    123732 | PA      | $112299.00    | 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        |    120225 | PA      | $109117.00    | 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      | $91668.00     | 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      | $112712.00    | 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        |    105931 | PA      | $96143.00     | 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        |    106894 | PA      | $97017.00     | 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      | $83499.00     | 0.04%             | 2052-05-01      | Fixed         | 8.50%                 | No            |                  3 | On Loan: No      |
| Harwood Asset Management, Loan ID - R1D89160086674                | Harwood Asset Management, Loan ID - R1D89160086674                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     86380 | PA      | $78399.00     | 0.04%             | 2054-01-01      | Fixed         | 12.88%                | 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      | $78326.00     | 0.04%             | 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        |     75822 | PA      | $68816.00     | 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        |     73560 | PA      | $66763.00     | 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        |     74040 | PA      | $67199.00     | 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        |     83035 | PA      | $75363.00     | 0.03%             | 2053-04-25      | Fixed         | 5.80%                 | 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        |     75190 | PA      | $68242.00     | 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        |     71460 | PA      | $64857.00     | 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        |     82599 | PA      | $74967.00     | 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        |     67932 | PA      | $61655.00     | 0.03%             | 2036-12-01      | Fixed         | 12.20%                | 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        |     68749 | PA      | $62397.00     | 0.03%             | 2038-09-01      | Fixed         | 8.99%                 | 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        |     75099 | PA      | $68160.00     | 0.03%             | 2049-05-20      | Fixed         | 8.00%                 | No            |                  3 | On Loan: No      |
| Harwood Asset Management, Loan ID - R1D89160086676                | Harwood Asset Management, Loan ID - R1D89160086676                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     62921 | PA      | $57107.00     | 0.03%             | 2053-12-01      | Fixed         | 11.25%                | 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        |     65942 | PA      | $59849.00     | 0.03%             | 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        |     88690 | PA      | $80495.00     | 0.04%             | 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        |     58843 | PA      | $53406.00     | 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        |     58572 | PA      | $53160.00     | 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      | $54910.00     | 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        |     74980 | PA      | $68052.00     | 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      | $49685.00     | 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        |     56547 | PA      | $51322.00     | 0.02%             | 2037-06-01      | Fixed         | 9.38%                 | 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      | $54002.00     | 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        |     52525 | PA      | $47672.00     | 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      | $55364.00     | 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        |     50462 | PA      | $45799.00     | 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      | $47649.00     | 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      | $45380.00     | 0.02%             | 2052-05-01      | Fixed         | 9.50%                 | 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      | $45380.00     | 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      | $45380.00     | 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      | $45040.00     | 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      | $45380.00     | 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        |     52930 | PA      | $48039.00     | 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      | $46741.00     | 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      | $45380.00     | 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        |     47153 | PA      | $42796.00     | 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        |     47377 | PA      | $42999.00     | 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        |     47631 | PA      | $43230.00     | 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      | $45380.00     | 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      | $45380.00     | 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      | $45380.00     | 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      | $45380.00     | 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        |     49399 | PA      | $44834.00     | 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      | $45380.00     | 0.02%             | 2052-06-01      | Fixed         | 8.50%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C31370479                                      | Achieve, Loan ID - C31370479                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20364 | PA      | $19959.00     | 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        |     36129 | PA      | $36252.00     | 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        |     31592 | PA      | $30964.00     | 0.01%             | 2027-12-10      | Fixed         | 26.99%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C34903753                                      | Achieve, Loan ID - C34903753                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31336 | PA      | $30712.00     | 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        |     20566 | PA      | $20157.00     | 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        |     35134 | PA      | $35253.00     | 0.02%             | 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        |     25522 | PA      | $25014.00     | 0.01%             | 2026-12-14      | Fixed         | 13.74%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C24253285                                      | Achieve, Loan ID - C24253285                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23401 | PA      | $22936.00     | 0.01%             | 2027-01-27      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1391483                                         | Arivo, Loan ID - C1391483                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     38420 | PA      | $38550.00     | 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        |     37322 | PA      | $37449.00     | 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        |     38357 | PA      | $38488.00     | 0.02%             | 2029-05-28      | Fixed         | 20.00%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C23992707                                      | Achieve, Loan ID - C23992707                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33440 | PA      | $32774.00     | 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        |     37453 | PA      | $37580.00     | 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        |     36390 | PA      | $36513.00     | 0.02%             | 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        |     11290 | PA      | $11066.00     | 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        |     37816 | PA      | $37064.00     | 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        |     30964 | PA      | $30348.00     | 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        |     38593 | PA      | $38724.00     | 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        |     38687 | PA      | $38818.00     | 0.02%             | 2029-06-01      | Fixed         | 13.54%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C31368567                                      | Achieve, Loan ID - C31368567                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     36494 | PA      | $35768.00     | 0.02%             | 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        |     40094 | PA      | $40231.00     | 0.02%             | 2029-09-17      | Fixed         | 17.37%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1393035                                         | Arivo, Loan ID - C1393035                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     41827 | PA      | $41969.00     | 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        |     39574 | PA      | $39709.00     | 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        |     39887 | PA      | $40022.00     | 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        |     45527 | PA      | $45546.00     | 0.02%             | 2029-05-29      | Fixed         | 16.55%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1392202                                         | Arivo, Loan ID - C1392202                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     40592 | PA      | $40730.00     | 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        |     44887 | PA      | $45040.00     | 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        |     43214 | PA      | $43361.00     | 0.02%             | 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      | $14.00        | 0.00%             | 2035-06-01      | Fixed         | 11.50%                | 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      | $815.00       | 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        |       629 | PA      | $379.00       | 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        |       329 | PA      | $199.00       | 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      | $512.00       | 0.00%             | 2020-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D321313401                           | Bank of America, Loan ID - R1D321313401                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       289 | PA      | $220.00       | 0.00%             | 2027-09-25      | Fixed         | 14.38%                | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1270661                    | Capital Asset Management, Loan ID - R1D1270661                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1659 | PA      | $1001.00      | 0.00%             | 2024-04-01      | 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        |      1847 | PA      | $1407.00      | 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      | $2349.00      | 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      | $2412.00      | 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      | $1597.00      | 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        |      1518 | PA      | $916.00       | 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        |      2328 | PA      | $1772.00      | 0.00%             | 2027-09-25      | Fixed         | 12.00%                | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1372940                    | Capital Asset Management, Loan ID - R1D1372940                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4647 | PA      | $2805.00      | 0.00%             | 2026-02-01      | None          | 0.00%                 | 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      | $3099.00      | 0.00%             | 2028-10-01      | Fixed         | 10.48%                | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1314557                    | Capital Asset Management, Loan ID - R1D1314557                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       113 | PA      | $68.00        | 0.00%             | 2021-11-12      | None          | 0.00%                 | 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      | $3853.00      | 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      | $3094.00      | 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        |      3528 | PA      | $2129.00      | 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        |      5875 | PA      | $3546.00      | 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      | $2282.00      | 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        |      5472 | PA      | $3303.00      | 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      | $3074.00      | 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        |      3599 | PA      | $2172.00      | 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        |      3175 | PA      | $2418.00      | 0.00%             | 2042-07-01      | Fixed         | 10.50%                | 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      | $5147.00      | 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        |      4002 | PA      | $2415.00      | 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      | $441.00       | 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      | $5500.00      | 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        |      4568 | PA      | $3478.00      | 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        |      7284 | PA      | $4397.00      | 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        |      2157 | PA      | $1302.00      | 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        |      4931 | PA      | $3754.00      | 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      | $5927.00      | 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        |      5193 | PA      | $3954.00      | 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        |      8669 | PA      | $5232.00      | 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      | $4733.00      | 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        |      7478 | PA      | $4514.00      | 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        |      5710 | PA      | $3447.00      | 0.00%             | 2022-04-01      | 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      | $58380.00     | 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        |     98275 | PA      | $59319.00     | 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      | $76539.00     | 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        |    117362 | PA      | $70840.00     | 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        |    116762 | PA      | $96468.00     | 0.04%             | 2035-08-01      | Fixed         | 4.12%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1214687                    | Capital Asset Management, Loan ID - R1D1214687                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    146102 | PA      | $88187.00     | 0.04%             | 2052-01-01      | Fixed         | 9.00%                 | 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      | $102454.00    | 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        |    193626 | PA      | $159973.00    | 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        |    357298 | PA      | $215665.00    | 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      | $42466.00     | 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      | $43515.00     | 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        |     17098 | PA      | $13042.00     | 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        |    153879 | PA      | $117379.00    | 0.05%             | 2034-11-01      | Fixed         | 6.12%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D4875700321                          | Bank of America, Loan ID - R1D4875700321                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17365 | PA      | $13246.00     | 0.01%             | 2030-06-30      | None          | 0.00%                 | 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      | $282105.00    | 0.13%             | 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        |     13631 | PA      | $10398.00     | 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        |     35826 | PA      | $27328.00     | 0.01%             | 2032-04-15      | None          | 0.00%                 | 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      | $16935.00     | 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      | $13953.00     | 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      | $45288.00     | 0.02%             | 2030-07-29      | None          | 0.00%                 | 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        |     60388 | PA      | $46064.00     | 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        |    347507 | PA      | $265078.00    | 0.12%             | 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      | $105239.00    | 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        |    333844 | PA      | $254656.00    | 0.11%             | 2054-09-01      | 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      | $23496.00     | 0.01%             | 2035-05-01      | None          | 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      | $37163.00     | 0.02%             | 2031-11-12      | None          | 0.00%                 | 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        |     12075 | PA      | $9211.00      | 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        |     47275 | PA      | $24664.00     | 0.01%             | 2062-10-01      | Fixed         | 8.75%                 | 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        |      8166 | PA      | $4260.00      | 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        |     68654 | PA      | $35817.00     | 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        |     51641 | PA      | $26941.00     | 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        |     23928 | PA      | $12483.00     | 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        |       297 | PA      | $155.00       | 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      | $2226.00      | 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        |     21999 | PA      | $11477.00     | 0.01%             | 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        |     16292 | PA      | $8500.00      | 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        |     26421 | PA      | $13784.00     | 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        |     18446 | PA      | $9623.00      | 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        |     70766 | PA      | $36918.00     | 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        |     26579 | PA      | $13866.00     | 0.01%             | 2036-07-01      | None          | 0.00%                 | 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        |    117963 | PA      | $61541.00     | 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        |     15327 | PA      | $7996.00      | 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        |     77366 | PA      | $40362.00     | 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      | $42808.00     | 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      | $64450.00     | 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        |    214513 | PA      | $111912.00    | 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        |     20587 | PA      | $10740.00     | 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        |     98025 | PA      | $51140.00     | 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        |      5117 | PA      | $4155.00      | 0.00%             | 2029-10-25      | Fixed         | 10.88%                | 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        |      5839 | PA      | $4741.00      | 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        |     70425 | PA      | $57178.00     | 0.03%             | 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        |      9340 | PA      | $7583.00      | 0.00%             | 2029-10-25      | None          | 0.00%                 | 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      | $117669.00    | 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        |     17049 | PA      | $13842.00     | 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      | $308486.00    | 0.14%             | 2029-09-25      | None          | 0.00%                 | 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        |     24793 | PA      | $20129.00     | 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      | $3327.00      | 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        |     13590 | PA      | $11034.00     | 0.00%             | 2029-10-25      | None          | 0.00%                 | 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      | $257.00       | 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      | $2185.00      | 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      | $14138.00     | 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      | $922.00       | 0.00%             | 2029-10-25      | 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        |    313929 | PA      | $284922.00    | 0.13%             | 2033-12-20      | Fixed         | 6.00%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D862749858                      | CTF Asset Management, Loan ID - R1D862749858                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    252300 | PA      | $228987.00    | 0.10%             | 2052-06-01      | Fixed         | 8.50%                 | 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      | $204210.00    | 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        |    198940 | PA      | $180558.00    | 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      | $210109.00    | 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      | $168815.00    | 0.08%             | 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        |    194734 | PA      | $176740.00    | 0.08%             | 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        |    193079 | PA      | $175239.00    | 0.08%             | 2064-04-01      | Fixed         | 4.75%                 | 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        |    153378 | PA      | $139206.00    | 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        |    126848 | PA      | $115127.00    | 0.05%             | 2036-05-01      | Fixed         | 10.00%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2693569857                                    | Achieve, Loan ID - R2693569857                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     37700 | PA      | $38443.00     | 0.02%             | 2055-05-01      | Fixed         | 11.38%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1493394                                         | Arivo, Loan ID - C1493394                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22605 | PA      | $22681.00     | 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        |     21692 | PA      | $21765.00     | 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        |     22850 | PA      | $22927.00     | 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        |     20146 | PA      | $20215.00     | 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        |     17711 | PA      | $17358.00     | 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        |     21433 | PA      | $21505.00     | 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        |     19743 | PA      | $19810.00     | 0.01%             | 2029-06-02      | 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        |     18816 | PA      | $18880.00     | 0.01%             | 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        |     17864 | PA      | $17925.00     | 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        |     21195 | PA      | $21267.00     | 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        |     20605 | PA      | $20675.00     | 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        |     21310 | PA      | $21383.00     | 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        |     19953 | PA      | $20021.00     | 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        |     20401 | PA      | $20471.00     | 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        |     19258 | PA      | $19324.00     | 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        |     19559 | PA      | $19626.00     | 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        |     19126 | PA      | $19192.00     | 0.01%             | 2029-05-26      | Fixed         | 15.36%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C34868243                                      | Achieve, Loan ID - C34868243                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19436 | PA      | $19049.00     | 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        |     20167 | PA      | $20235.00     | 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        |     19750 | PA      | $19357.00     | 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        |     19944 | PA      | $20012.00     | 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        |     19699 | PA      | $19766.00     | 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        |     21319 | PA      | $21391.00     | 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        |     20178 | PA      | $20246.00     | 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        |     21404 | PA      | $21477.00     | 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        |     20765 | PA      | $20836.00     | 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        |     23103 | PA      | $23181.00     | 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        |     18002 | PA      | $17644.00     | 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        |     23965 | PA      | $24047.00     | 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        |     21361 | PA      | $21434.00     | 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        |     16072 | PA      | $15752.00     | 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        |     21123 | PA      | $21195.00     | 0.01%             | 2029-06-03      | Fixed         | 16.84%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C18648251                                      | Achieve, Loan ID - C18648251                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15723 | PA      | $15411.00     | 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        |      4880 | PA      | $4783.00      | 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        |     10482 | PA      | $10273.00     | 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        |     22485 | PA      | $22561.00     | 0.01%             | 2029-09-07      | Fixed         | 19.01%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1393464                                         | Arivo, Loan ID - C1393464                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22424 | PA      | $22500.00     | 0.01%             | 2029-05-30      | Fixed         | 19.58%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1392844                                         | Arivo, Loan ID - C1392844                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21434 | PA      | $21507.00     | 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        |     22357 | PA      | $22433.00     | 0.01%             | 2029-06-04      | Fixed         | 20.57%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1388209                                         | Arivo, Loan ID - C1388209                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10896 | PA      | $10933.00     | 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        |     24319 | PA      | $24401.00     | 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        |     21806 | PA      | $21880.00     | 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        |     21080 | PA      | $21152.00     | 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        |     23692 | PA      | $23773.00     | 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        |     21924 | PA      | $21999.00     | 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        |     22545 | PA      | $22621.00     | 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        |     22058 | PA      | $22133.00     | 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        |     23144 | PA      | $23223.00     | 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        |     20041 | PA      | $20109.00     | 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        |     22028 | PA      | $22103.00     | 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        |     23652 | PA      | $23733.00     | 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        |     17105 | PA      | $16764.00     | 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        |      5496 | PA      | $5514.00      | 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        |     25688 | PA      | $25776.00     | 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        |     21039 | PA      | $21111.00     | 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        |      8227 | PA      | $8255.00      | 0.00%             | 2029-05-26      | Fixed         | 15.58%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1388696                                         | Arivo, Loan ID - C1388696                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23664 | PA      | $23744.00     | 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        |     26108 | PA      | $26197.00     | 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        |     22765 | PA      | $22842.00     | 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        |     22982 | PA      | $23061.00     | 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        |     24295 | PA      | $24378.00     | 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        |     10289 | PA      | $10084.00     | 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        |     25129 | PA      | $25215.00     | 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        |     13702 | PA      | $13748.00     | 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        |     25609 | PA      | $25696.00     | 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        |     23773 | PA      | $23854.00     | 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        |     24367 | PA      | $24450.00     | 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        |      1079 | PA      | $1082.00      | 0.00%             | 2029-05-21      | Fixed         | 17.00%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1389213                                         | Arivo, Loan ID - C1389213                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        35 | PA      | $35.00        | 0.00%             | 2029-05-31      | Fixed         | 18.00%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1388512                                         | Arivo, Loan ID - C1388512                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22692 | PA      | $22769.00     | 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        |     14937 | PA      | $14640.00     | 0.01%             | 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        |     25482 | PA      | $25568.00     | 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        |      5303 | PA      | $5197.00      | 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        |     24373 | PA      | $24456.00     | 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        |     24418 | PA      | $24501.00     | 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        |     25640 | PA      | $25727.00     | 0.01%             | 2029-05-30      | Fixed         | 20.47%                | 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        |     75795 | PA      | $45750.00     | 0.02%             | 2058-06-01      | None          | 0.00%                 | 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        |     74858 | PA      | $45185.00     | 0.02%             | 2043-01-01      | None          | 0.00%                 | 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        |     68813 | PA      | $41536.00     | 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      | $39478.00     | 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        |     72247 | PA      | $59690.00     | 0.03%             | 2057-04-01      | Fixed         | 3.50%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2693356727                                    | Achieve, Loan ID - R2693356727                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     49000 | PA      | $50058.00     | 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        |    141750 | PA      | $144812.00    | 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        |     15600 | PA      | $15937.00     | 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        |     65800 | PA      | $67221.00     | 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        |    101300 | PA      | $103488.00    | 0.05%             | 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        |     43300 | PA      | $44235.00     | 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        |     50250 | PA      | $51386.00     | 0.02%             | 2035-04-01      | Fixed         | 12.00%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2693496226                                    | Achieve, Loan ID - R2693496226                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    150000 | PA      | $153102.00    | 0.07%             | 2035-05-01      | Fixed         | 11.50%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2693356602                                    | Achieve, Loan ID - R2693356602                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     86750 | PA      | $88624.00     | 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        |    100200 | PA      | $102364.00    | 0.05%             | 2055-04-01      | Fixed         | 9.35%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2693406126                                    | Achieve, Loan ID - R2693406126                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    190000 | PA      | $194104.00    | 0.09%             | 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        |     77600 | PA      | $79204.00     | 0.04%             | 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        |     48850 | PA      | $49954.00     | 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        |     50600 | PA      | $51625.00     | 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        |    184950 | PA      | $188945.00    | 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        |    124000 | PA      | $126457.00    | 0.06%             | 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        |     27800 | PA      | $28400.00     | 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        |     53150 | PA      | $54298.00     | 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        |     43000 | PA      | $43845.00     | 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        |     73950 | PA      | $75473.00     | 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        |     61000 | PA      | $62246.00     | 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        |     49050 | PA      | $50046.00     | 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        |     36250 | PA      | $37006.00     | 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        |    150000 | PA      | $153390.00    | 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        |     50200 | PA      | $51284.00     | 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        |    143450 | PA      | $146307.00    | 0.07%             | 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        |     54450 | PA      | $55681.00     | 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        |     54400 | PA      | $55525.00     | 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        |     66350 | PA      | $67656.00     | 0.03%             | 2055-05-01      | Fixed         | 11.62%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2693475923                                    | Achieve, Loan ID - R2693475923                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     41800 | PA      | $42745.00     | 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        |    120000 | PA      | $122712.00    | 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        |     53950 | PA      | $55169.00     | 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        |     31200 | PA      | $31905.00     | 0.01%             | 2035-04-01      | Fixed         | 11.00%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2693532368                                    | Achieve, Loan ID - R2693532368                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     61800 | PA      | $63023.00     | 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        |     49000 | PA      | $49995.00     | 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        |     75050 | PA      | $76671.00     | 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        |     36100 | PA      | $36880.00     | 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        |     65300 | PA      | $66710.00     | 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        |     30500 | PA      | $31189.00     | 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        |     36500 | PA      | $37261.00     | 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        |    113500 | PA      | $115833.00    | 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        |     62800 | PA      | $64156.00     | 0.03%             | 2040-04-01      | Fixed         | 9.50%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2693531733                                    | Achieve, Loan ID - R2693531733                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33700 | PA      | $34403.00     | 0.02%             | 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        |     47000 | PA      | $47960.00     | 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        |     80000 | PA      | $81665.00     | 0.04%             | 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        |     23300 | PA      | $23784.00     | 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        |    114200 | PA      | $116472.00    | 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        |    143700 | PA      | $146708.00    | 0.07%             | 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        |     67700 | PA      | $69028.00     | 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        |     50000 | PA      | $51040.00     | 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        |     51500 | PA      | $52562.00     | 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        |     83800 | PA      | $85533.00     | 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        |    125100 | PA      | $127714.00    | 0.06%             | 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        |     33500 | PA      | $34162.00     | 0.02%             | 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        |     50950 | PA      | $52004.00     | 0.02%             | 2040-05-01      | Fixed         | 11.50%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2693532632                                    | Achieve, Loan ID - R2693532632                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29000 | PA      | $29593.00     | 0.01%             | 2035-05-01      | Fixed         | 13.00%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2693532533                                    | Achieve, Loan ID - R2693532533                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     59500 | PA      | $60736.00     | 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        |     75550 | PA      | $77062.00     | 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        |     52150 | PA      | $53222.00     | 0.02%             | 2040-05-01      | Fixed         | 12.25%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2693532467                                    | Achieve, Loan ID - R2693532467                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31000 | PA      | $31619.00     | 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        |     95500 | PA      | $97475.00     | 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        |     77700 | PA      | $79297.00     | 0.04%             | 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        |    114000 | PA      | $116394.00    | 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        |     46300 | PA      | $47259.00     | 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        |     63400 | PA      | $64649.00     | 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        |     73850 | PA      | $75390.00     | 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        |    100000 | PA      | $102073.00    | 0.05%             | 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        |     53500 | PA      | $54591.00     | 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        |     32500 | PA      | $33151.00     | 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        |     94100 | PA      | $96027.00     | 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        |     34700 | PA      | $35426.00     | 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        |     88400 | PA      | $90131.00     | 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        |    300000 | PA      | $305963.00    | 0.14%             | 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        |     45700 | PA      | $46655.00     | 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        |     32150 | PA      | $32779.00     | 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        |     55500 | PA      | $56591.00     | 0.03%             | 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        |     83200 | PA      | $84846.00     | 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        |    126350 | PA      | $128984.00    | 0.06%             | 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        |    127450 | PA      | $129991.00    | 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        |     71300 | PA      | $72702.00     | 0.03%             | 2055-05-01      | Fixed         | 11.62%                | 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        |     41856 | PA      | $36795.00     | 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        |     27281 | PA      | $23983.00     | 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        |     38545 | PA      | $33885.00     | 0.02%             | 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        |     41722 | PA      | $36678.00     | 0.02%             | 2028-01-01      | Fixed         | 8.38%                 | 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        |     37274 | PA      | $32767.00     | 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        |     35398 | PA      | $31118.00     | 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        |    197740 | PA      | $173833.00    | 0.08%             | 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        |     77211 | PA      | $67876.00     | 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        |     83617 | PA      | $73508.00     | 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        |     75288 | PA      | $66186.00     | 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        |     51100 | PA      | $44922.00     | 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        |     43096 | PA      | $37886.00     | 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        |     60344 | PA      | $53048.00     | 0.02%             | 2027-05-01      | Fixed         | 7.50%                 | 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        |     50323 | PA      | $44239.00     | 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        |     20037 | PA      | $17614.00     | 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        |     22113 | PA      | $19440.00     | 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        |      9063 | PA      | $7968.00      | 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        |     16574 | PA      | $14570.00     | 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        |      6499 | PA      | $5714.00      | 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        |     14599 | PA      | $12834.00     | 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        |     52220 | PA      | $45906.00     | 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        |    145091 | PA      | $127549.00    | 0.06%             | 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      | $519601.00    | 0.23%             | 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      | $432925.00    | 0.19%             | 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      | $453800.00    | 0.20%             | 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      | $272280.00    | 0.12%             | 2052-04-01      | 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      | $45380.00     | 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        |     42758 | PA      | $38807.00     | 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      | $45380.00     | 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        |     44266 | PA      | $40176.00     | 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      | $44329.00     | 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        |     43072 | PA      | $39093.00     | 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      | $44351.00     | 0.02%             | 2052-04-01      | Fixed         | 8.00%                 | 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        |     41393 | PA      | $37569.00     | 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        |     36061 | PA      | $32729.00     | 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        |     37718 | PA      | $34233.00     | 0.02%             | 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        |     33623 | PA      | $30516.00     | 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        |     39394 | PA      | $35754.00     | 0.02%             | 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        |     29460 | PA      | $26738.00     | 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        |     29000 | PA      | $26320.00     | 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        |     26809 | PA      | $24332.00     | 0.01%             | 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      | $22323.00     | 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      | $24959.00     | 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        |     23102 | PA      | $20967.00     | 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        |     21000 | PA      | $19060.00     | 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        |     22162 | PA      | $20114.00     | 0.01%             | 2053-06-01      | Fixed         | 8.00%                 | 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        |     12989 | PA      | $11789.00     | 0.01%             | 2037-07-01      | Fixed         | 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        |     39517 | PA      | $40785.00     | 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        |    113605 | PA      | $117251.00    | 0.05%             | 2033-10-01      | Fixed         | 12.25%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R21034888477                                   | Achieve, Loan ID - R21034888477                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    108401 | PA      | $111881.00    | 0.05%             | 2034-05-01      | Fixed         | 14.25%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R21034913863                                   | Achieve, Loan ID - R21034913863                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     65295 | PA      | $67390.00     | 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        |     58200 | PA      | $59389.00     | 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        |     66000 | PA      | $67426.00     | 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        |     32400 | PA      | $33100.00     | 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        |     73400 | PA      | $74985.00     | 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        |    132000 | PA      | $134851.00    | 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        |     77600 | PA      | $79276.00     | 0.04%             | 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        |    146500 | PA      | $149664.00    | 0.07%             | 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        |     44000 | PA      | $44950.00     | 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        |     54200 | PA      | $55371.00     | 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        |     60700 | PA      | $62011.00     | 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        |     99850 | PA      | $102107.00    | 0.05%             | 2040-04-01      | Fixed         | 13.50%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2693306326                                    | Achieve, Loan ID - R2693306326                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     58600 | PA      | $59866.00     | 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        |     45000 | PA      | $45972.00     | 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        |     31300 | PA      | $31976.00     | 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        |     53550 | PA      | $54707.00     | 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        |    173500 | PA      | $177248.00    | 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        |     32800 | PA      | $33508.00     | 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        |     62850 | PA      | $64208.00     | 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        |     32000 | PA      | $32691.00     | 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        |     16000 | PA      | $16346.00     | 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        |     39600 | PA      | $40455.00     | 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        |     41050 | PA      | $41894.00     | 0.02%             | 2035-05-01      | Fixed         | 12.25%                | 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        |     32215 | PA      | $28320.00     | 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        |     57591 | PA      | $50628.00     | 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        |     98585 | PA      | $86666.00     | 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        |     73447 | PA      | $64567.00     | 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        |    109434 | PA      | $96203.00     | 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        |     78509 | PA      | $69018.00     | 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        |     95370 | PA      | $83840.00     | 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        |    143309 | PA      | $125983.00    | 0.06%             | 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        |    172090 | PA      | $151285.00    | 0.07%             | 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        |     75422 | PA      | $66304.00     | 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        |     75872 | PA      | $66699.00     | 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        |     38762 | PA      | $34076.00     | 0.02%             | 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        |    139317 | PA      | $122473.00    | 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        |     69155 | PA      | $60794.00     | 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        |     54494 | PA      | $47906.00     | 0.02%             | 2027-11-01      | Fixed         | 6.25%                 | 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        |     26251 | PA      | $23078.00     | 0.01%             | 2035-03-01      | Fixed         | 8.62%                 | 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        |     37683 | PA      | $33127.00     | 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        |     48719 | PA      | $42829.00     | 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        |     77452 | PA      | $68088.00     | 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        |     45216 | PA      | $39749.00     | 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        |     48669 | PA      | $42785.00     | 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        |     45450 | PA      | $39955.00     | 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        |     39475 | PA      | $34702.00     | 0.02%             | 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        |     16664 | PA      | $14649.00     | 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        |     35515 | PA      | $31221.00     | 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        |     59594 | PA      | $52389.00     | 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        |     10180 | PA      | $8949.00      | 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        |     46871 | PA      | $41204.00     | 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        |     54820 | PA      | $48192.00     | 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        |     70652 | PA      | $62110.00     | 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        |    113390 | PA      | $99681.00     | 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        |     99555 | PA      | $87519.00     | 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        |    165511 | PA      | $145501.00    | 0.07%             | 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        |     94928 | PA      | $83452.00     | 0.04%             | 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        |     98302 | PA      | $86418.00     | 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        |     36763 | PA      | $32318.00     | 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        |     66265 | PA      | $58253.00     | 0.03%             | 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        |     55845 | PA      | $49093.00     | 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        |     51115 | PA      | $44935.00     | 0.02%             | 2026-09-01      | Fixed         | 10.32%                | 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        |     42785 | PA      | $37612.00     | 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        |      8301 | PA      | $7297.00      | 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        |     11827 | PA      | $10397.00     | 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        |     15962 | PA      | $14032.00     | 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        |     14781 | PA      | $12994.00     | 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        |     13487 | PA      | $11856.00     | 0.01%             | 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        |     19257 | PA      | $16929.00     | 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        |      8120 | PA      | $7138.00      | 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        |     68283 | PA      | $60028.00     | 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      | $120257.00    | 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        |    233728 | PA      | $205470.00    | 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        |    296909 | PA      | $261013.00    | 0.12%             | 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        |    162467 | PA      | $142825.00    | 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        |     40648 | PA      | $35734.00     | 0.02%             | 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        |     89925 | PA      | $79053.00     | 0.04%             | 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        |    174317 | PA      | $153242.00    | 0.07%             | 2029-09-01      | Fixed         | 7.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7154370376                            | Shelving Rock, Loan ID - R1D7154370376                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    123112 | PA      | $108228.00    | 0.05%             | 2028-07-01      | Fixed         | 10.00%                | 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        |     56617 | PA      | $49772.00     | 0.02%             | 2032-01-01      | Fixed         | 7.50%                 | 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        |     98585 | PA      | $86666.00     | 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      | $53526.00     | 0.02%             | 2025-05-01      | Fixed         | 11.72%                | 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        |     58226 | PA      | $51186.00     | 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        |     75212 | PA      | $66119.00     | 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        |     89142 | PA      | $78364.00     | 0.04%             | 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        |     24088 | PA      | $21175.00     | 0.01%             | 2029-04-01      | Fixed         | 8.00%                 | 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        |     84605 | PA      | $74376.00     | 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        |     54480 | PA      | $47894.00     | 0.02%             | 2037-01-01      | Fixed         | 8.31%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D789909028                             | Shelving Rock, Loan ID - R1D789909028                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     69593 | PA      | $61179.00     | 0.03%             | 2025-04-01      | Fixed         | 5.00%                 | 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        |     58992 | PA      | $51860.00     | 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        |     44308 | PA      | $38951.00     | 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        |     44185 | PA      | $38843.00     | 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        |     53125 | PA      | $46702.00     | 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        |     34219 | PA      | $30081.00     | 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        |     62633 | PA      | $55061.00     | 0.02%             | 2031-11-01      | Fixed         | 10.25%                | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1582688                    | Capital Asset Management, Loan ID - R1D1582688                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15939 | PA      | $9621.00      | 0.00%             | 2030-02-01      | 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        |      8648 | PA      | $6585.00      | 0.00%             | 2031-10-01      | Fixed         | 0.00%                 | 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        |     15557 | PA      | $9390.00      | 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        |      9822 | PA      | $7479.00      | 0.00%             | 2029-05-25      | Fixed         | 11.00%                | 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        |     18685 | PA      | $11278.00     | 0.01%             | 2047-04-13      | None          | 0.00%                 | 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        |     20997 | PA      | $12674.00     | 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        |     11451 | PA      | $8718.00      | 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        |      9946 | PA      | $6003.00      | 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        |     10597 | PA      | $8069.00      | 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      | $11316.00     | 0.01%             | 2028-10-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D361892055                           | Bank of America, Loan ID - R1D361892055                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1226 | PA      | $933.00       | 0.00%             | 2032-01-01      | 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        |     19416 | PA      | $11719.00     | 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        |     16703 | PA      | $12717.00     | 0.01%             | 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        |     16276 | PA      | $12392.00     | 0.01%             | 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        |     20974 | PA      | $12660.00     | 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        |     24083 | PA      | $14537.00     | 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        |     22316 | PA      | $13470.00     | 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        |     12923 | PA      | $9840.00      | 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        |     20842 | PA      | $12580.00     | 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      | $15509.00     | 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      | $19917.00     | 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        |     20770 | PA      | $15814.00     | 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      | $16685.00     | 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        |     14303 | PA      | $10890.00     | 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        |     25511 | PA      | $15398.00     | 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        |     17578 | PA      | $13384.00     | 0.01%             | 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        |      8940 | PA      | $6807.00      | 0.00%             | 2038-07-01      | Fixed         | 9.88%                 | 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        |     23678 | PA      | $14292.00     | 0.01%             | 2035-11-01      | None          | 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        |     37268 | PA      | $22495.00     | 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        |     34768 | PA      | $20986.00     | 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      | $23304.00     | 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        |     40134 | PA      | $24225.00     | 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      | $24760.00     | 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        |     38765 | PA      | $23399.00     | 0.01%             | 2034-07-02      | None          | 0.00%                 | 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        |     29529 | PA      | $22483.00     | 0.01%             | 2037-11-01      | None          | 0.00%                 | 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        |     47118 | PA      | $28441.00     | 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        |     46002 | PA      | $27767.00     | 0.01%             | 2049-02-01      | None          | 0.00%                 | 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        |     37304 | PA      | $28403.00     | 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        |     75034 | PA      | $45291.00     | 0.02%             | 2035-04-01      | None          | 0.00%                 | 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        |     64418 | PA      | $38883.00     | 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        |     67775 | PA      | $40909.00     | 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        |     63818 | PA      | $38520.00     | 0.02%             | 2034-03-01      | Fixed         | 4.00%                 | 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        |      4970 | PA      | $4035.00      | 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      | $26461.00     | 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        |      4154 | PA      | $3373.00      | 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        |     16228 | PA      | $13176.00     | 0.01%             | 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      | $75272.00     | 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        |      5343 | PA      | $4338.00      | 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        |      8113 | PA      | $6587.00      | 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      | $117706.00    | 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      | $5133.00      | 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        |      5096 | PA      | $4137.00      | 0.00%             | 2029-11-25      | Fixed         | 13.12%                | 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      | $67138.00     | 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        |     16069 | PA      | $13046.00     | 0.01%             | 2029-11-25      | Fixed         | 12.00%                | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D686527895                           | Bank of America, Loan ID - R1D686527895                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10582 | PA      | $8592.00      | 0.00%             | 2029-11-25      | None          | 0.00%                 | 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        |    164100 | PA      | $144260.00    | 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        |    282475 | PA      | $248324.00    | 0.11%             | 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        |     62814 | PA      | $55219.00     | 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        |    163789 | PA      | $143987.00    | 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        |     73995 | PA      | $65049.00     | 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        |    153258 | PA      | $134729.00    | 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        |    171661 | PA      | $150907.00    | 0.07%             | 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        |     19622 | PA      | $17250.00     | 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        |    190923 | PA      | $167841.00    | 0.08%             | 2029-12-01      | Fixed         | 7.50%                 | 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        |     65392 | PA      | $57486.00     | 0.03%             | 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        |     44561 | PA      | $39174.00     | 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        |     14355 | PA      | $12619.00     | 0.01%             | 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        |     28623 | PA      | $25162.00     | 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        |    125814 | PA      | $110603.00    | 0.05%             | 2027-06-01      | Fixed         | 7.50%                 | 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        |     21253 | PA      | $18684.00     | 0.01%             | 2038-06-01      | Fixed         | 6.00%                 | 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        |    109236 | PA      | $96029.00     | 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        |    165451 | PA      | $145448.00    | 0.07%             | 2029-10-01      | Fixed         | 7.75%                 | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1392982                                         | Arivo, Loan ID - C1392982                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28914 | PA      | $29013.00     | 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        |     26270 | PA      | $26359.00     | 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        |     26641 | PA      | $26111.00     | 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        |     18764 | PA      | $18391.00     | 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        |     26642 | PA      | $26732.00     | 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        |     28654 | PA      | $28751.00     | 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        |     26072 | PA      | $26161.00     | 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        |     30733 | PA      | $30838.00     | 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        |     26930 | PA      | $27022.00     | 0.01%             | 2029-06-02      | Fixed         | 18.00%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1393111                                         | Arivo, Loan ID - C1393111                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27531 | PA      | $27624.00     | 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        |     27775 | PA      | $27869.00     | 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        |     26109 | PA      | $26198.00     | 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        |     27463 | PA      | $27556.00     | 0.01%             | 2029-05-23      | Fixed         | 18.21%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1390027                                         | Arivo, Loan ID - C1390027                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24485 | PA      | $24569.00     | 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        |     25329 | PA      | $25415.00     | 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        |     13931 | PA      | $13654.00     | 0.01%             | 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        |     28262 | PA      | $28359.00     | 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        |     26920 | PA      | $27012.00     | 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        |      8728 | PA      | $8554.00      | 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        |     26260 | PA      | $26350.00     | 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        |     28031 | PA      | $28126.00     | 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        |     32968 | PA      | $33080.00     | 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        |     29340 | PA      | $29439.00     | 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        |     21224 | PA      | $20802.00     | 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        |     31420 | PA      | $31527.00     | 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        |     27931 | PA      | $28026.00     | 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        |     27852 | PA      | $27947.00     | 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        |     24062 | PA      | $23583.00     | 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        |     29188 | PA      | $29287.00     | 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        |     27854 | PA      | $27299.00     | 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        |     19697 | PA      | $19764.00     | 0.01%             | 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        |     30616 | PA      | $30720.00     | 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        |     21930 | PA      | $21493.00     | 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        |     29799 | PA      | $29900.00     | 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        |     28095 | PA      | $27536.00     | 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        |     31569 | PA      | $31676.00     | 0.01%             | 2029-05-26      | Fixed         | 20.00%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1389039                                         | Arivo, Loan ID - C1389039                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30644 | PA      | $30748.00     | 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        |     32802 | PA      | $32914.00     | 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        |     30793 | PA      | $30897.00     | 0.01%             | 2029-05-13      | Fixed         | 18.06%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1493661                                         | Arivo, Loan ID - C1493661                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33952 | PA      | $34068.00     | 0.02%             | 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        |     23179 | PA      | $22718.00     | 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        |     36084 | PA      | $36207.00     | 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        |     32157 | PA      | $32267.00     | 0.01%             | 2029-05-14      | Fixed         | 14.61%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C31390638                                      | Achieve, Loan ID - C31390638                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29691 | PA      | $29100.00     | 0.01%             | 2028-06-16      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1384700                                         | Arivo, Loan ID - C1384700                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     34424 | PA      | $34541.00     | 0.02%             | 2029-05-18      | Fixed         | 22.00%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1488990                                         | Arivo, Loan ID - C1488990                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30784 | PA      | $30888.00     | 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        |     37056 | PA      | $37182.00     | 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        |     31977 | PA      | $32086.00     | 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        |     34567 | PA      | $34684.00     | 0.02%             | 2029-05-26      | Fixed         | 15.92%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C24111885                                      | Achieve, Loan ID - C24111885                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12110 | PA      | $11869.00     | 0.01%             | 2028-02-25      | Fixed         | 25.99%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1385548                                         | Arivo, Loan ID - C1385548                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33053 | PA      | $33165.00     | 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        |     38430 | PA      | $38560.00     | 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        |     34703 | PA      | $34821.00     | 0.02%             | 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        |     10188 | PA      | $9985.00      | 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        |     32256 | PA      | $32366.00     | 0.01%             | 2029-05-19      | Fixed         | 13.34%                | 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        |      8506 | PA      | $5134.00      | 0.00%             | 2031-02-01      | None          | 0.00%                 | 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        |     10018 | PA      | $6047.00      | 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        |      5467 | PA      | $3300.00      | 0.00%             | 2029-02-01      | None          | 0.00%                 | 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      | $5865.00      | 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      | $5418.00      | 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        |     10516 | PA      | $6348.00      | 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        |      5242 | PA      | $3992.00      | 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        |      7321 | PA      | $5574.00      | 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      | $7605.00      | 0.00%             | 2024-08-01      | 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        |      6652 | PA      | $4015.00      | 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        |     12375 | PA      | $7469.00      | 0.00%             | 2028-12-01      | None          | 0.00%                 | 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        |     12044 | PA      | $7270.00      | 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        |      4500 | PA      | $2716.00      | 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        |     11984 | PA      | $7234.00      | 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        |     10556 | PA      | $8038.00      | 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        |      7402 | PA      | $5636.00      | 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        |     12462 | PA      | $7522.00      | 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      | $8239.00      | 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      | $8189.00      | 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      | $8659.00      | 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        |      9774 | PA      | $5900.00      | 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      | $9017.00      | 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        |     13924 | PA      | $8404.00      | 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        |     13874 | PA      | $8374.00      | 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      | $6931.00      | 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        |     11127 | PA      | $6716.00      | 0.00%             | 2026-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C24708215                                      | Achieve, Loan ID - C24708215                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11705 | PA      | $11472.00     | 0.01%             | 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        |     14728 | PA      | $14435.00     | 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        |     13662 | PA      | $13391.00     | 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        |     15101 | PA      | $14801.00     | 0.01%             | 2028-02-25      | Fixed         | 26.99%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C24016122                                      | Achieve, Loan ID - C24016122                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7697 | PA      | $7544.00      | 0.00%             | 2026-01-23      | Fixed         | 24.49%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1382501                                         | Arivo, Loan ID - C1382501                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16387 | PA      | $16443.00     | 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        |     16349 | PA      | $16404.00     | 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        |      8841 | PA      | $8665.00      | 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        |      7082 | PA      | $6941.00      | 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        |     18439 | PA      | $18502.00     | 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        |     19325 | PA      | $19390.00     | 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        |     16097 | PA      | $15777.00     | 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        |     16669 | PA      | $16726.00     | 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        |     14184 | PA      | $13902.00     | 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        |      4696 | PA      | $4602.00      | 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        |     15904 | PA      | $15588.00     | 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        |     17656 | PA      | $17716.00     | 0.01%             | 2029-05-21      | Fixed         | 20.00%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1390785                                         | Arivo, Loan ID - C1390785                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16616 | PA      | $16672.00     | 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        |     16448 | PA      | $16120.00     | 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        |     16197 | PA      | $15875.00     | 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        |     17203 | PA      | $17262.00     | 0.01%             | 2029-05-11      | Fixed         | 20.50%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1393122                                         | Arivo, Loan ID - C1393122                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17533 | PA      | $17592.00     | 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        |     15603 | PA      | $15292.00     | 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        |     14264 | PA      | $13980.00     | 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        |     16923 | PA      | $16981.00     | 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        |     16536 | PA      | $16592.00     | 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        |     14864 | PA      | $14568.00     | 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        |     18639 | PA      | $18702.00     | 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        |     19605 | PA      | $19672.00     | 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        |     16216 | PA      | $16271.00     | 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        |     19670 | PA      | $19737.00     | 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        |     18073 | PA      | $18135.00     | 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        |     17395 | PA      | $17048.00     | 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        |     12767 | PA      | $12513.00     | 0.01%             | 2027-01-24      | Fixed         | 13.74%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C31391565                                      | Achieve, Loan ID - C31391565                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16795 | PA      | $16460.00     | 0.01%             | 2028-06-21      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1489582                                         | Arivo, Loan ID - C1489582                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17721 | PA      | $17781.00     | 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        |     19292 | PA      | $18908.00     | 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        |     14352 | PA      | $14067.00     | 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        |     16789 | PA      | $16455.00     | 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        |     17405 | PA      | $17058.00     | 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        |     17345 | PA      | $17404.00     | 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        |     21438 | PA      | $21511.00     | 0.01%             | 2029-05-23      | Fixed         | 22.56%                | 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      | $17488.00     | 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        |     19279 | PA      | $19344.00     | 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        |     21343 | PA      | $21416.00     | 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        |     18139 | PA      | $18201.00     | 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        |     21789 | PA      | $21863.00     | 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        |     20165 | PA      | $20234.00     | 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        |     18659 | PA      | $18723.00     | 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        |     12605 | PA      | $12354.00     | 0.01%             | 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        |     15427 | PA      | $15120.00     | 0.01%             | 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        |     19329 | PA      | $19395.00     | 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        |     17241 | PA      | $16898.00     | 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        |     18242 | PA      | $18304.00     | 0.01%             | 2029-05-23      | Fixed         | 18.00%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C31336469                                      | Achieve, Loan ID - C31336469                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15175 | PA      | $14873.00     | 0.01%             | 2027-06-19      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C34902889                                      | Achieve, Loan ID - C34902889                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18967 | PA      | $18590.00     | 0.01%             | 2028-12-20      | Fixed         | 25.99%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1393081                                         | Arivo, Loan ID - C1393081                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18044 | PA      | $18105.00     | 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        |     21273 | PA      | $21345.00     | 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        |     18819 | PA      | $18883.00     | 0.01%             | 2029-05-23      | Fixed         | 20.41%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1385838                                         | Arivo, Loan ID - C1385838                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24287 | PA      | $24369.00     | 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        |     23948 | PA      | $24030.00     | 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        |     27629 | PA      | $27723.00     | 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        |     22920 | PA      | $22464.00     | 0.01%             | 2028-06-13      | Fixed         | 20.74%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1392580                                         | Arivo, Loan ID - C1392580                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25087 | PA      | $25172.00     | 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        |     24769 | PA      | $24277.00     | 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        |     28252 | PA      | $28348.00     | 0.01%             | 2029-09-07      | Fixed         | 24.37%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1384388                                         | Arivo, Loan ID - C1384388                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24904 | PA      | $24989.00     | 0.01%             | 2029-06-01      | Fixed         | 22.31%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1387295                                         | Arivo, Loan ID - C1387295                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25261 | PA      | $25347.00     | 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        |     28020 | PA      | $28115.00     | 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        |     25731 | PA      | $25818.00     | 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        |     24589 | PA      | $24672.00     | 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        |     25609 | PA      | $25696.00     | 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        |     29456 | PA      | $29556.00     | 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        |     25050 | PA      | $25136.00     | 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        |     25550 | PA      | $25637.00     | 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        |     24420 | PA      | $23935.00     | 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        |     10979 | PA      | $10760.00     | 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        |     24787 | PA      | $24294.00     | 0.01%             | 2028-06-15      | Fixed         | 26.99%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1391070                                         | Arivo, Loan ID - C1391070                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24980 | PA      | $25065.00     | 0.01%             | 2029-05-27      | Fixed         | 16.64%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1390640                                         | Arivo, Loan ID - C1390640                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25151 | PA      | $25237.00     | 0.01%             | 2029-05-25      | Fixed         | 20.00%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1389461                                         | Arivo, Loan ID - C1389461                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3339 | PA      | $3351.00      | 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        |      3238 | PA      | $3173.00      | 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        |      3164 | PA      | $3101.00      | 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        |      1811 | PA      | $1775.00      | 0.00%             | 2025-11-15      | 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        |      6273 | PA      | $6148.00      | 0.00%             | 2027-12-24      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C31393496                                      | Achieve, Loan ID - C31393496                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2621 | PA      | $2569.00      | 0.00%             | 2027-05-09      | Fixed         | 22.74%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C34917496                                      | Achieve, Loan ID - C34917496                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2502 | PA      | $2452.00      | 0.00%             | 2025-11-21      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C31391521                                      | Achieve, Loan ID - C31391521                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7060 | PA      | $6919.00      | 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        |      6471 | PA      | $6342.00      | 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        |      3346 | PA      | $3279.00      | 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        |      5810 | PA      | $5694.00      | 0.00%             | 2027-01-15      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C31394502                                      | Achieve, Loan ID - C31394502                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       963 | PA      | $944.00       | 0.00%             | 2025-05-10      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C31405619                                      | Achieve, Loan ID - C31405619                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7606 | PA      | $7454.00      | 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        |      7723 | PA      | $7569.00      | 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        |      7419 | PA      | $7271.00      | 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        |      7734 | PA      | $7580.00      | 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        |      8735 | PA      | $8765.00      | 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        |      1813 | PA      | $1777.00      | 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        |      3221 | PA      | $3157.00      | 0.00%             | 2025-06-13      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C31335950                                      | Achieve, Loan ID - C31335950                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1083 | PA      | $1061.00      | 0.00%             | 2025-06-27      | 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        |      7859 | PA      | $7702.00      | 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        |      7909 | PA      | $7752.00      | 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        |      7621 | PA      | $7469.00      | 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        |      3037 | PA      | $2976.00      | 0.00%             | 2025-11-07      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C34780323                                      | Achieve, Loan ID - C34780323                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3037 | PA      | $2977.00      | 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        |      3068 | PA      | $3007.00      | 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        |      8499 | PA      | $8330.00      | 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        |      3161 | PA      | $3098.00      | 0.00%             | 2028-06-16      | Fixed         | 26.99%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C23985013                                      | Achieve, Loan ID - C23985013                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8459 | PA      | $8291.00      | 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        |      7624 | PA      | $7650.00      | 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        |      8701 | PA      | $8731.00      | 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        |      8558 | PA      | $8388.00      | 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        |      7825 | PA      | $7669.00      | 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        |      9136 | PA      | $8954.00      | 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        |      7822 | PA      | $7666.00      | 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        |      9589 | PA      | $9398.00      | 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        |      7488 | PA      | $7339.00      | 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        |      8238 | PA      | $8074.00      | 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        |      9112 | PA      | $8931.00      | 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        |      9192 | PA      | $9009.00      | 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        |     11112 | PA      | $11150.00     | 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        |      7170 | PA      | $7027.00      | 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        |      4003 | PA      | $3923.00      | 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        |      9784 | PA      | $9589.00      | 0.00%             | 2028-05-01      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C34780174                                      | Achieve, Loan ID - C34780174                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3333 | PA      | $3266.00      | 0.00%             | 2025-11-19      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1389869                                         | Arivo, Loan ID - C1389869                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10234 | PA      | $10269.00     | 0.00%             | 2027-11-25      | Fixed         | 17.25%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C34722397                                      | Achieve, Loan ID - C34722397                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9606 | PA      | $9414.00      | 0.00%             | 2027-11-20      | Fixed         | 13.99%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C24814257                                      | Achieve, Loan ID - C24814257                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2962 | PA      | $2903.00      | 0.00%             | 2028-03-10      | Fixed         | 26.99%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C31446756                                      | Achieve, Loan ID - C31446756                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9654 | PA      | $9462.00      | 0.00%             | 2027-06-29      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C31388466                                      | Achieve, Loan ID - C31388466                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11135 | PA      | $10913.00     | 0.00%             | 2028-06-13      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C31371254                                      | Achieve, Loan ID - C31371254                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11254 | PA      | $11030.00     | 0.00%             | 2028-06-16      | Fixed         | 21.74%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C31395596                                      | Achieve, Loan ID - C31395596                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3876 | PA      | $3799.00      | 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        |      3486 | PA      | $3416.00      | 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        |      9684 | PA      | $9492.00      | 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        |     11828 | PA      | $11592.00     | 0.01%             | 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        |      9818 | PA      | $9623.00      | 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        |      5404 | PA      | $5296.00      | 0.00%             | 2026-01-25      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C31346016                                      | Achieve, Loan ID - C31346016                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11467 | PA      | $11238.00     | 0.01%             | 2027-06-28      | Fixed         | 18.74%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1395182                                         | Arivo, Loan ID - C1395182                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13557 | PA      | $13603.00     | 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        |     11218 | PA      | $10995.00     | 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        |     13621 | PA      | $13350.00     | 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        |     11426 | PA      | $11198.00     | 0.01%             | 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        |      8281 | PA      | $8116.00      | 0.00%             | 2026-10-06      | Fixed         | 14.24%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1488220                                         | Arivo, Loan ID - C1488220                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13989 | PA      | $14037.00     | 0.01%             | 2029-09-14      | Fixed         | 21.00%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C24785164                                      | Achieve, Loan ID - C24785164                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12007 | PA      | $11768.00     | 0.01%             | 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        |     13223 | PA      | $13268.00     | 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        |     12096 | PA      | $11855.00     | 0.01%             | 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        |     13277 | PA      | $13013.00     | 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        |      3728 | PA      | $3741.00      | 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        |     15608 | PA      | $15661.00     | 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        |     11885 | PA      | $11649.00     | 0.01%             | 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        |     14453 | PA      | $14502.00     | 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        |     13850 | PA      | $13575.00     | 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        |     13761 | PA      | $13487.00     | 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        |     15070 | PA      | $15121.00     | 0.01%             | 2029-05-26      | Fixed         | 21.88%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1394484                                         | Arivo, Loan ID - C1394484                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14873 | PA      | $14923.00     | 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        |     11223 | PA      | $11000.00     | 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        |     16846 | PA      | $16904.00     | 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        |     13809 | PA      | $13534.00     | 0.01%             | 2028-06-15      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1393343                                         | Arivo, Loan ID - C1393343                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8252 | PA      | $8280.00      | 0.00%             | 2029-05-26      | Fixed         | 19.96%                | No            |                  3 | 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        |   1312810 | NS      | $1312810.00   | 0.59%             |  |  |  | No            |                  1 | 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        |    348314 | NS      | $348314.00    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| MSN 803 TRUST                                                     | MSN 803 TRUST                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | US        |   7882217 | PA      | $8516735.28   | 3.81%             | 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        |   1587000 | PA      | $-1587000.00  | -0.71%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO JPM CHASE                                            | REVERSE REPO JPM CHASE                                            | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |   1395000 | PA      | $-1395000.00  | -0.62%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO UBS REVERSE REPO                                     | REVERSE REPO UBS                                                  | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |   2570576 | PA      | $-2570576.44  | -1.15%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO UBS REVERSE REPO                                     | REVERSE REPO UBS                                                  | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |   2433120 | PA      | $-2433120.00  | -1.09%            |  |  |  | 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        |   1588000 | PA      | $-1588000.00  | -0.71%            |  |  |  | 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        |   2961620 | PA      | $-2961620.00  | -1.32%            |  |  |  | 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        |   1584160 | PA      | $-1584160.00  | -0.71%            |  |  |  | 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        |   2093000 | PA      | $-2093000.00  | -0.94%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO UBS REVERSE REPO                                     | REVERSE REPO UBS                                                  | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |   1623360 | PA      | $-1623360.00  | -0.73%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO UBS REVERSE REPO                                     | REVERSE REPO UBS                                                  | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |   1992400 | PA      | $-1992400.00  | -0.89%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO UBS REVERSE REPO                                     | REVERSE REPO UBS                                                  | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |   1040165 | PA      | $-1040165.46  | -0.47%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO UBS REVERSE REPO                                     | REVERSE REPO UBS                                                  | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |   2923106 | PA      | $-2923106.25  | -1.31%            |  |  |  | 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        |   2793500 | PA      | $-2793499.50  | -1.25%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO UBS REVERSE REPO                                     | REVERSE REPO UBS                                                  | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |   2836400 | PA      | $-2836400.00  | -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        |   2553060 | PA      | $-2553060.00  | -1.14%            |  |  |  | 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        |   1782673 | PA      | $-1782673.20  | -0.80%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO UBS REVERSE REPO                                     | REVERSE REPO UBS                                                  | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |   1872375 | PA      | $-1872375.00  | -0.84%            |  |  |  | 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        |   2151188 | PA      | $-2151187.50  | -0.96%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO UBS REVERSE REPO                                     | REVERSE REPO UBS                                                  | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |   2584815 | PA      | $-2584815.00  | -1.16%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO UBS REVERSE REPO                                     | REVERSE REPO UBS                                                  | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |   2415360 | PA      | $-2415360.00  | -1.08%            |  |  |  | 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      | $102024.76    | 0.05%             |  |  |  | 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      | $-10660.55    | -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      | $-10465.44    | -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      | $-83592.23    | -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      | $-93327.78    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-05-30

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

**Signature:** /s/Salvatore Schiavone

**Name of Signer:** Salvatore Schiavone

**Title:** Treasurer